This module allows you to analyze existing cross correlation between EURONEXT BEL-20 and Israel Index. You can compare the effects of market volatilities on EURONEXT BEL-20 and Israel Index 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 Israel Index. See also your portfolio center. Please also check ongoing floating volatility patterns of EURONEXT BEL-20 and Israel Index.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to generate 1.01 times more return on investment than Israel Index. However, EURONEXT BEL-20 is 1.01 times more volatile than Israel Index. It trades about 0.0 of its potential returns per unit of risk. Israel Index is currently generating about -0.12 per unit of risk. If you would invest 392,246 in EURONEXT BEL-20 on February 18, 2018 and sell it today you would lose (182.01) from holding EURONEXT BEL-20 or give up 0.05% of portfolio value over 30 days.