This module allows you to analyze existing cross correlation between BSE and S&P 500. You can compare the effects of market volatilities on BSE and SP 500 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 SP 500. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and SP 500.
|Time Horizon||30 Days Login to change|
BSE vs. S&P 500
Assuming 30 trading days horizon, BSE is expected to generate 1.02 times more return on investment than SP 500. However, BSE is 1.02 times more volatile than S&P 500. It trades about 0.14 of its potential returns per unit of risk. S&P 500 is currently generating about 0.14 per unit of risk. If you would invest 3,454,748 in BSE on May 20, 2018 and sell it today you would earn a total of 73,926 from holding BSE or generate 2.14% return on investment over 30 days.