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|
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the MerVal. In addition to that, AEX Amsterdam is 2.95 times more volatile than MerVal. It trades about -0.24 of its total potential returns per unit of risk. MerVal is currently generating about -0.03 per unit of volatility. If you would invest 3,352,547 in MerVal on January 22, 2018 and sell it today you would lose (69,953) from holding MerVal or give up 2.09% of portfolio value over 30 days.