This module allows you to analyze existing cross correlation between IPC and EURONEXT BEL-20. You can compare the effects of market volatilities on IPC 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 IPC with a short position of EURONEXT BEL-20. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and EURONEXT BEL-20.
|Time Horizon||30 Days Login to change|
IPC vs. EURONEXT BEL-20
Given the investment horizon of 30 days, IPC is expected to generate 1.09 times more return on investment than EURONEXT BEL-20. However, IPC is 1.09 times more volatile than EURONEXT BEL-20. It trades about 0.0 of its potential returns per unit of risk. EURONEXT BEL-20 is currently generating about -0.11 per unit of risk. If you would invest 4,673,764 in IPC on May 26, 2018 and sell it today you would earn a total of 0.00 from holding IPC or generate 0.0% return on investment over 30 days.