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|
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to generate 1.28 times more return on investment than IPC. However, EURONEXT BEL-20 is 1.28 times more volatile than IPC. It trades about -0.17 of its potential returns per unit of risk. IPC is currently generating about -0.24 per unit of risk. If you would invest 414,423 in EURONEXT BEL-20 on January 25, 2018 and sell it today you would lose (17,170) from holding EURONEXT BEL-20 or give up 4.14% of portfolio value over 30 days.