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|
AEX Amsterdam vs. Bursa Malaysia
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 40.72 times more return on investment than Bursa Malaysia. However, AEX Amsterdam is 40.72 times more volatile than Bursa Malaysia. It trades about 0.14 of its potential returns per unit of risk. Bursa Malaysia is currently generating about 0.06 per unit of risk. If you would invest 52,876 in AEX Amsterdam on March 21, 2018 and sell it today you would earn a total of 28,046 from holding AEX Amsterdam or generate 53.04% return on investment over 30 days.