|Horizon||30 Days Login to change|
AEX Amsterdam vs. CAC 40
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the CAC 40. But the index apears to be less risky and, when comparing its historical volatility, AEX Amsterdam is 1.32 times less risky than CAC 40. The index trades about -0.14 of its potential returns per unit of risk. The CAC 40 is currently generating about -0.02 of returns per unit of risk over similar time horizon. If you would invest 539,064 in CAC 40 on August 20, 2018 and sell it today you would lose (2,685) from holding CAC 40 or give up 0.5% of portfolio value over 30 days.
Pair Corralation between AEX Amsterdam and CAC 40