This module allows you to analyze existing cross correlation between ISEQ and EURONEXT BEL-20. You can compare the effects of market volatilities on ISEQ and EURONEXT BEL-20 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 ISEQ with a short position of EURONEXT BEL-20. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and EURONEXT BEL-20.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, ISEQ is expected to generate 2.73 times less return on investment than EURONEXT BEL-20. In addition to that, ISEQ is 1.04 times more volatile than EURONEXT BEL-20. It trades about 0.15 of its total potential returns per unit of risk. EURONEXT BEL-20 is currently generating about 0.42 per unit of volatility. If you would invest 399,468 in EURONEXT BEL-20 on December 20, 2017 and sell it today you would earn a total of 14,738 from holding EURONEXT BEL-20 or generate 3.69% return on investment over 30 days.