This module allows you to analyze existing cross correlation between BSE and EURONEXT BEL-20. You can compare the effects of market volatilities on BSE and EURONEXT BEL-20 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 BSE with a short position of EURONEXT BEL-20. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and EURONEXT BEL-20.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, BSE is expected to under-perform the EURONEXT BEL-20. In addition to that, BSE is 1.14 times more volatile than EURONEXT BEL-20. It trades about -0.16 of its total potential returns per unit of risk. EURONEXT BEL-20 is currently generating about 0.06 per unit of volatility. If you would invest 392,246 in EURONEXT BEL-20 on February 17, 2018 and sell it today you would earn a total of 3,909 from holding EURONEXT BEL-20 or generate 1.0% return on investment over 30 days.