This module allows you to analyze existing cross correlation between AEX Amsterdam and SPTSX Comp. You can compare the effects of market volatilities on AEX Amsterdam and SPTSX Comp 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 SPTSX Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and SPTSX Comp.
|Time Horizon||30 Days Login to change|
AEX Amsterdam vs. SPTSX Comp
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the SPTSX Comp. But the index apears to be less risky and, when comparing its historical volatility, AEX Amsterdam is 1.31 times less risky than SPTSX Comp. The index trades about -0.11 of its potential returns per unit of risk. The SPTSX Comp is currently generating about 0.0 of returns per unit of risk over similar time horizon. If you would invest 1,631,650 in SPTSX Comp on May 21, 2018 and sell it today you would earn a total of 0.00 from holding SPTSX Comp or generate 0.0% return on investment over 30 days.