This module allows you to analyze existing cross correlation between NQFI and ISEQ. You can compare the effects of market volatilities on NQFI 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 NQFI with a short position of ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of NQFI and ISEQ.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, NQFI is expected to under-perform the ISEQ. In addition to that, NQFI is 1.11 times more volatile than ISEQ. It trades about -0.23 of its total potential returns per unit of risk. ISEQ is currently generating about 0.08 per unit of volatility. If you would invest 677,950 in ISEQ on October 24, 2017 and sell it today you would earn a total of 10,042 from holding ISEQ or generate 1.48% return on investment over 30 days.