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SP 500   1,666   1.18  Index Moved Down -0.07%
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Collecting data for ^BSESN and AEX ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 BSE  vs   AEX Amsterdam
World Correlation Matrix  
Daily Returns (%)
BSESN   AEX   
 
Assuming 30 trading days horizon, BSE is expected to generate 1.03 times less return on investment than AEX Amsterda. In addition to that, BSE is 1.55 times more volatile than AEX Amsterdam. It trades about 0.31 of its total potential returns per unit of risk. AEX Amsterdam is currently generating about 0.5 per unit of volatility. If you would invest  35,404  in AEX Amsterdam on April 21, 2013 and sell it today you would earn a total of  1,404  from holding AEX Amsterdam or generate 3.97% return on investment over 30 days.

Diversification

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

Correlation Coefficient

-0.14
Parameters
Time Period1 Month [change]
DirectionNegative ^BSESN Moved Down vs AEX.AS
StrengthInsignificant
Accuracy73.68%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
BSESN   AEX   

BSE

 
    
BSE
Performance
16
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

Dynavax Technologies Corporation vs. AEX Amsterdam
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