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|
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 33.69 times more return on investment than EURONEXT BEL-20. However, AEX Amsterdam is 33.69 times more volatile than EURONEXT BEL-20. It trades about 0.08 of its potential returns per unit of risk. EURONEXT BEL-20 is currently generating about 0.47 per unit of risk. If you would invest 54,860 in AEX Amsterdam on December 23, 2017 and sell it today you would earn a total of 2,070 from holding AEX Amsterdam or generate 3.77% return on investment over 30 days.