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.
|Time Horizon||30 Days Login to change|
AEX Amsterdam vs. Stockholm
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 24.1 times more return on investment than Stockholm. However, AEX Amsterdam is 24.1 times more volatile than Stockholm. It trades about 0.1 of its potential returns per unit of risk. Stockholm is currently generating about -0.01 per unit of risk. If you would invest 82,254 in AEX Amsterdam on March 27, 2018 and sell it today you would lose (3,396) from holding AEX Amsterdam or give up 4.13% of portfolio value over 30 days.