This module allows you to analyze existing cross correlation between Nasdaq and AEX Amsterdam. You can compare the effects of market volatilities on Nasdaq 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 Nasdaq with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of Nasdaq and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Nasdaq vs. AEX Amsterdam
Assuming 30 trading days horizon, Nasdaq is expected to under-perform the AEX Amsterdam. But the index apears to be less risky and, when comparing its historical volatility, Nasdaq is 14.17 times less risky than AEX Amsterdam. The index trades about -0.05 of its potential returns per unit of risk. The AEX Amsterdam is currently generating about 0.14 of returns per unit of risk over similar time horizon. If you would invest 53,409 in AEX Amsterdam on March 26, 2018 and sell it today you would earn a total of 25,791 from holding AEX Amsterdam or generate 48.29% return on investment over 30 days.