This module allows you to analyze existing cross correlation between FTSE MIB and NQFI. You can compare the effects of market volatilities on FTSE MIB 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 FTSE MIB with a short position of NQFI. See also your portfolio center. Please also check ongoing floating volatility patterns of FTSE MIB and NQFI.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, FTSE MIB is expected to generate 1.88 times more return on investment than NQFI. However, FTSE MIB is 1.88 times more volatile than NQFI. It trades about 0.48 of its potential returns per unit of risk. NQFI is currently generating about 0.71 per unit of risk. If you would invest 2,220,905 in FTSE MIB on December 22, 2017 and sell it today you would earn a total of 154,017 from holding FTSE MIB or generate 6.93% return on investment over 30 days.