This module allows you to analyze existing cross correlation between NZSE and XU100. You can compare the effects of market volatilities on NZSE and XU100 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 NZSE with a short position of XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of NZSE and XU100.
|Time Horizon||30 Days Login to change|
NZSE vs. XU100
If you would invest 863,840 in NZSE on May 26, 2018 and sell it today you would earn a total of 35,784 from holding NZSE or generate 4.14% return on investment over 30 days.