This module allows you to analyze existing cross correlation between IBEX 35 and XU100. You can compare the effects of market volatilities on IBEX 35 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 IBEX 35 with a short position of XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of IBEX 35 and XU100.
|Time Horizon||30 Days Login to change|
IBEX 35 vs. XU100
Assuming 30 trading days horizon, IBEX 35 is expected to generate 0.63 times more return on investment than XU100. However, IBEX 35 is 1.59 times less risky than XU100. It trades about -0.06 of its potential returns per unit of risk. XU100 is currently generating about -0.15 per unit of risk. If you would invest 1,006,650 in IBEX 35 on May 21, 2018 and sell it today you would lose (22,340) from holding IBEX 35 or give up 2.22% of portfolio value over 30 days.