This module allows you to analyze existing cross correlation between XU100 and S&P 500. You can compare the effects of market volatilities on XU100 and SP 500 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 SP 500. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and SP 500.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, XU100 is expected to generate 0.74 times more return on investment than SP 500. However, XU100 is 1.36 times less risky than SP 500. It trades about -0.01 of its potential returns per unit of risk. S&P 500 is currently generating about -0.09 per unit of risk. If you would invest 11,684,094 in XU100 on February 22, 2018 and sell it today you would lose (23,812) from holding XU100 or give up 0.2% of portfolio value over 30 days.