This module allows you to analyze existing cross correlation between XU100 and IBEX 35. You can compare the effects of market volatilities on XU100 and IBEX 35 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 IBEX 35. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and IBEX 35.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, XU100 is expected to generate 0.89 times more return on investment than IBEX 35. However, XU100 is 1.13 times less risky than IBEX 35. It trades about 0.07 of its potential returns per unit of risk. IBEX 35 is currently generating about -0.25 per unit of risk. If you would invest 11,514,706 in XU100 on January 19, 2018 and sell it today you would earn a total of 136,391 from holding XU100 or generate 1.18% return on investment over 30 days.