This module allows you to analyze existing cross correlation between ATX and AEX Amsterdam. You can compare the effects of market volatilities on ATX and AEX Amsterdam 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 ATX with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of ATX and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
ATX vs. AEX Amsterdam
Given the investment horizon of 30 days, ATX is expected to generate 173.43 times less return on investment than AEX Amsterdam. But when comparing it to its historical volatility, ATX is 24.89 times less risky than AEX Amsterdam. It trades about 0.02 of its potential returns per unit of risk. AEX Amsterdam is currently generating about 0.14 of returns per unit of risk over similar time horizon. If you would invest 52,876 in AEX Amsterdam on March 20, 2018 and sell it today you would earn a total of 27,292 from holding AEX Amsterdam or generate 51.62% return on investment over 30 days.