This module allows you to analyze existing cross correlation between AEX Amsterdam and Hang Seng. You can compare the effects of market volatilities on AEX Amsterdam and Hang Seng 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 Hang Seng. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Hang Seng.
|Time Horizon||30 Days Login to change|
AEX Amsterdam vs. Hang Seng
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 18.4 times more return on investment than Hang Seng. However, AEX Amsterdam is 18.4 times more volatile than Hang Seng. It trades about 0.11 of its potential returns per unit of risk. Hang Seng is currently generating about -0.05 per unit of risk. If you would invest 53,409 in AEX Amsterdam on March 25, 2018 and sell it today you would earn a total of 1,537 from holding AEX Amsterdam or generate 2.88% return on investment over 30 days.