This module allows you to analyze existing cross correlation between Bursa Malaysia and EURONEXT BEL-20. You can compare the effects of market volatilities on Bursa Malaysia and EURONEXT BEL-20 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 EURONEXT BEL-20. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and EURONEXT BEL-20.
|Time Horizon||30 Days Login to change|
Bursa Malaysia vs. EURONEXT BEL-20
Assuming 30 trading days horizon, Bursa Malaysia is expected to under-perform the EURONEXT BEL-20. In addition to that, Bursa Malaysia is 1.88 times more volatile than EURONEXT BEL-20. It trades about -0.25 of its total potential returns per unit of risk. EURONEXT BEL-20 is currently generating about -0.16 per unit of volatility. If you would invest 388,718 in EURONEXT BEL-20 on May 23, 2018 and sell it today you would lose (12,904) from holding EURONEXT BEL-20 or give up 3.32% of portfolio value over 30 days.