This module allows you to analyze existing cross correlation between IPC and CAC 40. You can compare the effects of market volatilities on IPC and CAC 40 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 CAC 40. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and CAC 40.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, IPC is expected to generate 1.11 times less return on investment than CAC 40. In addition to that, IPC is 1.14 times more volatile than CAC 40. It trades about 0.18 of its total potential returns per unit of risk. CAC 40 is currently generating about 0.23 per unit of volatility. If you would invest 538,597 in CAC 40 on December 21, 2017 and sell it today you would earn a total of 14,054 from holding CAC 40 or generate 2.61% return on investment over 30 days.