This module allows you to analyze existing cross correlation between Bursa Malaysia and IPC. You can compare the effects of market volatilities on Bursa Malaysia and IPC 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 IPC. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and IPC.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Bursa Malaysia is expected to generate 0.71 times more return on investment than IPC. However, Bursa Malaysia is 1.4 times less risky than IPC. It trades about 0.44 of its potential returns per unit of risk. IPC is currently generating about 0.2 per unit of risk. If you would invest 175,999 in Bursa Malaysia on December 23, 2017 and sell it today you would earn a total of 6,884 from holding Bursa Malaysia or generate 3.91% return on investment over 30 days.