This module allows you to analyze existing cross correlation between NQEGT and All Ords. You can compare the effects of market volatilities on NQEGT and All Ords 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 NQEGT with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of NQEGT and All Ords.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, NQEGT is expected to under-perform the All Ords. In addition to that, NQEGT is 2.31 times more volatile than All Ords. It trades about -0.08 of its total potential returns per unit of risk. All Ords is currently generating about 0.15 per unit of volatility. If you would invest 595,670 in All Ords on October 22, 2017 and sell it today you would earn a total of 7,210 from holding All Ords or generate 1.21% return on investment over 30 days.