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.
|Time Horizon||30 Days Login to change|
AEX Amsterdam vs. IBEX 35
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 0.58 times more return on investment than IBEX 35. However, AEX Amsterdam is 1.72 times less risky than IBEX 35. It trades about -0.18 of its potential returns per unit of risk. IBEX 35 is currently generating about -0.13 per unit of risk. If you would invest 57,205 in AEX Amsterdam on May 22, 2018 and sell it today you would lose (1,945) from holding AEX Amsterdam or give up 3.4% of portfolio value over 30 days.