This module allows you to analyze existing cross correlation between IBEX 35 and AEX Amsterdam. You can compare the effects of market volatilities on IBEX 35 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 IBEX 35 with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of IBEX 35 and AEX Amsterdam.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, IBEX 35 is expected to under-perform the AEX Amsterdam. But the index apears to be less risky and, when comparing its historical volatility, IBEX 35 is 15.41 times less risky than AEX Amsterdam. The index trades about -0.08 of its potential returns per unit of risk. The AEX Amsterdam is currently generating about 0.06 of returns per unit of risk over similar time horizon. If you would invest 83,388 in AEX Amsterdam on October 23, 2017 and sell it today you would lose (301) from holding AEX Amsterdam or give up 0.36% of portfolio value over 30 days.