This module allows you to analyze existing cross correlation between NYSE and FTSE MIB. You can compare the effects of market volatilities on NYSE 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 NYSE with a short position of FTSE MIB. See also your portfolio center. Please also check ongoing floating volatility patterns of NYSE and FTSE MIB.
|Time Horizon||30 Days Login to change|
NYSE vs. FTSE MIB
If you would invest 1,276,334 in NYSE on March 20, 2018 and sell it today you would lose (3,044) from holding NYSE or give up 0.24% of portfolio value over 30 days.