This module allows you to analyze existing cross correlation between Russia TR and CAC 40. You can compare the effects of market volatilities on Russia TR 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 Russia TR with a short position of CAC 40. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and CAC 40.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Russia TR is expected to generate 1.44 times more return on investment than CAC 40. However, Russia TR is 1.44 times more volatile than CAC 40. It trades about 0.68 of its potential returns per unit of risk. CAC 40 is currently generating about 0.28 per unit of risk. If you would invest 103,238 in Russia TR on December 23, 2017 and sell it today you would earn a total of 13,222 from holding Russia TR or generate 12.81% return on investment over 30 days.