This module allows you to analyze existing cross correlation between FTSE MIB and Hang Seng. You can compare the effects of market volatilities on FTSE MIB and Hang Seng 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 Hang Seng. See also your portfolio center. Please also check ongoing floating volatility patterns of FTSE MIB and Hang Seng.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, FTSE MIB is expected to generate 1.2 times less return on investment than Hang Seng. In addition to that, FTSE MIB is 1.35 times more volatile than Hang Seng. It trades about 0.5 of its total potential returns per unit of risk. Hang Seng is currently generating about 0.81 per unit of volatility. If you would invest 2,959,766 in Hang Seng on December 23, 2017 and sell it today you would earn a total of 265,723 from holding Hang Seng or generate 8.98% return on investment over 30 days.