This module allows you to analyze existing cross correlation between Nasdaq and FTSE MIB. You can compare the effects of market volatilities on Nasdaq and FTSE MIB 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 Nasdaq with a short position of FTSE MIB. See also your portfolio center. Please also check ongoing floating volatility patterns of Nasdaq and FTSE MIB.
|Time Horizon||30 Days Login to change|
Nasdaq vs. FTSE MIB
Assuming 30 trading days horizon, Nasdaq is expected to generate 0.0 times more return on investment than FTSE MIB. However, Nasdaq is 577350.0 times less risky than FTSE MIB. It trades about 1.0 of its potential returns per unit of risk. FTSE MIB is currently generating about -0.58 per unit of risk. If you would invest 742,596 in Nasdaq on April 24, 2018 and sell it today you would earn a total of 0.44 from holding Nasdaq or generate 0.0% return on investment over 30 days.