This module allows you to analyze existing cross correlation between ISEQ and AEX Amsterdam. You can compare the effects of market volatilities on ISEQ 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 ISEQ with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
ISEQ vs. AEX Amsterdam
Assuming 30 trading days horizon, ISEQ is expected to generate 274.04 times less return on investment than AEX Amsterdam. But when comparing it to its historical volatility, ISEQ is 33.38 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 0.1 of returns per unit of risk over similar time horizon. If you would invest 82,254 in AEX Amsterdam on March 27, 2018 and sell it today you would lose (3,396) from holding AEX Amsterdam or give up 4.13% of portfolio value over 30 days.