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.
|Time Horizon||30 Days Login to change|
Seoul Comp vs. AEX Amsterdam
Assuming 30 trading days horizon, Seoul Comp is expected to generate 1.57 times more return on investment than AEX Amsterdam. However, Seoul Comp is 1.57 times more volatile than AEX Amsterdam. It trades about 0.01 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.01 per unit of risk. If you would invest 235,722 in Seoul Comp on May 24, 2018 and sell it today you would earn a total of 0.00 from holding Seoul Comp or generate 0.0% return on investment over 30 days.