This module allows you to analyze existing cross correlation between AEX Amsterdam and NQPH. You can compare the effects of market volatilities on AEX Amsterdam and NQPH 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 NQPH. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and NQPH.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 24.62 times more return on investment than NQPH. However, AEX Amsterdam is 24.62 times more volatile than NQPH. It trades about 0.08 of its potential returns per unit of risk. NQPH is currently generating about -0.29 per unit of risk. If you would invest 52,876 in AEX Amsterdam on February 17, 2018 and sell it today you would earn a total of 816.00 from holding AEX Amsterdam or generate 1.54% return on investment over 30 days.