This module allows you to analyze existing cross correlation between SPTSX Comp and Bursa Malaysia. You can compare the effects of market volatilities on SPTSX Comp 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 SPTSX Comp with a short position of Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of SPTSX Comp and Bursa Malaysia.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, SPTSX Comp is expected to under-perform the Bursa Malaysia. In addition to that, SPTSX Comp is 1.07 times more volatile than Bursa Malaysia. It trades about -0.3 of its total potential returns per unit of risk. Bursa Malaysia is currently generating about 0.06 per unit of volatility. If you would invest 182,160 in Bursa Malaysia on January 18, 2018 and sell it today you would earn a total of 1,668 from holding Bursa Malaysia or generate 0.92% return on investment over 30 days.