This module allows you to analyze existing cross correlation between Russia TR and EURONEXT BEL-20. You can compare the effects of market volatilities on Russia TR 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 Russia TR with a short position of EURONEXT BEL-20. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and EURONEXT BEL-20.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Russia TR is expected to generate 2.09 times more return on investment than EURONEXT BEL-20. However, Russia TR is 2.09 times more volatile than EURONEXT BEL-20. It trades about -0.03 of its potential returns per unit of risk. EURONEXT BEL-20 is currently generating about -0.18 per unit of risk. If you would invest 101,101 in Russia TR on October 18, 2017 and sell it today you would lose (924) from holding Russia TR or give up 0.91% of portfolio value over 30 days.