|Horizon||30 Days Login to change|
MerVal vs. AEX Amsterdam
Assuming 30 trading days horizon, MerVal is expected to under-perform the AEX Amsterdam. In addition to that, MerVal is 2.99 times more volatile than AEX Amsterdam. It trades about -0.12 of its total potential returns per unit of risk. AEX Amsterdam is currently generating about -0.12 per unit of volatility. If you would invest 54,306 in AEX Amsterdam on September 19, 2018 and sell it today you would lose (1,789) from holding AEX Amsterdam or give up 3.29% of portfolio value over 30 days.
Pair Corralation between MerVal and AEX Amsterdam