This module allows you to analyze existing cross correlation between EURONEXT BEL-20 and NQFI. You can compare the effects of market volatilities on EURONEXT BEL-20 and NQFI 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 EURONEXT BEL-20 with a short position of NQFI. See also your portfolio center. Please also check ongoing floating volatility patterns of EURONEXT BEL-20 and NQFI.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to generate 0.56 times more return on investment than NQFI. However, EURONEXT BEL-20 is 1.78 times less risky than NQFI. It trades about -0.23 of its potential returns per unit of risk. NQFI is currently generating about -0.21 per unit of risk. If you would invest 406,602 in EURONEXT BEL-20 on October 19, 2017 and sell it today you would lose (11,198) from holding EURONEXT BEL-20 or give up 2.75% of portfolio value over 30 days.