This module allows you to analyze existing cross correlation between Shanghai and AEX Amsterdam. You can compare the effects of market volatilities on Shanghai 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 Shanghai with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of Shanghai and AEX Amsterdam.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Shanghai is expected to generate 0.05 times more return on investment than AEX Amsterdam. However, Shanghai is 18.56 times less risky than AEX Amsterdam. It trades about 0.01 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.22 per unit of risk. If you would invest 338,070 in Shanghai on October 21, 2017 and sell it today you would earn a total of 221 from holding Shanghai or generate 0.07% return on investment over 30 days.