This module allows you to analyze existing cross correlation between Bovespa and Bursa Malaysia. You can compare the effects of market volatilities on Bovespa and Bursa Malaysia 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 Bovespa with a short position of Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of Bovespa and Bursa Malaysia.
|Time Horizon||30 Days Login to change|
Bovespa vs. Bursa Malaysia
Assuming 30 trading days horizon, Bovespa is expected to under-perform the Bursa Malaysia. In addition to that, Bovespa is 1.55 times more volatile than Bursa Malaysia. It trades about -0.07 of its total potential returns per unit of risk. Bursa Malaysia is currently generating about 0.01 per unit of volatility. If you would invest 186,008 in Bursa Malaysia on March 27, 2018 and sell it today you would earn a total of 526.00 from holding Bursa Malaysia or generate 0.28% return on investment over 30 days.