This module allows you to analyze existing cross correlation between BSE and Russia TR. You can compare the effects of market volatilities on BSE and Russia TR 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 Russia TR. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and Russia TR.
|Time Horizon||30 Days Login to change|
BSE vs. Russia TR
Assuming 30 trading days horizon, BSE is expected to generate 0.45 times more return on investment than Russia TR. However, BSE is 2.24 times less risky than Russia TR. It trades about 0.05 of its potential returns per unit of risk. Russia TR is currently generating about -0.05 per unit of risk. If you would invest 3,370,359 in BSE on March 22, 2018 and sell it today you would earn a total of 71,199 from holding BSE or generate 2.11% return on investment over 30 days.