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.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the DAX. In addition to that, AEX Amsterdam is 10.85 times more volatile than DAX. It trades about -0.21 of its total potential returns per unit of risk. DAX is currently generating about 0.0 per unit of volatility. If you would invest 1,299,128 in DAX on October 20, 2017 and sell it today you would earn a total of 245 from holding DAX or generate 0.02% return on investment over 30 days.