This module allows you to analyze existing cross correlation between IPC and AEX Amsterdam. You can compare the effects of market volatilities on IPC 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 IPC with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of IPC and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, IPC is expected to generate 0.79 times more return on investment than AEX Amsterdam. However, IPC is 1.27 times less risky than AEX Amsterdam. It trades about -0.12 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.25 per unit of risk. If you would invest 4,997,448 in IPC on January 20, 2018 and sell it today you would lose (109,170) from holding IPC or give up 2.18% of portfolio value over 30 days.