This module allows you to analyze existing cross correlation between Swiss Mrt and NQFI. You can compare the effects of market volatilities on Swiss Mrt 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 Swiss Mrt with a short position of NQFI. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and NQFI.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Swiss Mrt is expected to generate 0.69 times more return on investment than NQFI. However, Swiss Mrt is 1.45 times less risky than NQFI. It trades about 0.06 of its potential returns per unit of risk. NQFI is currently generating about -0.24 per unit of risk. If you would invest 924,849 in Swiss Mrt on October 23, 2017 and sell it today you would earn a total of 7,604 from holding Swiss Mrt or generate 0.82% return on investment over 30 days.