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.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, BSE is expected to generate 1.63 times more return on investment than SP 500. However, BSE is 1.63 times more volatile than S&P 500. It trades about 0.21 of its potential returns per unit of risk. S&P 500 is currently generating about 0.13 per unit of risk. If you would invest 3,260,734 in BSE on October 24, 2017 and sell it today you would earn a total of 90,006 from holding BSE or generate 2.76% return on investment over 30 days.