This module allows you to analyze existing cross correlation between DOW and Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN. You can compare the effects of market volatilities on DOW and Barclays Bank 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 Barclays Bank. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and Barclays Bank.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, DOW is expected to generate 0.2 times more return on investment than Barclays Bank. However, DOW is 4.97 times less risky than Barclays Bank. It trades about 0.84 of its potential returns per unit of risk. Barclays Bank PLC iPath Series B Bloomberg Natural Gas Subindex Total Return ETN is currently generating about -0.3 per unit of risk. If you would invest 2,229,609 in DOW on September 23, 2017 and sell it today you would earn a total of 103,254 from holding DOW or generate 4.63% return on investment over 30 days.