This module allows you to analyze existing cross correlation between Russell 2000 and AEX Amsterdam. You can compare the effects of market volatilities on Russell 2000 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 Russell 2000 with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of Russell 2000 and AEX Amsterdam.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, Russell 2000 is expected to generate 0.04 times more return on investment than AEX Amsterdam. However, Russell 2000 is 23.74 times less risky than AEX Amsterdam. It trades about 0.07 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.05 per unit of risk. If you would invest 150,042 in Russell 2000 on October 24, 2017 and sell it today you would earn a total of 1,634 from holding Russell 2000 or generate 1.09% return on investment over 30 days.