This module allows you to analyze existing cross correlation between Bursa Malaysia and AEX Amsterdam. You can compare the effects of market volatilities on Bursa Malaysia 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 Bursa Malaysia with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Bursa Malaysia vs. AEX Amsterdam
Assuming 30 trading days horizon, Bursa Malaysia is expected to under-perform the AEX Amsterdam. In addition to that, Bursa Malaysia is 1.16 times more volatile than AEX Amsterdam. It trades about -0.11 of its total potential returns per unit of risk. AEX Amsterdam is currently generating about 0.16 per unit of volatility. If you would invest 78,297 in AEX Amsterdam on May 26, 2018 and sell it today you would earn a total of 1,560 from holding AEX Amsterdam or generate 1.99% return on investment over 30 days.