This module allows you to analyze existing cross correlation between OMXRGI and AEX Amsterdam. You can compare the effects of market volatilities on OMXRGI 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 OMXRGI with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of OMXRGI and AEX Amsterdam.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMXRGI is expected to generate 7.03 times less return on investment than AEX Amsterdam. But when comparing it to its historical volatility, OMXRGI is 35.56 times less risky than AEX Amsterdam. It trades about 0.3 of its potential returns per unit of risk. AEX Amsterdam is currently generating about 0.06 of returns per unit of risk over similar time horizon. If you would invest 83,388 in AEX Amsterdam on October 23, 2017 and sell it today you would lose (301) from holding AEX Amsterdam or give up 0.36% of portfolio value over 30 days.