This module allows you to analyze existing cross correlation between Russia TR and NQPH. You can compare the effects of market volatilities on Russia TR and NQPH 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 NQPH. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and NQPH.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Russia TR is expected to generate 10.53 times less return on investment than NQPH. In addition to that, Russia TR is 1.26 times more volatile than NQPH. It trades about 0.0 of its total potential returns per unit of risk. NQPH is currently generating about 0.04 per unit of volatility. If you would invest 117,238 in NQPH on October 22, 2017 and sell it today you would earn a total of 748 from holding NQPH or generate 0.64% return on investment over 30 days.