This module allows you to analyze existing cross correlation between XU100 and NIKKEI 225. You can compare the effects of market volatilities on XU100 and NIKKEI 225 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 NIKKEI 225. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and NIKKEI 225.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, XU100 is expected to under-perform the NIKKEI 225. In addition to that, XU100 is 1.56 times more volatile than NIKKEI 225. It trades about -0.1 of its total potential returns per unit of risk. NIKKEI 225 is currently generating about 0.14 per unit of volatility. If you would invest 2,169,665 in NIKKEI 225 on October 22, 2017 and sell it today you would earn a total of 56,511 from holding NIKKEI 225 or generate 2.6% return on investment over 30 days.