This module allows you to analyze existing cross correlation between Seoul Comp and EURONEXT BEL-20. You can compare the effects of market volatilities on Seoul Comp 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 Seoul Comp with a short position of EURONEXT BEL-20. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and EURONEXT BEL-20.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to generate 1.31 times less return on investment than EURONEXT BEL-20. In addition to that, Seoul Comp is 1.22 times more volatile than EURONEXT BEL-20. It trades about 0.3 of its total potential returns per unit of risk. EURONEXT BEL-20 is currently generating about 0.48 per unit of volatility. If you would invest 399,505 in EURONEXT BEL-20 on December 22, 2017 and sell it today you would earn a total of 16,404 from holding EURONEXT BEL-20 or generate 4.11% return on investment over 30 days.