This module allows you to analyze existing cross correlation between AEX Amsterdam and Shanghai. You can compare the effects of market volatilities on AEX Amsterdam and Shanghai 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 Shanghai. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and Shanghai.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 29.8 times more return on investment than Shanghai. However, AEX Amsterdam is 29.8 times more volatile than Shanghai. It trades about 0.08 of its potential returns per unit of risk. Shanghai is currently generating about 0.53 per unit of risk. If you would invest 54,848 in AEX Amsterdam on December 22, 2017 and sell it today you would earn a total of 2,082 from holding AEX Amsterdam or generate 3.8% return on investment over 30 days.