This module allows you to analyze existing cross correlation between BSE and Bursa Malaysia. You can compare the effects of market volatilities on BSE and Bursa Malaysia 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 Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and Bursa Malaysia.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, BSE is expected to generate 0.86 times more return on investment than Bursa Malaysia. However, BSE is 1.17 times less risky than Bursa Malaysia. It trades about 0.52 of its potential returns per unit of risk. Bursa Malaysia is currently generating about 0.44 per unit of risk. If you would invest 3,401,061 in BSE on December 23, 2017 and sell it today you would earn a total of 150,097 from holding BSE or generate 4.41% return on investment over 30 days.