This module allows you to analyze existing cross correlation between BSE and Stockholm. You can compare the effects of market volatilities on BSE and Stockholm 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 Stockholm. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and Stockholm.
|Time Horizon||30 Days Login to change|
BSE vs. Stockholm
Assuming 30 trading days horizon, BSE is expected to generate 0.9 times more return on investment than Stockholm. However, BSE is 1.12 times less risky than Stockholm. It trades about 0.01 of its potential returns per unit of risk. Stockholm is currently generating about -0.01 per unit of risk. If you would invest 3,444,575 in BSE on March 27, 2018 and sell it today you would earn a total of 5,552 from holding BSE or generate 0.16% return on investment over 30 days.