This module allows you to analyze existing cross correlation between XU100 and Greece TR. You can compare the effects of market volatilities on XU100 and Greece TR 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 Greece TR. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and Greece TR.
|Time Horizon||30 Days Login to change|
XU100 vs. Greece TR
Assuming 30 trading days horizon, XU100 is expected to under-perform the Greece TR. But the index apears to be less risky and, when comparing its historical volatility, XU100 is 1.21 times less risky than Greece TR. The index trades about -0.1 of its potential returns per unit of risk. The Greece TR is currently generating about 0.03 of returns per unit of risk over similar time horizon. If you would invest 52,568 in Greece TR on May 24, 2018 and sell it today you would earn a total of 652.61 from holding Greece TR or generate 1.24% return on investment over 30 days.