This module allows you to analyze existing cross correlation between AEX Amsterdam and OSE All. You can compare the effects of market volatilities on AEX Amsterdam and OSE All 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 OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and OSE All.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 39.65 times more return on investment than OSE All. However, AEX Amsterdam is 39.65 times more volatile than OSE All. It trades about 0.08 of its potential returns per unit of risk. OSE All is currently generating about 0.41 per unit of risk. If you would invest 54,860 in AEX Amsterdam on December 23, 2017 and sell it today you would earn a total of 2,070 from holding AEX Amsterdam or generate 3.77% return on investment over 30 days.