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SP 500   1,655   13.81  Index Moved Down -0.83%
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Collecting data for ^MERV and AEX ...

Asset Comparison and Correlation

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Investment horizon: 
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 MerVal  vs   AEX Amsterdam
World Correlation Matrix  
Daily Returns (%)
MERV   AEX   
 
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Timeline
Assuming 30 trading days horizon, MerVal is not expected to generate positive returns. Moreover, MerVal is 4.3 times more volatile than AEX Amsterdam. It trades away all of its potential returns to assume current level of volatility. AEX Amsterdam is currently generating about 0.58 per unit of risk. If you would invest  35,404  in AEX Amsterdam on April 23, 2013 and sell it today you would earn a total of  1,807  from holding AEX Amsterdam or generate 5.1% return on investment over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding MerVal and AEX Amsterdam in the same portfolio assuming nothing else is changed

Correlation Coefficient

-0.23
Parameters
Time Period1 Month [change]
DirectionNegative ^MERV Moved Down vs AEX.AS
StrengthInsignificant
Accuracy76.19%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
MERV   AEX   

MerVal

 
Profile
    
MerVal
Performance
0
Out Of
100
Over 30
Days
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AEX Amsterdam

 
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AEX Amsterda
Performance
32
Out Of
100
Over 30
Days
?
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Match ups for AEX Amsterda

JPMorgan Chase Co vs. AEX Amsterdam
SpanAmerica Medical Systems Inc vs. AEX Amsterdam
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Cynosure Inc vs. AEX Amsterdam


 
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