This module allows you to analyze existing cross correlation between All Ords and BSE. You can compare the effects of market volatilities on All Ords and BSE 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 All Ords with a short position of BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of All Ords and BSE.
|Time Horizon||30 Days Login to change|
All Ords vs. BSE
Assuming 30 trading days horizon, All Ords is expected to generate 6.01 times less return on investment than BSE. But when comparing it to its historical volatility, All Ords is 1.16 times less risky than BSE. It trades about 0.04 of its potential returns per unit of risk. BSE is currently generating about 0.2 of returns per unit of risk over similar time horizon. If you would invest 3,454,748 in BSE on May 19, 2018 and sell it today you would earn a total of 100,078 from holding BSE or generate 2.9% return on investment over 30 days.