This module allows you to analyze existing cross correlation between Bursa Malaysia and NZSE. You can compare the effects of market volatilities on Bursa Malaysia and NZSE 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 NZSE. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and NZSE.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Bursa Malaysia is expected to generate 0.9 times more return on investment than NZSE. However, Bursa Malaysia is 1.11 times less risky than NZSE. It trades about 0.02 of its potential returns per unit of risk. NZSE is currently generating about -0.14 per unit of risk. If you would invest 183,315 in Bursa Malaysia on January 20, 2018 and sell it today you would earn a total of 513.00 from holding Bursa Malaysia or generate 0.28% return on investment over 30 days.