This module allows you to analyze existing cross correlation between CAC 40 and NZSE. You can compare the effects of market volatilities on CAC 40 and NZSE 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 NZSE. See also your portfolio center. Please also check ongoing floating volatility patterns of CAC 40 and NZSE.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, CAC 40 is expected to generate 1.67 times less return on investment than NZSE. In addition to that, CAC 40 is 1.38 times more volatile than NZSE. It trades about 0.01 of its total potential returns per unit of risk. NZSE is currently generating about 0.02 per unit of volatility. If you would invest 812,267 in NZSE on October 25, 2017 and sell it today you would earn a total of 1,481 from holding NZSE or generate 0.18% return on investment over 30 days.