This module allows you to analyze existing cross correlation between AEX Amsterdam and DAX. You can compare the effects of market volatilities on AEX Amsterdam and DAX 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 DAX. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and DAX.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 19.0 times more return on investment than DAX. However, AEX Amsterdam is 19.0 times more volatile than DAX. It trades about 0.23 of its potential returns per unit of risk. DAX is currently generating about -0.06 per unit of risk. If you would invest 55,329 in AEX Amsterdam on December 17, 2017 and sell it today you would earn a total of 29,435 from holding AEX Amsterdam or generate 53.2% return on investment over 30 days.