This module allows you to analyze existing cross correlation between NYSE and XU100. You can compare the effects of market volatilities on NYSE and XU100 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 XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of NYSE and XU100.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, NYSE is expected to generate 1.2 times less return on investment than XU100. But when comparing it to its historical volatility, NYSE is 3.03 times less risky than XU100. It trades about 0.58 of its potential returns per unit of risk. XU100 is currently generating about 0.23 of returns per unit of risk over similar time horizon. If you would invest 11,024,789 in XU100 on December 18, 2017 and sell it today you would earn a total of 634,462 from holding XU100 or generate 5.75% return on investment over 30 days.