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.
|Time Horizon||30 Days Login to change|
OMX COPENHAGEN vs. NQFI
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to generate 0.89 times more return on investment than NQFI. However, OMX COPENHAGEN is 1.12 times less risky than NQFI. It trades about -0.01 of its potential returns per unit of risk. NQFI is currently generating about -0.08 per unit of risk. If you would invest 137,557 in OMX COPENHAGEN on May 26, 2018 and sell it today you would lose (242.04) from holding OMX COPENHAGEN or give up 0.18% of portfolio value over 30 days.