This module allows you to analyze existing cross correlation between OMX COPENHAGEN and NQFI. You can compare the effects of market volatilities on OMX COPENHAGEN and NQFI 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 OMX COPENHAGEN with a short position of NQFI. See also your portfolio center. Please also check ongoing floating volatility patterns of OMX COPENHAGEN and NQFI.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to under-perform the NQFI. In addition to that, OMX COPENHAGEN is 1.62 times more volatile than NQFI. It trades about -0.24 of its total potential returns per unit of risk. NQFI is currently generating about 0.01 per unit of volatility. If you would invest 153,432 in NQFI on October 26, 2017 and sell it today you would earn a total of 128 from holding NQFI or generate 0.08% return on investment over 30 days.