This module allows you to analyze existing cross correlation between AEX Amsterdam and OMX COPENHAGEN. You can compare the effects of market volatilities on AEX Amsterdam and OMX COPENHAGEN 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 OMX COPENHAGEN. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and OMX COPENHAGEN.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 29.97 times more return on investment than OMX COPENHAGEN. However, AEX Amsterdam is 29.97 times more volatile than OMX COPENHAGEN. It trades about 0.17 of its potential returns per unit of risk. OMX COPENHAGEN is currently generating about -0.08 per unit of risk. If you would invest 53,395 in AEX Amsterdam on February 21, 2018 and sell it today you would earn a total of 27,633 from holding AEX Amsterdam or generate 51.75% return on investment over 30 days.