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|
ISEQ vs. EURONEXT BEL-20
Assuming 30 trading days horizon, ISEQ is expected to generate 0.88 times more return on investment than EURONEXT BEL-20. However, ISEQ is 1.14 times less risky than EURONEXT BEL-20. It trades about 0.0 of its potential returns per unit of risk. EURONEXT BEL-20 is currently generating about 0.0 per unit of risk. If you would invest 679,774 in ISEQ on March 21, 2018 and sell it today you would lose (1,493) from holding ISEQ or give up 0.22% of portfolio value over 30 days.