This module allows you to analyze existing cross correlation between Stockholm and AEX Amsterdam. You can compare the effects of market volatilities on Stockholm 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 Stockholm with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of Stockholm and AEX Amsterdam.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Stockholm is expected to generate 0.07 times more return on investment than AEX Amsterdam. However, Stockholm is 13.95 times less risky than AEX Amsterdam. It trades about -0.08 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.21 per unit of risk. If you would invest 58,786 in Stockholm on October 18, 2017 and sell it today you would lose (589) from holding Stockholm or give up 1.0% of portfolio value over 30 days.