This module allows you to analyze existing cross correlation between Bursa Malaysia and DOW. You can compare the effects of market volatilities on Bursa Malaysia and DOW 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 DOW. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and DOW.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Bursa Malaysia is expected to generate 1.35 times less return on investment than DOW. In addition to that, Bursa Malaysia is 1.04 times more volatile than DOW. It trades about 0.43 of its total potential returns per unit of risk. DOW is currently generating about 0.6 per unit of volatility. If you would invest 2,475,406 in DOW on December 22, 2017 and sell it today you would earn a total of 131,766 from holding DOW or generate 5.32% return on investment over 30 days.