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.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, MerVal is expected to generate 2.667683482522424E13 times more return on investment than AEX Amsterdam. However, MerVal is 2.667683482522424E13 times more volatile than AEX Amsterdam. It trades about 0.21 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.21 per unit of risk. If you would invest 2,621,315 in MerVal on October 18, 2017 and sell it today you would earn a total of 9,953 from holding MerVal or generate 0.38% return on investment over 30 days.