This module allows you to analyze existing cross correlation between Bursa Malaysia and NYSE. You can compare the effects of market volatilities on Bursa Malaysia and NYSE 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 NYSE. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and NYSE.
|Time Horizon||30 Days Login to change|
Bursa Malaysia vs. NYSE
Assuming 30 trading days horizon, Bursa Malaysia is expected to generate 0.48 times more return on investment than NYSE. However, Bursa Malaysia is 2.09 times less risky than NYSE. It trades about 0.06 of its potential returns per unit of risk. NYSE is currently generating about 0.0 per unit of risk. If you would invest 185,599 in Bursa Malaysia on March 20, 2018 and sell it today you would earn a total of 2,450 from holding Bursa Malaysia or generate 1.32% return on investment over 30 days.