This module allows you to analyze existing cross correlation between AEX Amsterdam and Madrid Gnrl. You can compare the effects of market volatilities on AEX Amsterdam and Madrid Gnrl 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 Madrid Gnrl. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Madrid Gnrl.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 25.97 times more return on investment than Madrid Gnrl. However, AEX Amsterdam is 25.97 times more volatile than Madrid Gnrl. It trades about 0.08 of its potential returns per unit of risk. Madrid Gnrl is currently generating about -0.02 per unit of risk. If you would invest 80,546 in AEX Amsterdam on February 15, 2018 and sell it today you would earn a total of 877.00 from holding AEX Amsterdam or generate 1.09% return on investment over 30 days.