This module allows you to analyze existing cross correlation between Bursa Malaysia and OMX COPENHAGEN. You can compare the effects of market volatilities on Bursa Malaysia and OMX COPENHAGEN 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 OMX COPENHAGEN. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and OMX COPENHAGEN.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Bursa Malaysia is expected to generate 3.46 times less return on investment than OMX COPENHAGEN. But when comparing it to its historical volatility, Bursa Malaysia is 1.54 times less risky than OMX COPENHAGEN. It trades about 0.04 of its potential returns per unit of risk. OMX COPENHAGEN is currently generating about 0.09 of returns per unit of risk over similar time horizon. If you would invest 132,157 in OMX COPENHAGEN on February 15, 2018 and sell it today you would earn a total of 2,140 from holding OMX COPENHAGEN or generate 1.62% return on investment over 30 days.