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.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to under-perform the Taiwan Wtd. In addition to that, EURONEXT BEL-20 is 1.29 times more volatile than Taiwan Wtd. It trades about -0.24 of its total potential returns per unit of risk. Taiwan Wtd is currently generating about 0.05 per unit of volatility. If you would invest 1,073,521 in Taiwan Wtd on October 23, 2017 and sell it today you would earn a total of 4,403 from holding Taiwan Wtd or generate 0.41% return on investment over 30 days.