This module allows you to analyze existing cross correlation between Bursa Malaysia and Swiss Mrt. You can compare the effects of market volatilities on Bursa Malaysia and Swiss Mrt 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 Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and Swiss Mrt.
|Time Horizon||30 Days Login to change|
Bursa Malaysia vs. Swiss Mrt
Assuming 30 trading days horizon, Bursa Malaysia is expected to under-perform the Swiss Mrt. In addition to that, Bursa Malaysia is 1.47 times more volatile than Swiss Mrt. It trades about -0.25 of its total potential returns per unit of risk. Swiss Mrt is currently generating about -0.07 per unit of volatility. If you would invest 879,494 in Swiss Mrt on May 23, 2018 and sell it today you would lose (17,838) from holding Swiss Mrt or give up 2.03% of portfolio value over 30 days.