This module allows you to analyze existing cross correlation between AEX Amsterdam and IBEX 35. You can compare the effects of market volatilities on AEX Amsterdam and IBEX 35 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 IBEX 35. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and IBEX 35.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 15.41 times more return on investment than IBEX 35. However, AEX Amsterdam is 15.41 times more volatile than IBEX 35. It trades about 0.06 of its potential returns per unit of risk. IBEX 35 is currently generating about -0.08 per unit of risk. If you would invest 83,388 in AEX Amsterdam on October 23, 2017 and sell it today you would lose (301) from holding AEX Amsterdam or give up 0.36% of portfolio value over 30 days.