This module allows you to analyze existing cross correlation between All Ords and NQEGT. You can compare the effects of market volatilities on All Ords and NQEGT 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 All Ords with a short position of NQEGT. See also your portfolio center. Please also check ongoing floating volatility patterns of All Ords and NQEGT.
|Time Horizon||30 Days Login to change|
All Ords vs. NQEGT
Assuming 30 trading days horizon, All Ords is expected to generate 0.55 times more return on investment than NQEGT. However, All Ords is 1.82 times less risky than NQEGT. It trades about 0.1 of its potential returns per unit of risk. NQEGT is currently generating about -0.09 per unit of risk. If you would invest 619,020 in All Ords on May 21, 2018 and sell it today you would earn a total of 8,330 from holding All Ords or generate 1.35% return on investment over 30 days.