This module allows you to analyze existing cross correlation between AEX Amsterdam and Bovespa. You can compare the effects of market volatilities on AEX Amsterdam and Bovespa 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 Bovespa. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Bovespa.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the Bovespa. In addition to that, AEX Amsterdam is 5.53 times more volatile than Bovespa. It trades about -0.22 of its total potential returns per unit of risk. Bovespa is currently generating about -0.09 per unit of volatility. If you would invest 7,541,314 in Bovespa on October 22, 2017 and sell it today you would lose (197,586) from holding Bovespa or give up 2.62% of portfolio value over 30 days.