This module allows you to analyze existing cross correlation between NQEGT and Swiss Mrt. You can compare the effects of market volatilities on NQEGT and Swiss Mrt 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 Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of NQEGT and Swiss Mrt.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, NQEGT is expected to generate 1.25 times more return on investment than Swiss Mrt. However, NQEGT is 1.25 times more volatile than Swiss Mrt. It trades about 0.42 of its potential returns per unit of risk. Swiss Mrt is currently generating about 0.15 per unit of risk. If you would invest 109,422 in NQEGT on December 20, 2017 and sell it today you would earn a total of 7,278 from holding NQEGT or generate 6.65% return on investment over 30 days.