This module allows you to analyze existing cross correlation between AEX Amsterdam and Stockholm. You can compare the effects of market volatilities on AEX Amsterdam and Stockholm 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 Stockholm. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Stockholm.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the Stockholm. In addition to that, AEX Amsterdam is 14.75 times more volatile than Stockholm. It trades about -0.21 of its total potential returns per unit of risk. Stockholm is currently generating about -0.24 per unit of volatility. If you would invest 59,332 in Stockholm on October 20, 2017 and sell it today you would lose (1,596) from holding Stockholm or give up 2.69% of portfolio value over 30 days.