This module allows you to analyze existing cross correlation between BSE and NZSE. You can compare the effects of market volatilities on BSE and NZSE 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 NZSE. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and NZSE.
|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 NZSE. However, BSE is 1.16 times less risky than NZSE. It trades about 0.52 of its potential returns per unit of risk. NZSE is currently generating about -0.11 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.