This module allows you to analyze existing cross correlation between XU100 and Bovespa. You can compare the effects of market volatilities on XU100 and Bovespa 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 Bovespa. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and Bovespa.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, XU100 is expected to generate 5.05 times less return on investment than Bovespa. In addition to that, XU100 is 1.25 times more volatile than Bovespa. It trades about 0.09 of its total potential returns per unit of risk. Bovespa is currently generating about 0.54 per unit of volatility. If you would invest 7,311,545 in Bovespa on December 17, 2017 and sell it today you would earn a total of 663,693 from holding Bovespa or generate 9.08% return on investment over 30 days.