|Horizon||30 Days Login to change|
CAC 40 vs. AEX Amsterdam
Assuming 30 trading days horizon, CAC 40 is expected to under-perform the AEX Amsterdam. But the index apears to be less risky and, when comparing its historical volatility, CAC 40 is 1.07 times less risky than AEX Amsterdam. The index trades about -0.18 of its potential returns per unit of risk. The AEX Amsterdam is currently generating about -0.1 of returns per unit of risk over similar time horizon. If you would invest 54,306 in AEX Amsterdam on September 18, 2018 and sell it today you would lose (1,548) from holding AEX Amsterdam or give up 2.85% of portfolio value over 30 days.
Pair Corralation between CAC 40 and AEX Amsterdam