|Horizon||30 Days Login to change|
Madrid Gnrl vs. EURONEXT BEL-20
Assuming 30 trading days horizon, Madrid Gnrl is expected to under-perform the EURONEXT BEL-20. But the index apears to be less risky and, when comparing its historical volatility, Madrid Gnrl is 1.25 times less risky than EURONEXT BEL-20. The index trades about -0.33 of its potential returns per unit of risk. The EURONEXT BEL-20 is currently generating about -0.25 of returns per unit of risk over similar time horizon. If you would invest 373,087 in EURONEXT BEL-20 on September 19, 2018 and sell it today you would lose (22,220) from holding EURONEXT BEL-20 or give up 5.96% of portfolio value over 30 days.
Pair Corralation between Madrid Gnrl and EURONEXT BEL-20