This module allows you to analyze existing cross correlation between DAX and AEX Amsterdam. You can compare the effects of market volatilities on DAX 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 DAX with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of DAX and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
DAX vs. AEX Amsterdam
Assuming 30 trading days horizon, DAX is expected to under-perform the AEX Amsterdam. But the index apears to be less risky and, when comparing its historical volatility, DAX is 21.21 times less risky than AEX Amsterdam. The index trades about -0.01 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 82,254 in AEX Amsterdam on March 27, 2018 and sell it today you would lose (3,396) from holding AEX Amsterdam or give up 4.13% of portfolio value over 30 days.