This module allows you to analyze existing cross correlation between BSE and Shanghai. You can compare the effects of market volatilities on BSE and Shanghai 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 Shanghai. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and Shanghai.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, BSE is expected to generate 1.47 times more return on investment than Shanghai. However, BSE is 1.47 times more volatile than Shanghai. It trades about 0.23 of its potential returns per unit of risk. Shanghai is currently generating about 0.04 per unit of risk. If you would invest 3,238,996 in BSE on October 22, 2017 and sell it today you would earn a total of 96,994 from holding BSE or generate 2.99% return on investment over 30 days.