This module allows you to analyze existing cross correlation between IBEX 35 and NQPH. You can compare the effects of market volatilities on IBEX 35 and NQPH 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 NQPH. See also your portfolio center. Please also check ongoing floating volatility patterns of IBEX 35 and NQPH.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, IBEX 35 is expected to under-perform the NQPH. In addition to that, IBEX 35 is 1.11 times more volatile than NQPH. It trades about -0.05 of its total potential returns per unit of risk. NQPH is currently generating about 0.11 per unit of volatility. If you would invest 116,243 in NQPH on October 25, 2017 and sell it today you would earn a total of 2,334 from holding NQPH or generate 2.01% return on investment over 30 days.