Asset Comparison and Correlation
|AEX Amsterdam vs MerVal|
Assuming 30 trading days horizon, AEX Amsterdam is expected to under-perform the MerVal. But the index apears to be less risky and, when comparing its historical volatility, AEX Amsterdam is 3.66 times less risky than MerVal. The index trades about -0.3 of its potential returns per unit of risk. The MerVal is currently generating about 0.0 of returns per unit of risk over similar time horizon. If you would invest 546,765 in MerVal on November 13, 2013 and sell it today you would lose (24,434) from holding MerVal or give up 4.47% of portfolio value over 30 days.
Match-ups for AEX Amsterda
Match-ups for MerVal