This module allows you to analyze existing cross correlation between Bovespa and AEX Amsterdam. You can compare the effects of market volatilities on Bovespa 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 Bovespa with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of Bovespa and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Bovespa vs. AEX Amsterdam
Assuming 30 trading days horizon, Bovespa is expected to generate 2.54 times more return on investment than AEX Amsterdam. However, Bovespa is 2.54 times more volatile than AEX Amsterdam. It trades about 0.01 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.04 per unit of risk. If you would invest 7,007,500 in Bovespa on May 23, 2018 and sell it today you would earn a total of 57,555 from holding Bovespa or generate 0.82% return on investment over 30 days.