This module allows you to analyze existing cross correlation between OMX COPENHAGEN and AEX Amsterdam. You can compare the effects of market volatilities on OMX COPENHAGEN 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 OMX COPENHAGEN with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of OMX COPENHAGEN and AEX Amsterdam.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to generate 0.11 times more return on investment than AEX Amsterdam. However, OMX COPENHAGEN is 9.52 times less risky than AEX Amsterdam. It trades about -0.22 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.21 per unit of risk. If you would invest 138,416 in OMX COPENHAGEN on October 20, 2017 and sell it today you would lose (5,235) from holding OMX COPENHAGEN or give up 3.78% of portfolio value over 30 days.