This module allows you to analyze existing cross correlation between NIKKEI 225 and NQFI. You can compare the effects of market volatilities on NIKKEI 225 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 NIKKEI 225 with a short position of NQFI. See also your portfolio center. Please also check ongoing floating volatility patterns of NIKKEI 225 and NQFI.
|Time Horizon||30 Days Login to change|
NIKKEI 225 vs. NQFI
Assuming 30 trading days horizon, NIKKEI 225 is expected to generate 1.38 times more return on investment than NQFI. However, NIKKEI 225 is 1.38 times more volatile than NQFI. It trades about 0.02 of its potential returns per unit of risk. NQFI is currently generating about -0.08 per unit of risk. If you would invest 2,215,363 in NIKKEI 225 on March 28, 2018 and sell it today you would earn a total of 16,598 from holding NIKKEI 225 or generate 0.75% return on investment over 30 days.