This module allows you to analyze existing cross correlation between S&P 500 and Bursa Malaysia. You can compare the effects of market volatilities on SP 500 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 SP 500 with a short position of Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of SP 500 and Bursa Malaysia.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, S&P 500 is expected to generate 1.24 times more return on investment than Bursa Malaysia. However, SP 500 is 1.24 times more volatile than Bursa Malaysia. It trades about 0.12 of its potential returns per unit of risk. Bursa Malaysia is currently generating about -0.22 per unit of risk. If you would invest 256,126 in S&P 500 on October 18, 2017 and sell it today you would earn a total of 2,438 from holding S&P 500 or generate 0.95% return on investment over 30 days.