This module allows you to analyze existing cross correlation between Hang Seng and AEX Amsterdam. You can compare the effects of market volatilities on Hang Seng 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 Hang Seng with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of Hang Seng and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Hang Seng vs. AEX Amsterdam
Given the investment horizon of 30 days, Hang Seng is expected to under-perform the AEX Amsterdam. In addition to that, Hang Seng is 1.59 times more volatile than AEX Amsterdam. It trades about -0.16 of its total potential returns per unit of risk. AEX Amsterdam is currently generating about -0.09 per unit of volatility. If you would invest 56,510 in AEX Amsterdam on May 20, 2018 and sell it today you would lose (1,065) from holding AEX Amsterdam or give up 1.88% of portfolio value over 30 days.