This module allows you to analyze existing cross correlation between BSE and AEX Amsterdam. You can compare the effects of market volatilities on BSE 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 BSE with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
BSE vs. AEX Amsterdam
Assuming 30 trading days horizon, BSE is expected to generate 0.74 times more return on investment than AEX Amsterdam. However, BSE is 1.36 times less risky than AEX Amsterdam. It trades about 0.2 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.05 per unit of risk. If you would invest 3,454,748 in BSE on May 19, 2018 and sell it today you would earn a total of 100,078 from holding BSE or generate 2.9% return on investment over 30 days.