This module allows you to analyze existing cross correlation between FTSE MIB and XU100. You can compare the effects of market volatilities on FTSE MIB and XU100 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 XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of FTSE MIB and XU100.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, FTSE MIB is expected to generate 0.5 times more return on investment than XU100. However, FTSE MIB is 2.0 times less risky than XU100. It trades about -0.1 of its potential returns per unit of risk. XU100 is currently generating about -0.1 per unit of risk. If you would invest 2,237,916 in FTSE MIB on October 23, 2017 and sell it today you would lose (28,621) from holding FTSE MIB or give up 1.28% of portfolio value over 30 days.