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.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, CAC 40 is expected to under-perform the All Ords. In addition to that, CAC 40 is 1.49 times more volatile than All Ords. It trades about -0.07 of its total potential returns per unit of risk. All Ords is currently generating about 0.18 per unit of volatility. If you would invest 595,630 in All Ords on October 19, 2017 and sell it today you would earn a total of 8,850 from holding All Ords or generate 1.49% return on investment over 30 days.