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.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, ATX is expected to generate 0.09 times more return on investment than AEX Amsterdam. However, ATX is 11.6 times less risky than AEX Amsterdam. It trades about -0.17 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.22 per unit of risk. If you would invest 338,962 in ATX on October 21, 2017 and sell it today you would lose (7,492) from holding ATX or give up 2.21% of portfolio value over 30 days.