Macroaxis: Personalized Investing
Personalized Investing and
Digital Wealth Optimization

VTTHX PARKX TRRJX RRTPX Basic Utilities Airlines Office Supplies Conservative 
Benchmark SP 500  1,650   1.74  Index Moved Down -0.11% United States ...


Processing
Collecting data for AEX and ^IBEX ...

Asset Comparison and Correlation

 View All Portfolios 
    
Investment horizon: 
  30 Days    Login   to change
Run Correlation
 
 AEX Amsterdam  vs   IBEX 35
World Correlation Matrix  
Daily Returns (%)
AEX   IBEX   
 
Change Benchmark  Embed  Export  Timeline
Assuming 30 trading days horizon, AEX Amsterdam is expected to under-perform the IBEX. In addition to that, AEX Amsterda is 1.02 times more volatile than IBEX 35. It trades about -0.32 of its total potential returns per unit of risk. IBEX 35 is currently generating about -0.2 per unit of volatility. If you would invest  846,450  in IBEX 35 on May 20, 2013 and sell it today you would lose (28,430) from holding IBEX 35 or give up 3.36% of portfolio value over 30 days.

Diversification

Very good diversification
Overlapping area represents amount of risk that can be diversified away by holding AEX Amsterdam and IBEX 35 in the same portfolio assuming nothing else is changed

Correlation Coefficient

-0.23
Parameters
Time Period1 Month [change]
DirectionNegative AEX.AS Moved Down vs ^IBEX
StrengthInsignificant
Accuracy81.82%
ValuesDaily Returns
Follow Correlation between AEX and IBEX with Macroaxis syndicated feed, custom widget, or your favorite custom stock ticker
Add To Reader
Get Widget
 
Add Correlation between AEX and IBEX to your reader
Syndicate
 
Share Correlation between AEX and IBEX 
Find Opportunities
 
Predicted Return Density
 
Embed  Export  
Returns   
AEX   IBEX   

AEX Amsterdam

 
Profile
    
AEX Amsterda
Performance
0
Out Of
100
Over 30
Days
?
    

Match-ups for AEX Amsterda

ActivIdentity Corporation vs. AEX Amsterdam
iShares MSCI ACWI ex US Financials Index vs. AEX Amsterdam
Isilon Systems Inc vs. AEX Amsterdam
iShares Barclays 20+ Year Treas Bond vs. AEX Amsterdam
iShares MSCI Emerging Markets Index vs. AEX Amsterdam
Craft Brewers Alliance Inc vs. AEX Amsterdam
SPDR Gold Shares vs. AEX Amsterdam
iShares Russell 1000 Index vs. AEX Amsterdam
SPDR Barclays 13 Month TBill vs. AEX Amsterdam
  

IBEX 35

 
Profile
    
IBEX
Performance
0
Out Of
100
Over 30
Days
?
    

Match-ups for IBEX

iShares MSCI Emerging Markets Index vs. IBEX 35
Craft Brewers Alliance Inc vs. IBEX 35
SPDR Barclays 13 Month TBill vs. IBEX 35
ActivIdentity Corporation vs. IBEX 35
SPDR Gold Shares vs. IBEX 35
iShares Russell 2000 Index vs. IBEX 35
iShares MSCI EAFE Index vs. IBEX 35
iShares Russell 1000 Index vs. IBEX 35
iShares Barclays 20+ Year Treas Bond vs. IBEX 35
Isilon Systems Inc vs. IBEX 35


 
Analytics
Risk Adjusted Returns Landscape
Live Efficient Frontier
Market Correlation Analysis
Watchlist Analysis
Financial Content
Portfolio Estimation and Projections
Portfolio Theme Builder
 
 
Research Modules
Equities Backtesting Analysis
Instant Retirement Optimizer
Cross-portfolio RSS and Mobile Access
Company, fund, and ETF Directory
Financial Advisor Directory
Insider and Manager Directory
Wealth Management
 Gadgets, Widgets, and Apps          
Take our survey
  
Financial Widget
Financial Widgets
Financial Content
Investing Content
Get Stock Ticker
Stock Tickers
 
Opportunities   Themes   Suggestions
Services And Technology
Frequently Asked Questions
Quick Product Tour
Product Technology Overview
Solution Methodology
Plans and Pricing
 
Free Investor Tools
World Market Correlations
Instant Equity Comparator
Watchlist Analysis
Position Suggestions
Equity Alpha Analysis
 
About Us
About Macroaxis
Contact Us
Product Terms Of Use
Service Privacy Policy
Advertising Opportunities
  © 2013 Macroaxis Inc. All rights reserved       Custom Reporting   Advertising   Mobile Access   Retirement Grader   Alpha Search   Compare Stocks
Content

Thanks for checking out Macroaxis

Tell us what you like and what you don't like. We promise we'll not only listen but write you back

Contact Us
Macroaxis is user-driven community of investors. We appreciate any feedback or comment you can provide. Please fill out our quick survey to help us provide your with a better service and user experience

Fill Out Quick Survey
Most of the functionality on our site is free to use. However we do provide premium service to sophisticated investors. Our premium subscription will give you unprecedented capabilities to optimize your portfolios using robust financial analysis toolkit, fast mean-variance optimization engine, and proven portfolio theory

Go Premium