This module allows you to analyze existing cross correlation between EURONEXT BEL-20 and IPC. You can compare the effects of market volatilities on EURONEXT BEL-20 and IPC and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in EURONEXT BEL-20 with a short position of IPC. See also your portfolio center. Please also check ongoing floating volatility patterns of EURONEXT BEL-20 and IPC.
|Time Horizon||30 Days Login to change|
EURONEXT BEL-20 vs. IPC
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to under-perform the IPC. In addition to that, EURONEXT BEL-20 is 1.3 times more volatile than IPC. It trades about -0.24 of its total potential returns per unit of risk. IPC is currently generating about 0.13 per unit of volatility. If you would invest 4,560,087 in IPC on May 22, 2018 and sell it today you would earn a total of 96,302 from holding IPC or generate 2.11% return on investment over 30 days.