This module allows you to analyze existing cross correlation between IBEX 35 and Greece TR. You can compare the effects of market volatilities on IBEX 35 and Greece TR 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 Greece TR. See also your portfolio center. Please also check ongoing floating volatility patterns of IBEX 35 and Greece TR.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, IBEX 35 is expected to generate 0.64 times more return on investment than Greece TR. However, IBEX 35 is 1.56 times less risky than Greece TR. It trades about -0.08 of its potential returns per unit of risk. Greece TR is currently generating about -0.06 per unit of risk. If you would invest 1,016,140 in IBEX 35 on October 23, 2017 and sell it today you would lose (16,800) from holding IBEX 35 or give up 1.65% of portfolio value over 30 days.