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.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, NYSE is expected to generate 0.02 times more return on investment than AEX Amsterdam. However, NYSE is 56.71 times less risky than AEX Amsterdam. It trades about 0.07 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.05 per unit of risk. If you would invest 1,233,658 in NYSE on October 25, 2017 and sell it today you would earn a total of 5,425 from holding NYSE or generate 0.44% return on investment over 30 days.