This module allows you to analyze existing cross correlation between Taiwan Wtd and AEX Amsterdam. You can compare the effects of market volatilities on Taiwan Wtd 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 Taiwan Wtd with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of Taiwan Wtd and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Taiwan Wtd vs. AEX Amsterdam
Assuming 30 trading days horizon, Taiwan Wtd is expected to generate 1.18 times more return on investment than AEX Amsterdam. However, Taiwan Wtd is 1.18 times more volatile than AEX Amsterdam. It trades about -0.01 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.14 per unit of risk. If you would invest 1,096,620 in Taiwan Wtd on May 21, 2018 and sell it today you would lose (3,876) from holding Taiwan Wtd or give up 0.35% of portfolio value over 30 days.