This module allows you to analyze existing cross correlation between CAC 40 and Bursa Malaysia. You can compare the effects of market volatilities on CAC 40 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 CAC 40 with a short position of Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of CAC 40 and Bursa Malaysia.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, CAC 40 is expected to generate 2.42 times less return on investment than Bursa Malaysia. In addition to that, CAC 40 is 1.16 times more volatile than Bursa Malaysia. It trades about 0.14 of its total potential returns per unit of risk. Bursa Malaysia is currently generating about 0.4 per unit of volatility. If you would invest 175,164 in Bursa Malaysia on December 18, 2017 and sell it today you would earn a total of 7,103 from holding Bursa Malaysia or generate 4.06% return on investment over 30 days.