Hi Florent
Thank you for your compliments.
Regarding the $risk, if you don't want to rack your brains, I advise you to use the value as is, even if it is based on the CHF rather than the euro. Indeed, the monetary policies of the ECB and the SNB are closer than those of the FED. If you really want to get the figure with the euro, you have to convert the US stock price into euros, then calculate the correlation with the value in USD. This is relatively tedious to do if you want to do it manually for each stock.