This module allows you to analyze existing cross correlation between CAC 40 and FTSE MIB. You can compare the effects of market volatilities on CAC 40 and FTSE MIB 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 FTSE MIB. See also your portfolio center. Please also check ongoing floating volatility patterns of CAC 40 and FTSE MIB.
|Time Horizon||30 Days Login to change|
CAC 40 vs. FTSE MIB
If you would invest 531,737 in CAC 40 on March 26, 2018 and sell it today you would earn a total of 12,118 from holding CAC 40 or generate 2.28% return on investment over 30 days.