This module allows you to analyze existing cross correlation between NQEGT and AEX Amsterdam. You can compare the effects of market volatilities on NQEGT 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 NQEGT with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of NQEGT and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, NQEGT is expected to generate 6.16 times less return on investment than AEX Amsterdam. But when comparing it to its historical volatility, NQEGT is 21.49 times less risky than AEX Amsterdam. It trades about 0.59 of its potential returns per unit of risk. AEX Amsterdam is currently generating about 0.17 of returns per unit of risk over similar time horizon. If you would invest 53,395 in AEX Amsterdam on February 21, 2018 and sell it today you would earn a total of 27,633 from holding AEX Amsterdam or generate 51.75% return on investment over 30 days.