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.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Russia TR is expected to generate 1.95 times more return on investment than EURONEXT BEL-20. However, Russia TR is 1.95 times more volatile than EURONEXT BEL-20. It trades about 0.59 of its potential returns per unit of risk. EURONEXT BEL-20 is currently generating about 0.39 per unit of risk. If you would invest 103,334 in Russia TR on December 17, 2017 and sell it today you would earn a total of 12,873 from holding Russia TR or generate 12.46% return on investment over 30 days.