This module allows you to analyze existing cross correlation between BSE and NQPH. You can compare the effects of market volatilities on BSE and NQPH 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 NQPH. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and NQPH.
|Time Horizon||30 Days Login to change|
BSE vs. NQPH
Assuming 30 trading days horizon, BSE is expected to generate 0.48 times more return on investment than NQPH. However, BSE is 2.1 times less risky than NQPH. It trades about 0.13 of its potential returns per unit of risk. NQPH is currently generating about -0.21 per unit of risk. If you would invest 3,461,613 in BSE on May 21, 2018 and sell it today you would earn a total of 67,061 from holding BSE or generate 1.94% return on investment over 30 days.