This module allows you to analyze existing cross correlation between Bursa Malaysia and Israel Index. You can compare the effects of market volatilities on Bursa Malaysia and Israel Index 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 Israel Index. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and Israel Index.
|Time Horizon||30 Days Login to change|
Bursa Malaysia vs. Israel Index
Assuming 30 trading days horizon, Bursa Malaysia is expected to generate 0.54 times more return on investment than Israel Index. However, Bursa Malaysia is 1.85 times less risky than Israel Index. It trades about 0.09 of its potential returns per unit of risk. Israel Index is currently generating about -0.09 per unit of risk. If you would invest 185,599 in Bursa Malaysia on March 22, 2018 and sell it today you would earn a total of 3,919 from holding Bursa Malaysia or generate 2.11% return on investment over 30 days.