This module allows you to analyze existing cross correlation between CAC 40 and OSE All. You can compare the effects of market volatilities on CAC 40 and OSE All 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 OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of CAC 40 and OSE All.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, CAC 40 is expected to generate 1.51 times more return on investment than OSE All. However, CAC 40 is 1.51 times more volatile than OSE All. It trades about 0.28 of its potential returns per unit of risk. OSE All is currently generating about 0.41 per unit of risk. If you would invest 536,884 in CAC 40 on December 24, 2017 and sell it today you would earn a total of 15,767 from holding CAC 40 or generate 2.94% return on investment over 30 days.