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|
Madrid Gnrl vs. AEX Amsterdam
Assuming 30 trading days horizon, Madrid Gnrl is expected to under-perform the AEX Amsterdam. In addition to that, Madrid Gnrl is 1.61 times more volatile than AEX Amsterdam. It trades about -0.14 of its total potential returns per unit of risk. AEX Amsterdam is currently generating about -0.04 per unit of volatility. If you would invest 56,507 in AEX Amsterdam on May 23, 2018 and sell it today you would lose (473.00) from holding AEX Amsterdam or give up 0.84% of portfolio value over 30 days.