This module allows you to analyze existing cross correlation between Madrid Gnrl and AEX Amsterdam. You can compare the effects of market volatilities on Madrid Gnrl 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 Madrid Gnrl with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of Madrid Gnrl and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Madrid Gnrl is expected to generate 0.14 times more return on investment than AEX Amsterdam. However, Madrid Gnrl is 6.9 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 -0.24 per unit of risk. If you would invest 107,317 in Madrid Gnrl on January 23, 2018 and sell it today you would lose (6,762) from holding Madrid Gnrl or give up 6.3% of portfolio value over 30 days.