This module allows you to analyze existing cross correlation between AEX Amsterdam and Swiss Mrt. You can compare the effects of market volatilities on AEX Amsterdam and Swiss Mrt 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 Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Swiss Mrt.
|Time Horizon||30 Days Login to change|
AEX Amsterdam vs. Swiss Mrt
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 0.72 times more return on investment than Swiss Mrt. However, AEX Amsterdam is 1.39 times less risky than Swiss Mrt. It trades about -0.01 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.07 per unit of risk. If you would invest 56,162 in AEX Amsterdam on May 24, 2018 and sell it today you would lose (128.00) from holding AEX Amsterdam or give up 0.23% of portfolio value over 30 days.