This module allows you to analyze existing cross correlation between DOW and FTSE MIB. You can compare the effects of market volatilities on DOW and FTSE MIB 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 DOW with a short position of FTSE MIB. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and FTSE MIB.
|Time Horizon||30 Days Login to change|
DOW vs. FTSE MIB
Given the investment horizon of 30 days, DOW is expected to generate 0.01 times more return on investment than FTSE MIB. However, DOW is 96.71 times less risky than FTSE MIB. It trades about -0.03 of its potential returns per unit of risk. FTSE MIB is currently generating about -0.58 per unit of risk. If you would invest 2,475,309 in DOW on May 25, 2018 and sell it today you would lose (17,220) from holding DOW or give up 0.7% of portfolio value over 30 days.