This module allows you to analyze existing cross correlation between AEX Amsterdam and XU100. You can compare the effects of market volatilities on AEX Amsterdam and XU100 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 XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of AEX Amsterdam and XU100.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, AEX Amsterdam is expected to generate 19.46 times more return on investment than XU100. However, AEX Amsterdam is 19.46 times more volatile than XU100. It trades about 0.08 of its potential returns per unit of risk. XU100 is currently generating about 0.04 per unit of risk. If you would invest 81,008 in AEX Amsterdam on February 16, 2018 and sell it today you would lose (110.00) from holding AEX Amsterdam or give up 0.14% of portfolio value over 30 days.