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.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the EURONEXT BEL-20. In addition to that, AEX Amsterdam is 14.34 times more volatile than EURONEXT BEL-20. It trades about -0.21 of its total potential returns per unit of risk. EURONEXT BEL-20 is currently generating about -0.27 per unit of volatility. If you would invest 408,298 in EURONEXT BEL-20 on October 20, 2017 and sell it today you would lose (12,894) from holding EURONEXT BEL-20 or give up 3.16% of portfolio value over 30 days.