This module allows you to analyze existing cross correlation between EURONEXT BEL-20 and XU100. You can compare the effects of market volatilities on EURONEXT BEL-20 and XU100 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 XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of EURONEXT BEL-20 and XU100.
|Time Horizon||30 Days Login to change|
EURONEXT BEL-20 vs. XU100
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to generate 0.39 times more return on investment than XU100. However, EURONEXT BEL-20 is 2.55 times less risky than XU100. It trades about -0.19 of its potential returns per unit of risk. XU100 is currently generating about -0.14 per unit of risk. If you would invest 390,498 in EURONEXT BEL-20 on May 21, 2018 and sell it today you would lose (15,483) from holding EURONEXT BEL-20 or give up 3.96% of portfolio value over 30 days.