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Collecting data for ^GDAXI and AEX ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 DAX  vs   AEX Amsterdam
World Correlation Matrix  
Daily Returns (%)
GDAXI   AEX   
 
Assuming 30 trading days horizon, DAX is expected to generate 0.93 times more return on investment than AEX Amsterda. However, DAX is 1.08 times less risky than AEX Amsterda. It trades about 0.92 of its potential returns per unit of risk. AEX Amsterdam is currently generating about 0.58 per unit of risk. If you would invest  775,903  in DAX on April 23, 2013 and sell it today you would earn a total of  77,186  from holding DAX or generate 9.95% return on investment over 30 days.

Diversification

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

Correlation Coefficient

0.04
Parameters
Time Period1 Month [change]
DirectionPositive AEX.AS Moved Up vs ^GDAXI
StrengthInsignificant
Accuracy72.73%
ValuesDaily Returns
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Predicted Return Density
 
Returns   
GDAXI   AEX   

DAX

 
    
DAX
Performance
51
Out Of
100
Over 30
Days
    

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AEX Amsterdam

 
    
AEX Amsterda
Performance
32
Out Of
100
Over 30
Days
    

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