This module allows you to analyze existing cross correlation between DAX and Bursa Malaysia. You can compare the effects of market volatilities on DAX 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 DAX with a short position of Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of DAX and Bursa Malaysia.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, DAX is expected to under-perform the Bursa Malaysia. In addition to that, DAX is 1.38 times more volatile than Bursa Malaysia. It trades about -0.35 of its total potential returns per unit of risk. Bursa Malaysia is currently generating about 0.07 per unit of volatility. If you would invest 183,804 in Bursa Malaysia on January 23, 2018 and sell it today you would earn a total of 1,795 from holding Bursa Malaysia or generate 0.98% return on investment over 30 days.