This module allows you to analyze existing cross correlation between FTSE MIB and DAX. You can compare the effects of market volatilities on FTSE MIB and DAX 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 DAX. See also your portfolio center. Please also check ongoing floating volatility patterns of FTSE MIB and DAX.
|Time Horizon||30 Days Login to change|
FTSE MIB vs. DAX
Assuming 30 trading days horizon, FTSE MIB is expected to under-perform the DAX. In addition to that, FTSE MIB is 89.14 times more volatile than DAX. It trades about -0.58 of its total potential returns per unit of risk. DAX is currently generating about 0.19 per unit of volatility. If you would invest 1,255,082 in DAX on April 24, 2018 and sell it today you would earn a total of 42,444 from holding DAX or generate 3.38% return on investment over 30 days.