This module allows you to analyze existing cross correlation between XU100 and FTSE MIB. You can compare the effects of market volatilities on XU100 and FTSE MIB 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 FTSE MIB. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and FTSE MIB.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, XU100 is expected to generate 2.56 times less return on investment than FTSE MIB. In addition to that, XU100 is 1.55 times more volatile than FTSE MIB. It trades about 0.13 of its total potential returns per unit of risk. FTSE MIB is currently generating about 0.5 per unit of volatility. If you would invest 2,220,127 in FTSE MIB on December 23, 2017 and sell it today you would earn a total of 154,795 from holding FTSE MIB or generate 6.97% return on investment over 30 days.