This module allows you to analyze existing cross correlation between BSE and XU100. You can compare the effects of market volatilities on BSE and XU100 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 XU100. See also your portfolio center. Please also check ongoing floating volatility patterns of BSE and XU100.
|Time Horizon||30 Days Login to change|
BSE vs. XU100
Assuming 30 trading days horizon, BSE is expected to generate 0.28 times more return on investment than XU100. However, BSE is 3.6 times less risky than XU100. It trades about 0.16 of its potential returns per unit of risk. XU100 is currently generating about -0.14 per unit of risk. If you would invest 3,492,487 in BSE on May 26, 2018 and sell it today you would earn a total of 76,473 from holding BSE or generate 2.19% return on investment over 30 days.