This module allows you to analyze existing cross correlation between NQTH and Swiss Mrt. You can compare the effects of market volatilities on NQTH and Swiss Mrt 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 NQTH with a short position of Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of NQTH and Swiss Mrt.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, NQTH is expected to generate 0.72 times more return on investment than Swiss Mrt. However, NQTH is 1.4 times less risky than Swiss Mrt. It trades about 0.06 of its potential returns per unit of risk. Swiss Mrt is currently generating about -0.27 per unit of risk. If you would invest 124,933 in NQTH on January 20, 2018 and sell it today you would earn a total of 974.00 from holding NQTH or generate 0.78% return on investment over 30 days.