This module allows you to analyze existing cross correlation between OSE All and EURONEXT BEL-20. You can compare the effects of market volatilities on OSE All 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 OSE All with a short position of EURONEXT BEL-20. See also your portfolio center. Please also check ongoing floating volatility patterns of OSE All and EURONEXT BEL-20.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OSE All is expected to generate 1.36 times more return on investment than EURONEXT BEL-20. However, OSE All is 1.36 times more volatile than EURONEXT BEL-20. It trades about 0.17 of its potential returns per unit of risk. EURONEXT BEL-20 is currently generating about -0.24 per unit of risk. If you would invest 87,143 in OSE All on October 23, 2017 and sell it today you would earn a total of 2,390 from holding OSE All or generate 2.74% return on investment over 30 days.