|Horizon||30 Days Login to change|
AEX Amsterdam vs. Bovespa
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the Bovespa. But the index apears to be less risky and, when comparing its historical volatility, AEX Amsterdam is 2.47 times less risky than Bovespa. The index trades about -0.13 of its potential returns per unit of risk. The Bovespa is currently generating about 0.14 of returns per unit of risk over similar time horizon. If you would invest 7,563,377 in Bovespa on August 26, 2018 and sell it today you would earn a total of 381,052 from holding Bovespa or generate 5.04% return on investment over 30 days.
Pair Corralation between AEX Amsterdam and Bovespa