This module allows you to analyze existing cross correlation between NIKKEI 225 and AEX Amsterdam. You can compare the effects of market volatilities on NIKKEI 225 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 NIKKEI 225 with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of NIKKEI 225 and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
NIKKEI 225 vs. AEX Amsterdam
Assuming 30 trading days horizon, NIKKEI 225 is expected to generate 1.18 times more return on investment than AEX Amsterdam. However, NIKKEI 225 is 1.18 times more volatile than AEX Amsterdam. It trades about 0.02 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.01 per unit of risk. If you would invest 2,243,701 in NIKKEI 225 on May 24, 2018 and sell it today you would earn a total of 7,982 from holding NIKKEI 225 or generate 0.36% return on investment over 30 days.