This module allows you to analyze existing cross correlation between AEX Amsterdam and EURONEXT BEL-20. You can compare the effects of market volatilities on AEX Amsterdam and EURONEXT BEL-20 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 EURONEXT BEL-20. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and EURONEXT BEL-20.
|Time Horizon||30 Days Login to change|
AEX Amsterdam vs. EURONEXT BEL-20
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 28.79 times more return on investment than EURONEXT BEL-20. However, AEX Amsterdam is 28.79 times more volatile than EURONEXT BEL-20. It trades about 0.13 of its potential returns per unit of risk. EURONEXT BEL-20 is currently generating about -0.02 per unit of risk. If you would invest 53,395 in AEX Amsterdam on March 23, 2018 and sell it today you would earn a total of 25,809 from holding AEX Amsterdam or generate 48.34% return on investment over 30 days.