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.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Bursa Malaysia is expected to under-perform the Swiss Mrt. But the index apears to be less risky and, when comparing its historical volatility, Bursa Malaysia is 2.2 times less risky than Swiss Mrt. The index trades about -0.16 of its potential returns per unit of risk. The Swiss Mrt is currently generating about 0.08 of returns per unit of risk over similar time horizon. If you would invest 919,484 in Swiss Mrt on October 24, 2017 and sell it today you would earn a total of 9,700 from holding Swiss Mrt or generate 1.05% return on investment over 30 days.