This module allows you to analyze existing cross correlation between Bursa Malaysia and All Ords. You can compare the effects of market volatilities on Bursa Malaysia and All Ords 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 Bursa Malaysia with a short position of All Ords. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and All Ords.
|Time Horizon||30 Days Login to change|
Bursa Malaysia vs. All Ords
Assuming 30 trading days horizon, Bursa Malaysia is expected to under-perform the All Ords. In addition to that, Bursa Malaysia is 2.69 times more volatile than All Ords. It trades about -0.25 of its total potential returns per unit of risk. All Ords is currently generating about 0.21 per unit of volatility. If you would invest 614,100 in All Ords on May 25, 2018 and sell it today you would earn a total of 18,110 from holding All Ords or generate 2.95% return on investment over 30 days.