This module allows you to analyze existing cross correlation between EURONEXT BEL-20 and Swiss Mrt. You can compare the effects of market volatilities on EURONEXT BEL-20 and Swiss Mrt 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 Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of EURONEXT BEL-20 and Swiss Mrt.
|Time Horizon||30 Days Login to change|
EURONEXT BEL-20 vs. Swiss Mrt
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to generate 0.88 times more return on investment than Swiss Mrt. However, EURONEXT BEL-20 is 1.14 times less risky than Swiss Mrt. It trades about -0.06 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.06 per unit of risk. If you would invest 399,250 in EURONEXT BEL-20 on March 27, 2018 and sell it today you would lose (9,943) from holding EURONEXT BEL-20 or give up 2.49% of portfolio value over 30 days.