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 45.74 times less return on investment than AEX Amsterdam. But when comparing it to its historical volatility, NQTH is 23.39 times less risky than AEX Amsterdam. It trades about 0.04 of its potential returns per unit of risk. AEX Amsterdam is currently generating about 0.08 of returns per unit of risk over similar time horizon. If you would invest 81,008 in AEX Amsterdam on February 16, 2018 and sell it today you would lose (110.00) from holding AEX Amsterdam or give up 0.14% of portfolio value over 30 days.