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|
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 27.49 times more return on investment than Jakarta Comp. However, AEX Amsterdam is 27.49 times more volatile than Jakarta Comp. It trades about 0.08 of its potential returns per unit of risk. Jakarta Comp is currently generating about 0.47 per unit of risk. If you would invest 54,939 in AEX Amsterdam on December 21, 2017 and sell it today you would earn a total of 1,991 from holding AEX Amsterdam or generate 3.62% return on investment over 30 days.