This module allows you to analyze existing cross correlation between EURONEXT BEL-20 and Bursa Malaysia. You can compare the effects of market volatilities on EURONEXT BEL-20 and Bursa Malaysia 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 EURONEXT BEL-20 with a short position of Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of EURONEXT BEL-20 and Bursa Malaysia.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, EURONEXT BEL-20 is expected to under-perform the Bursa Malaysia. In addition to that, EURONEXT BEL-20 is 1.31 times more volatile than Bursa Malaysia. It trades about -0.19 of its total potential returns per unit of risk. Bursa Malaysia is currently generating about 0.03 per unit of volatility. If you would invest 185,392 in Bursa Malaysia on January 26, 2018 and sell it today you would earn a total of 758.00 from holding Bursa Malaysia or generate 0.41% return on investment over 30 days.