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.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the Russia TR. In addition to that, AEX Amsterdam is 7.26 times more volatile than Russia TR. It trades about -0.22 of its total potential returns per unit of risk. Russia TR is currently generating about 0.0 per unit of volatility. If you would invest 100,206 in Russia TR on October 22, 2017 and sell it today you would lose (45) from holding Russia TR or give up 0.04% of portfolio value over 30 days.