This module allows you to analyze existing cross correlation between AEX Amsterdam and Jakarta Comp. You can compare the effects of market volatilities on AEX Amsterdam and Jakarta 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 Jakarta Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Jakarta Comp.
|Time Horizon||30 Days Login to change|
AEX Amsterdam vs. Jakarta Comp
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 27.79 times more return on investment than Jakarta Comp. However, AEX Amsterdam is 27.79 times more volatile than Jakarta Comp. It trades about 0.1 of its potential returns per unit of risk. Jakarta Comp is currently generating about -0.18 per unit of risk. If you would invest 82,254 in AEX Amsterdam on March 27, 2018 and sell it today you would lose (3,396) from holding AEX Amsterdam or give up 4.13% of portfolio value over 30 days.