This module allows you to analyze existing cross correlation between DOW and EURONEXT BEL-20. You can compare the effects of market volatilities on DOW and EURONEXT BEL-20 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 DOW with a short position of EURONEXT BEL-20. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and EURONEXT BEL-20.
|Time Horizon||30 Days Login to change|
DOW vs. EURONEXT BEL-20
Given the investment horizon of 30 days, DOW is expected to generate 2.07 times more return on investment than EURONEXT BEL-20. However, DOW is 2.07 times more volatile than EURONEXT BEL-20. It trades about 0.01 of its potential returns per unit of risk. EURONEXT BEL-20 is currently generating about -0.2 per unit of risk. If you would invest 2,470,021 in DOW on May 21, 2018 and sell it today you would earn a total of 28,726 from holding DOW or generate 1.16% return on investment over 30 days.