This module allows you to analyze existing cross correlation between AEX Amsterdam and ATX. You can compare the effects of market volatilities on AEX Amsterdam and ATX 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 AEX Amsterdam with a short position of ATX. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and ATX.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 0.87 times more return on investment than ATX. However, AEX Amsterdam is 1.14 times less risky than ATX. It trades about -0.25 of its potential returns per unit of risk. ATX is currently generating about -0.28 per unit of risk. If you would invest 86,058 in AEX Amsterdam on January 20, 2018 and sell it today you would lose (5,050) from holding AEX Amsterdam or give up 5.87% of portfolio value over 30 days.