This module allows you to analyze existing cross correlation between BSE and SPTSX Comp. You can compare the effects of market volatilities on BSE and SPTSX Comp 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 SPTSX Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and SPTSX Comp.
|Time Horizon||30 Days Login to change|
BSE vs. SPTSX Comp
Assuming 30 trading days horizon, BSE is expected to generate 1.52 times more return on investment than SPTSX Comp. However, BSE is 1.52 times more volatile than SPTSX Comp. It trades about 0.22 of its potential returns per unit of risk. SPTSX Comp is currently generating about 0.13 per unit of risk. If you would invest 3,434,491 in BSE on May 23, 2018 and sell it today you would earn a total of 108,748 from holding BSE or generate 3.17% return on investment over 30 days.