|Horizon||30 Days Login to change|
EURONEXT BEL-20 vs. MerVal
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to under-perform the MerVal. But the index apears to be less risky and, when comparing its historical volatility, EURONEXT BEL-20 is 6.94 times less risky than MerVal. The index trades about -0.02 of its potential returns per unit of risk. The MerVal is currently generating about 0.26 of returns per unit of risk over similar time horizon. If you would invest 2,623,882 in MerVal on August 22, 2018 and sell it today you would earn a total of 810,246 from holding MerVal or generate 30.88% return on investment over 30 days.
Pair Corralation between EURONEXT BEL-20 and MerVal