This module allows you to analyze existing cross correlation between AEX Amsterdam and Russell 2000 . You can compare the effects of market volatilities on AEX Amsterdam and Russell 2000 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 Russell 2000. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Russell 2000.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to under-perform the Russell 2000. In addition to that, AEX Amsterdam is 5.47 times more volatile than Russell 2000 . It trades about -0.23 of its total potential returns per unit of risk. Russell 2000 is currently generating about -0.1 per unit of volatility. If you would invest 159,961 in Russell 2000 on January 24, 2018 and sell it today you would lose (5,042) from holding Russell 2000 or give up 3.15% of portfolio value over 30 days.