This module allows you to analyze existing cross correlation between EURONEXT BEL-20 and Taiwan Wtd. You can compare the effects of market volatilities on EURONEXT BEL-20 and Taiwan Wtd 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 Taiwan Wtd. See also your portfolio center. Please also check ongoing floating volatility patterns of EURONEXT BEL-20 and Taiwan Wtd.
|Time Horizon||30 Days Login to change|
EURONEXT BEL-20 vs. Taiwan Wtd
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to generate 2.43 times more return on investment than Taiwan Wtd. However, EURONEXT BEL-20 is 2.43 times more volatile than Taiwan Wtd. It trades about -0.21 of its potential returns per unit of risk. Taiwan Wtd is currently generating about -0.71 per unit of risk. If you would invest 391,678 in EURONEXT BEL-20 on May 22, 2018 and sell it today you would lose (16,541) from holding EURONEXT BEL-20 or give up 4.22% of portfolio value over 30 days.