This module allows you to analyze existing cross correlation between BSE and DOW. You can compare the effects of market volatilities on BSE and DOW 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 DOW. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and DOW.
|Time Horizon||30 Days Login to change|
BSE vs. DOW
Assuming 30 trading days horizon, BSE is expected to generate 0.86 times more return on investment than DOW. However, BSE is 1.16 times less risky than DOW. It trades about 0.14 of its potential returns per unit of risk. DOW is currently generating about -0.07 per unit of risk. If you would invest 3,465,124 in BSE on May 22, 2018 and sell it today you would earn a total of 78,115 from holding BSE or generate 2.25% return on investment over 30 days.