This module allows you to analyze existing cross correlation between AEX Amsterdam and Taiwan Wtd. You can compare the effects of market volatilities on AEX Amsterdam and Taiwan Wtd 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 Taiwan Wtd. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Taiwan Wtd.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 29.87 times more return on investment than Taiwan Wtd. However, AEX Amsterdam is 29.87 times more volatile than Taiwan Wtd. It trades about 0.07 of its potential returns per unit of risk. Taiwan Wtd is currently generating about 0.42 per unit of risk. If you would invest 55,329 in AEX Amsterdam on December 18, 2017 and sell it today you would earn a total of 789 from holding AEX Amsterdam or generate 1.43% return on investment over 30 days.