|Horizon||30 Days Login to change|
S&P 500 vs. Bursa Malaysia
Assuming 30 trading days horizon, S&P 500 is expected to under-perform the Bursa Malaysia. In addition to that, SP 500 is 1.4 times more volatile than Bursa Malaysia. It trades about -0.22 of its total potential returns per unit of risk. Bursa Malaysia is currently generating about -0.24 per unit of volatility. If you would invest 179,294 in Bursa Malaysia on September 15, 2018 and sell it today you would lose (6,220) from holding Bursa Malaysia or give up 3.47% of portfolio value over 30 days.
Pair Corralation between SP 500 and Bursa Malaysia