This module allows you to analyze existing cross correlation between NYSE and AEX Amsterdam. You can compare the effects of market volatilities on NYSE 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 NYSE with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of NYSE and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, NYSE is expected to generate 1.28 times more return on investment than AEX Amsterdam. However, NYSE is 1.28 times more volatile than AEX Amsterdam. It trades about -0.14 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.25 per unit of risk. If you would invest 1,347,038 in NYSE on January 21, 2018 and sell it today you would lose (59,602) from holding NYSE or give up 4.42% of portfolio value over 30 days.