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EsxCac

Published by DorsetSpreader @ March 1, 2023, 9:20 a.m.

EuroStoxx50 v CAC Track the performance of the French equity market against the broader Eurozone equity market. The chart shows the out performance of the CAC.

Spread Charts

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Spread Ratios

Ticker Trade Qty Notional Notional Weighting Risk Adj Notional Price Multiplier
ESX 5 205995 100.0% 237880 0.250000
CAC -3 -209879 -101.9% -230527 -0.150000
Residual Notional -3885 7353
Residual error % -1.9% 3.1%

Correlation Matrix