This module allows you to analyze existing cross correlation between AEX Amsterdam and BSE. You can compare the effects of market volatilities on AEX Amsterdam and BSE 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 BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and BSE.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the BSE. In addition to that, AEX Amsterdam is 12.47 times more volatile than BSE. It trades about -0.22 of its total potential returns per unit of risk. BSE is currently generating about 0.23 per unit of volatility. If you would invest 3,238,996 in BSE on October 22, 2017 and sell it today you would earn a total of 96,994 from holding BSE or generate 2.99% return on investment over 30 days.