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.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, SPTSX Comp is expected to generate 0.04 times more return on investment than AEX Amsterdam. However, SPTSX Comp is 26.4 times less risky than AEX Amsterdam. It trades about 0.14 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.21 per unit of risk. If you would invest 1,585,722 in SPTSX Comp on October 20, 2017 and sell it today you would earn a total of 14,135 from holding SPTSX Comp or generate 0.89% return on investment over 30 days.