This module allows you to analyze existing cross correlation between IBEX 35 and DAX. You can compare the effects of market volatilities on IBEX 35 and DAX 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 IBEX 35 with a short position of DAX. See also your portfolio center. Please also check ongoing floating volatility patterns of IBEX 35 and DAX.
|Time Horizon||30 Days Login to change|
IBEX 35 vs. DAX
Assuming 30 trading days horizon, IBEX 35 is expected to generate 2.22 times more return on investment than DAX. However, IBEX 35 is 2.22 times more volatile than DAX. It trades about -0.12 of its potential returns per unit of risk. DAX is currently generating about -0.71 per unit of risk. If you would invest 1,013,880 in IBEX 35 on May 22, 2018 and sell it today you would lose (39,360) from holding IBEX 35 or give up 3.88% of portfolio value over 30 days.