This module allows you to analyze existing cross correlation between BSE and Seoul Comp. You can compare the effects of market volatilities on BSE and Seoul 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 Seoul Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and Seoul Comp.
|Time Horizon||30 Days Login to change|
BSE vs. Seoul Comp
Assuming 30 trading days horizon, BSE is expected to generate 0.6 times more return on investment than Seoul Comp. However, BSE is 1.66 times less risky than Seoul Comp. It trades about 0.26 of its potential returns per unit of risk. Seoul Comp is currently generating about -0.19 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 134,469 from holding BSE or generate 3.92% return on investment over 30 days.