This module allows you to analyze existing cross correlation between OSE All and NQFI. You can compare the effects of market volatilities on OSE All 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 OSE All with a short position of NQFI. See also your portfolio center. Please also check ongoing floating volatility patterns of OSE All and NQFI.
|Time Horizon||30 Days Login to change|
OSE All vs. NQFI
Assuming 30 trading days horizon, OSE All is expected to generate 1.04 times more return on investment than NQFI. However, OSE All is 1.04 times more volatile than NQFI. It trades about 0.13 of its potential returns per unit of risk. NQFI is currently generating about -0.05 per unit of risk. If you would invest 92,059 in OSE All on March 26, 2018 and sell it today you would earn a total of 4,543 from holding OSE All or generate 4.93% return on investment over 30 days.