This module allows you to analyze existing cross correlation between EURONEXT BEL-20 and NQTH. You can compare the effects of market volatilities on EURONEXT BEL-20 and NQTH 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 NQTH. See also your portfolio center. Please also check ongoing floating volatility patterns of EURONEXT BEL-20 and NQTH.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to under-perform the NQTH. In addition to that, EURONEXT BEL-20 is 1.47 times more volatile than NQTH. It trades about -0.23 of its total potential returns per unit of risk. NQTH is currently generating about 0.06 per unit of volatility. If you would invest 124,916 in NQTH on January 19, 2018 and sell it today you would earn a total of 991.00 from holding NQTH or generate 0.79% return on investment over 30 days.