|Horizon||30 Days Login to change|
CAC 40 vs. NQFI
Assuming 30 trading days horizon, CAC 40 is expected to under-perform the NQFI. But the index apears to be less risky and, when comparing its historical volatility, CAC 40 is 1.28 times less risky than NQFI. The index trades about -0.02 of its potential returns per unit of risk. The NQFI is currently generating about 0.14 of returns per unit of risk over similar time horizon. If you would invest 156,486 in NQFI on August 19, 2018 and sell it today you would earn a total of 5,653 from holding NQFI or generate 3.61% return on investment over 30 days.
Pair Corralation between CAC 40 and NQFI