This module allows you to analyze existing cross correlation between NQFI and FTSE MIB. You can compare the effects of market volatilities on NQFI and FTSE MIB 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 FTSE MIB. See also your portfolio center. Please also check ongoing floating volatility patterns of NQFI and FTSE MIB.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, NQFI is expected to generate 2.39 times more return on investment than FTSE MIB. However, NQFI is 2.39 times more volatile than FTSE MIB. It trades about 0.1 of its potential returns per unit of risk. FTSE MIB is currently generating about -0.39 per unit of risk. If you would invest 163,183 in NQFI on January 20, 2018 and sell it today you would earn a total of 4,776 from holding NQFI or generate 2.93% return on investment over 30 days.