This module allows you to analyze existing cross correlation between IBEX 35 and NQFI. You can compare the effects of market volatilities on IBEX 35 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 IBEX 35 with a short position of NQFI. See also your portfolio center. Please also check ongoing floating volatility patterns of IBEX 35 and NQFI.
|Time Horizon||30 Days Login to change|
IBEX 35 vs. NQFI
Assuming 30 trading days horizon, IBEX 35 is expected to generate 1.28 times more return on investment than NQFI. However, IBEX 35 is 1.28 times more volatile than NQFI. It trades about -0.07 of its potential returns per unit of risk. NQFI is currently generating about -0.09 per unit of risk. If you would invest 1,000,840 in IBEX 35 on May 20, 2018 and sell it today you would lose (23,900) from holding IBEX 35 or give up 2.39% of portfolio value over 30 days.