This module allows you to analyze existing cross correlation between NQTH and AEX Amsterdam. You can compare the effects of market volatilities on NQTH 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 NQTH with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of NQTH and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, NQTH is expected to generate 3.44 times less return on investment than AEX Amsterdam. But when comparing it to its historical volatility, NQTH is 26.38 times less risky than AEX Amsterdam. It trades about 0.53 of its potential returns per unit of risk. AEX Amsterdam is currently generating about 0.07 of returns per unit of risk over similar time horizon. If you would invest 55,203 in AEX Amsterdam on December 19, 2017 and sell it today you would earn a total of 1,125 from holding AEX Amsterdam or generate 2.04% return on investment over 30 days.