This module allows you to analyze existing cross correlation between FTSE MIB and DOW. You can compare the effects of market volatilities on FTSE MIB and DOW 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 FTSE MIB with a short position of DOW. See also your portfolio center. Please also check ongoing floating volatility patterns of FTSE MIB and DOW.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, FTSE MIB is expected to generate 3.1 times less return on investment than DOW. In addition to that, FTSE MIB is 1.85 times more volatile than DOW. It trades about 0.03 of its total potential returns per unit of risk. DOW is currently generating about 0.16 per unit of volatility. If you would invest 2,316,304 in DOW on October 19, 2017 and sell it today you would earn a total of 29,532 from holding DOW or generate 1.27% return on investment over 30 days.