This module allows you to analyze existing cross correlation between Bursa Malaysia and ISEQ. You can compare the effects of market volatilities on Bursa Malaysia and ISEQ 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 ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and ISEQ.
|Time Horizon||30 Days Login to change|
Bursa Malaysia vs. ISEQ
Assuming 30 trading days horizon, Bursa Malaysia is expected to generate 1.25 times more return on investment than ISEQ. However, Bursa Malaysia is 1.25 times more volatile than ISEQ. It trades about -0.11 of its potential returns per unit of risk. ISEQ is currently generating about -0.23 per unit of risk. If you would invest 171,928 in Bursa Malaysia on May 26, 2018 and sell it today you would lose (2,513) from holding Bursa Malaysia or give up 1.46% of portfolio value over 30 days.