This module allows you to analyze existing cross correlation between BSE and OMXVGI. You can compare the effects of market volatilities on BSE and OMXVGI 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 OMXVGI. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and OMXVGI.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, BSE is expected to generate 0.92 times more return on investment than OMXVGI. However, BSE is 1.08 times less risky than OMXVGI. It trades about 0.53 of its potential returns per unit of risk. OMXVGI is currently generating about 0.28 per unit of risk. If you would invest 3,394,030 in BSE on December 22, 2017 and sell it today you would earn a total of 157,128 from holding BSE or generate 4.63% return on investment over 30 days.