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Collecting data for ^ATX and AEX ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 ATX  vs   AEX Amsterdam
World Correlation Matrix  
Daily Returns (%)
AEX   ATX   
 
Given investment horizon of 30 days, ATX is expected to generate 1.72 times more return on investment than AEX Amsterda. However, ATX is 1.72 times more volatile than AEX Amsterdam. It trades about 0.33 of its potential returns per unit of risk. AEX Amsterdam is currently generating about 0.5 per unit of risk. If you would invest  239,209  in ATX on April 21, 2013 and sell it today you would earn a total of  10,774  from holding ATX or generate 4.5% return on investment over 30 days.

Diversification

Modest diversification
Overlapping area represents amount of risk that can be diversified away by holding ATX and AEX Amsterdam in the same portfolio assuming nothing else is changed

Correlation Coefficient

0.27
Parameters
Time Period1 Month [change]
DirectionPositive AEX.AS Moved Up vs ^ATX
StrengthVery Weak
Accuracy77.78%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
AEX   ATX   

ATX

 
    
ATX
Performance
17
Out Of
100
Over 30
Days
    

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AEX Amsterdam

 
    
AEX Amsterda
Performance
27
Out Of
100
Over 30
Days
    

Match ups for AEX Amsterda

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