This module allows you to analyze existing cross correlation between AEX Amsterdam and Straits Tms. You can compare the effects of market volatilities on AEX Amsterdam and Straits Tms 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 Straits Tms. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Straits Tms.
|Time Horizon||30 Days Login to change|
AEX Amsterdam vs. Straits Tms
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 23.26 times more return on investment than Straits Tms. However, AEX Amsterdam is 23.26 times more volatile than Straits Tms. It trades about 0.1 of its potential returns per unit of risk. Straits Tms is currently generating about 0.02 per unit of risk. If you would invest 82,254 in AEX Amsterdam on March 27, 2018 and sell it today you would lose (3,396) from holding AEX Amsterdam or give up 4.13% of portfolio value over 30 days.