This module allows you to analyze existing cross correlation between Seoul Comp and AEX Amsterdam. You can compare the effects of market volatilities on Seoul 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 Seoul Comp with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and AEX Amsterdam.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the AEX Amsterdam. But the index apears to be less risky and, when comparing its historical volatility, Seoul Comp is 22.0 times less risky than AEX Amsterdam. The index trades about -0.2 of its potential returns per unit of risk. The AEX Amsterdam is currently generating about 0.07 of returns per unit of risk over similar time horizon. If you would invest 54,543 in AEX Amsterdam on November 13, 2017 and sell it today you would earn a total of 744 from holding AEX Amsterdam or generate 1.36% return on investment over 30 days.