This module allows you to analyze existing cross correlation between AEX Amsterdam and Israel Index. You can compare the effects of market volatilities on AEX Amsterdam and Israel Index 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 Israel Index. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Israel Index.
|Time Horizon||30 Days Login to change|
AEX Amsterdam vs. Israel Index
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the Israel Index. But the index apears to be less risky and, when comparing its historical volatility, AEX Amsterdam is 1.1 times less risky than Israel Index. The index trades about -0.05 of its potential returns per unit of risk. The Israel Index is currently generating about 0.12 of returns per unit of risk over similar time horizon. If you would invest 106,313 in Israel Index on May 19, 2018 and sell it today you would earn a total of 2,689 from holding Israel Index or generate 2.53% return on investment over 30 days.