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.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, BSE is expected to generate 1.15 times more return on investment than EURONEXT BEL-20. However, BSE is 1.15 times more volatile than EURONEXT BEL-20. It trades about 0.23 of its potential returns per unit of risk. EURONEXT BEL-20 is currently generating about -0.23 per unit of risk. If you would invest 3,238,996 in BSE on October 19, 2017 and sell it today you would earn a total of 95,284 from holding BSE or generate 2.94% return on investment over 30 days.