This module allows you to analyze existing cross correlation between EURONEXT BEL-20 and AEX Amsterdam. You can compare the effects of market volatilities on EURONEXT BEL-20 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 EURONEXT BEL-20 with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of EURONEXT BEL-20 and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to generate 0.14 times more return on investment than AEX Amsterdam. However, EURONEXT BEL-20 is 7.01 times less risky than AEX Amsterdam. It trades about -0.23 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.24 per unit of risk. If you would invest 417,688 in EURONEXT BEL-20 on January 22, 2018 and sell it today you would lose (22,661) from holding EURONEXT BEL-20 or give up 5.43% of portfolio value over 30 days.