This module allows you to analyze existing cross correlation between XU100 and EURONEXT BEL-20. You can compare the effects of market volatilities on XU100 and EURONEXT BEL-20 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 XU100 with a short position of EURONEXT BEL-20. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and EURONEXT BEL-20.
|Time Horizon||30 Days Login to change|
XU100 vs. EURONEXT BEL-20
Assuming 30 trading days horizon, XU100 is expected to under-perform the EURONEXT BEL-20. In addition to that, XU100 is 2.55 times more volatile than EURONEXT BEL-20. It trades about -0.14 of its total potential returns per unit of risk. EURONEXT BEL-20 is currently generating about -0.19 per unit of volatility. If you would invest 390,498 in EURONEXT BEL-20 on May 21, 2018 and sell it today you would lose (15,483) from holding EURONEXT BEL-20 or give up 3.96% of portfolio value over 30 days.