This module allows you to analyze existing cross correlation between AEX Amsterdam and NIKKEI 225. You can compare the effects of market volatilities on AEX Amsterdam and NIKKEI 225 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 NIKKEI 225. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and NIKKEI 225.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 7.28 times more return on investment than NIKKEI 225. However, AEX Amsterdam is 7.28 times more volatile than NIKKEI 225. It trades about 0.19 of its potential returns per unit of risk. NIKKEI 225 is currently generating about -0.28 per unit of risk. If you would invest 56,930 in AEX Amsterdam on January 19, 2018 and sell it today you would earn a total of 24,078 from holding AEX Amsterdam or generate 42.29% return on investment over 30 days.