This module allows you to analyze existing cross correlation between Bursa Malaysia and Russia TR. You can compare the effects of market volatilities on Bursa Malaysia and Russia TR 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 Russia TR. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and Russia TR.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Bursa Malaysia is expected to generate 23.05 times less return on investment than Russia TR. But when comparing it to its historical volatility, Bursa Malaysia is 2.43 times less risky than Russia TR. It trades about 0.0 of its potential returns per unit of risk. Russia TR is currently generating about 0.04 of returns per unit of risk over similar time horizon. If you would invest 115,512 in Russia TR on February 20, 2018 and sell it today you would earn a total of 936.12 from holding Russia TR or generate 0.81% return on investment over 30 days.