This module allows you to analyze existing cross correlation between XU100 and NYSE. You can compare the effects of market volatilities on XU100 and NYSE 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 NYSE. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and NYSE.
|Time Horizon||30 Days Login to change|
XU100 vs. NYSE
Assuming 30 trading days horizon, XU100 is expected to under-perform the NYSE. But the index apears to be less risky and, when comparing its historical volatility, XU100 is 1.18 times less risky than NYSE. The index trades about -0.14 of its potential returns per unit of risk. The NYSE is currently generating about -0.02 of returns per unit of risk over similar time horizon. If you would invest 1,271,175 in NYSE on March 24, 2018 and sell it today you would lose (16,892) from holding NYSE or give up 1.33% of portfolio value over 30 days.