This module allows you to analyze existing cross correlation between CAC 40 and Russia TR. You can compare the effects of market volatilities on CAC 40 and Russia TR 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 Russia TR. See also your portfolio center. Please also check ongoing floating volatility patterns of CAC 40 and Russia TR.
|Time Horizon||30 Days Login to change|
CAC 40 vs. Russia TR
Assuming 30 trading days horizon, CAC 40 is expected to generate 0.42 times more return on investment than Russia TR. However, CAC 40 is 2.36 times less risky than Russia TR. It trades about 0.06 of its potential returns per unit of risk. Russia TR is currently generating about -0.08 per unit of risk. If you would invest 530,217 in CAC 40 on March 23, 2018 and sell it today you would earn a total of 11,066 from holding CAC 40 or generate 2.09% return on investment over 30 days.