This module allows you to analyze existing cross correlation between SPTSX Comp and AEX Amsterdam. You can compare the effects of market volatilities on SPTSX Comp 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 SPTSX Comp with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of SPTSX Comp and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
SPTSX Comp vs. AEX Amsterdam
Assuming 30 trading days horizon, SPTSX Comp is expected to generate 692.12 times less return on investment than AEX Amsterdam. But when comparing it to its historical volatility, SPTSX Comp is 31.14 times less risky than AEX Amsterdam. It trades about 0.01 of its potential returns per unit of risk. AEX Amsterdam is currently generating about 0.14 of returns per unit of risk over similar time horizon. If you would invest 52,876 in AEX Amsterdam on March 21, 2018 and sell it today you would earn a total of 28,046 from holding AEX Amsterdam or generate 53.04% return on investment over 30 days.