This module allows you to analyze existing cross correlation between Swiss Mrt and NQTH. You can compare the effects of market volatilities on Swiss Mrt and NQTH 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 NQTH. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and NQTH.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Swiss Mrt is expected to generate 12.1 times less return on investment than NQTH. In addition to that, Swiss Mrt is 1.06 times more volatile than NQTH. It trades about 0.04 of its total potential returns per unit of risk. NQTH is currently generating about 0.53 per unit of volatility. If you would invest 117,183 in NQTH on December 19, 2017 and sell it today you would earn a total of 8,215 from holding NQTH or generate 7.01% return on investment over 30 days.