This module allows you to analyze existing cross correlation between AEX Amsterdam and MerVal. You can compare the effects of market volatilities on AEX Amsterdam and MerVal 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 MerVal. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and MerVal.
|Time Horizon||30 Days Login to change|
AEX Amsterdam vs. MerVal
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 0.25 times more return on investment than MerVal. However, AEX Amsterdam is 3.96 times less risky than MerVal. It trades about -0.11 of its potential returns per unit of risk. MerVal is currently generating about -0.1 per unit of risk. If you would invest 57,007 in AEX Amsterdam on May 21, 2018 and sell it today you would lose (1,235) from holding AEX Amsterdam or give up 2.17% of portfolio value over 30 days.