This module allows you to analyze existing cross correlation between CAC 40 and Stockholm. You can compare the effects of market volatilities on CAC 40 and Stockholm 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 Stockholm. See also your portfolio center. Please also check ongoing floating volatility patterns of CAC 40 and Stockholm.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, CAC 40 is expected to generate 0.99 times more return on investment than Stockholm. However, CAC 40 is 1.01 times less risky than Stockholm. It trades about -0.06 of its potential returns per unit of risk. Stockholm is currently generating about -0.14 per unit of risk. If you would invest 539,480 in CAC 40 on October 24, 2017 and sell it today you would lose (4,204) from holding CAC 40 or give up 0.78% of portfolio value over 30 days.