This module allows you to analyze existing cross correlation between CAC 40 and All Ords. You can compare the effects of market volatilities on CAC 40 and All Ords 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 CAC 40 with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of CAC 40 and All Ords.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, CAC 40 is expected to generate 1.74 times more return on investment than All Ords. However, CAC 40 is 1.74 times more volatile than All Ords. It trades about 0.28 of its potential returns per unit of risk. All Ords is currently generating about -0.12 per unit of risk. If you would invest 536,472 in CAC 40 on December 22, 2017 and sell it today you would earn a total of 16,179 from holding CAC 40 or generate 3.02% return on investment over 30 days.