This module allows you to analyze existing cross correlation between S&P 500 and XU100. You can compare the effects of market volatilities on SP 500 and XU100 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 SP 500 with a short position of XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of SP 500 and XU100.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, S&P 500 is expected to generate 0.27 times more return on investment than XU100. However, S&P 500 is 3.69 times less risky than XU100. It trades about 0.02 of its potential returns per unit of risk. XU100 is currently generating about -0.07 per unit of risk. If you would invest 257,521 in S&P 500 on October 20, 2017 and sell it today you would earn a total of 364 from holding S&P 500 or generate 0.14% return on investment over 30 days.