This module allows you to analyze existing cross correlation between NQEGT and ISEQ. You can compare the effects of market volatilities on NQEGT and ISEQ 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 ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of NQEGT and ISEQ.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, NQEGT is expected to under-perform the ISEQ. In addition to that, NQEGT is 1.01 times more volatile than ISEQ. It trades about -0.05 of its total potential returns per unit of risk. ISEQ is currently generating about 0.08 per unit of volatility. If you would invest 682,468 in ISEQ on October 23, 2017 and sell it today you would earn a total of 9,770 from holding ISEQ or generate 1.43% return on investment over 30 days.