This module allows you to analyze existing cross correlation between OMXVGI and AEX Amsterdam. You can compare the effects of market volatilities on OMXVGI 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 OMXVGI with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of OMXVGI and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMXVGI is expected to generate 2.09 times more return on investment than AEX Amsterdam. However, OMXVGI is 2.09 times more volatile than AEX Amsterdam. It trades about 0.03 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.25 per unit of risk. If you would invest 66,776 in OMXVGI on January 21, 2018 and sell it today you would earn a total of 653.00 from holding OMXVGI or generate 0.98% return on investment over 30 days.