This module allows you to analyze existing cross correlation between Russia TR and Nasdaq. You can compare the effects of market volatilities on Russia TR and Nasdaq 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 Russia TR with a short position of Nasdaq. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and Nasdaq.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Russia TR is expected to generate 6.09 times less return on investment than Nasdaq. In addition to that, Russia TR is 1.23 times more volatile than Nasdaq. It trades about 0.02 of its total potential returns per unit of risk. Nasdaq is currently generating about 0.18 per unit of volatility. If you would invest 723,431 in Nasdaq on February 17, 2018 and sell it today you would earn a total of 24,768 from holding Nasdaq or generate 3.42% return on investment over 30 days.