This module allows you to analyze existing cross correlation between NYSE and FTSE MIB. You can compare the effects of market volatilities on NYSE and FTSE MIB 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 NYSE with a short position of FTSE MIB. See also your portfolio center. Please also check ongoing floating volatility patterns of NYSE and FTSE MIB.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, NYSE is expected to generate 2.03 times more return on investment than FTSE MIB. However, NYSE is 2.03 times more volatile than FTSE MIB. It trades about -0.12 of its potential returns per unit of risk. FTSE MIB is currently generating about -0.28 per unit of risk. If you would invest 1,338,446 in NYSE on January 19, 2018 and sell it today you would lose (51,010) from holding NYSE or give up 3.81% of portfolio value over 30 days.