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|
Russia TR vs. CAC 40
Assuming 30 trading days horizon, Russia TR is expected to under-perform the CAC 40. In addition to that, Russia TR is 2.33 times more volatile than CAC 40. It trades about -0.09 of its total potential returns per unit of risk. CAC 40 is currently generating about 0.05 per unit of volatility. If you would invest 531,737 in CAC 40 on March 25, 2018 and sell it today you would earn a total of 9,546 from holding CAC 40 or generate 1.8% return on investment over 30 days.