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.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Swiss Mrt is expected to under-perform the NQTH. But the index apears to be less risky and, when comparing its historical volatility, Swiss Mrt is 1.03 times less risky than NQTH. The index trades about -0.04 of its potential returns per unit of risk. The NQTH is currently generating about 0.23 of returns per unit of risk over similar time horizon. If you would invest 111,829 in NQTH on October 19, 2017 and sell it today you would earn a total of 3,329 from holding NQTH or generate 2.98% return on investment over 30 days.