This module allows you to analyze existing cross correlation between Russia TR and NQTH. You can compare the effects of market volatilities on Russia TR and NQTH 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 NQTH. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and NQTH.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Russia TR is expected to generate 12.16 times less return on investment than NQTH. In addition to that, Russia TR is 1.78 times more volatile than NQTH. It trades about 0.01 of its total potential returns per unit of risk. NQTH is currently generating about 0.17 per unit of volatility. If you would invest 113,627 in NQTH on November 13, 2017 and sell it today you would earn a total of 2,161 from holding NQTH or generate 1.9% return on investment over 30 days.