Asset Comparison and Correlation |
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| Straits Tms vs AEX Amsterdam |
Given investment horizon of 30 days, Straits Tms is expected to under-perform the AEX Amsterda. But the index apears to be less risky and, when comparing its historical volatility, Straits Tms is 1.11 times less risky than AEX Amsterda. The index trades about -0.36 of its potential returns per unit of risk. The AEX Amsterdam is currently generating about -0.32 of returns per unit of risk over similar time horizon. If you would invest 37,211 in AEX Amsterdam on May 20, 2013 and sell it today you would lose (2,102) from holding AEX Amsterdam or give up 5.65% of portfolio value over 30 days. |
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