This module allows you to analyze existing cross correlation between IBEX 35 and FTSE MIB. You can compare the effects of market volatilities on IBEX 35 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 IBEX 35 with a short position of FTSE MIB. See also your portfolio center. Please also check ongoing floating volatility patterns of IBEX 35 and FTSE MIB.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, IBEX 35 is expected to under-perform the FTSE MIB. In addition to that, IBEX 35 is 1.33 times more volatile than FTSE MIB. It trades about -0.09 of its total potential returns per unit of risk. FTSE MIB is currently generating about 0.03 per unit of volatility. If you would invest 2,213,321 in FTSE MIB on October 19, 2017 and sell it today you would earn a total of 7,339 from holding FTSE MIB or generate 0.33% return on investment over 30 days.