Asset Comparison and Correlation

Assuming 30 trading days horizon, AEX Amsterdam is expected to generate 0.39 times more return on investment than MerVal. However, AEX Amsterdam is 2.57 times less risky than MerVal. It trades about 0.52 of its potential returns per unit of risk. MerVal is currently generating about 0.15 per unit of risk. If you would invest  35,294  in AEX Amsterdam on April 19, 2013 and sell it today you would earn a total of  1,514  from holding AEX Amsterdam or generate 4.29% return on investment over 30 days.