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|
Assuming 30 trading days horizon, XU100 is expected to generate 1.0 times more return on investment than EURONEXT BEL-20. However, XU100 is 1.0 times less risky than EURONEXT BEL-20. It trades about -0.13 of its potential returns per unit of risk. EURONEXT BEL-20 is currently generating about -0.19 per unit of risk. If you would invest 12,070,192 in XU100 on January 26, 2018 and sell it today you would lose (318,042) from holding XU100 or give up 2.63% of portfolio value over 30 days.