This module allows you to analyze existing cross correlation between AEX Amsterdam and Bursa Malaysia. You can compare the effects of market volatilities on AEX Amsterdam and Bursa Malaysia 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 Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Bursa Malaysia.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 32.01 times more return on investment than Bursa Malaysia. However, AEX Amsterdam is 32.01 times more volatile than Bursa Malaysia. It trades about 0.07 of its potential returns per unit of risk. Bursa Malaysia is currently generating about 0.53 per unit of risk. If you would invest 54,738 in AEX Amsterdam on December 20, 2017 and sell it today you would earn a total of 1,911 from holding AEX Amsterdam or generate 3.49% return on investment over 30 days.