This module allows you to analyze existing cross correlation between Bursa Malaysia and DAX. You can compare the effects of market volatilities on Bursa Malaysia and DAX 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 DAX. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and DAX.
|Time Horizon||30 Days Login to change|
Bursa Malaysia vs. DAX
Assuming 30 trading days horizon, Bursa Malaysia is expected to under-perform the DAX. In addition to that, Bursa Malaysia is 1.72 times more volatile than DAX. It trades about -0.23 of its total potential returns per unit of risk. DAX is currently generating about -0.12 per unit of volatility. If you would invest 1,304,083 in DAX on May 20, 2018 and sell it today you would lose (37,404) from holding DAX or give up 2.87% of portfolio value over 30 days.