This module allows you to analyze existing cross correlation between MerVal and AEX Amsterdam. You can compare the effects of market volatilities on MerVal 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 MerVal with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of MerVal and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, MerVal is expected to generate 1.02 times less return on investment than AEX Amsterdam. But when comparing it to its historical volatility, MerVal is 12.1 times less risky than AEX Amsterdam. It trades about 0.8 of its potential returns per unit of risk. AEX Amsterdam is currently generating about 0.07 of returns per unit of risk over similar time horizon. If you would invest 55,329 in AEX Amsterdam on December 18, 2017 and sell it today you would earn a total of 789 from holding AEX Amsterdam or generate 1.43% return on investment over 30 days.