This module allows you to analyze existing cross correlation between AEX Amsterdam and Russia TR. You can compare the effects of market volatilities on AEX Amsterdam and Russia 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 Russia TR. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Russia TR.
|Time Horizon||30 Days Login to change|
AEX Amsterdam vs. Russia TR
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 2.01 times less return on investment than Russia TR. But when comparing it to its historical volatility, AEX Amsterdam is 2.01 times less risky than Russia TR. It trades about 0.71 of its potential returns per unit of risk. Russia TR is currently generating about 0.71 of returns per unit of risk over similar time horizon. If you would invest 106,093 in Russia TR on May 23, 2018 and sell it today you would earn a total of 1,994 from holding Russia TR or generate 1.88% return on investment over 30 days.