This module allows you to analyze existing cross correlation between BSE and All Ords. You can compare the effects of market volatilities on BSE and All Ords 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 BSE with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and All Ords.
|Time Horizon||30 Days Login to change|
BSE vs. All Ords
Assuming 30 trading days horizon, BSE is expected to generate 1.3 times more return on investment than All Ords. However, BSE is 1.3 times more volatile than All Ords. It trades about 0.03 of its potential returns per unit of risk. All Ords is currently generating about -0.07 per unit of risk. If you would invest 3,414,215 in BSE on March 26, 2018 and sell it today you would earn a total of 47,449 from holding BSE or generate 1.39% return on investment over 30 days.