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.
|Time Horizon||30 Days Login to change|
AEX Amsterdam vs. BSE
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the BSE. In addition to that, AEX Amsterdam is 1.36 times more volatile than BSE. It trades about -0.03 of its total potential returns per unit of risk. BSE is currently generating about 0.22 per unit of volatility. If you would invest 3,454,748 in BSE on May 19, 2018 and sell it today you would earn a total of 107,466 from holding BSE or generate 3.11% return on investment over 30 days.