This module allows you to analyze existing cross correlation between AEX Amsterdam and OMXVGI. You can compare the effects of market volatilities on AEX Amsterdam and OMXVGI 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 OMXVGI. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and OMXVGI.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the OMXVGI. In addition to that, AEX Amsterdam is 3.2 times more volatile than OMXVGI. It trades about -0.23 of its total potential returns per unit of risk. OMXVGI is currently generating about 0.01 per unit of volatility. If you would invest 66,880 in OMXVGI on January 24, 2018 and sell it today you would earn a total of 81.94 from holding OMXVGI or generate 0.12% return on investment over 30 days.