This module allows you to analyze existing cross correlation between AEX Amsterdam and Greece TR. You can compare the effects of market volatilities on AEX Amsterdam and Greece TR 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 Greece TR. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Greece TR.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the Greece TR. In addition to that, AEX Amsterdam is 11.12 times more volatile than Greece TR. It trades about -0.05 of its total potential returns per unit of risk. Greece TR is currently generating about -0.02 per unit of volatility. If you would invest 50,492 in Greece TR on October 26, 2017 and sell it today you would lose (416) from holding Greece TR or give up 0.82% of portfolio value over 30 days.