This module allows you to analyze existing cross correlation between Bursa Malaysia and Taiwan Wtd. You can compare the effects of market volatilities on Bursa Malaysia and Taiwan Wtd 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 Taiwan Wtd. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and Taiwan Wtd.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Bursa Malaysia is expected to under-perform the Taiwan Wtd. But the index apears to be less risky and, when comparing its historical volatility, Bursa Malaysia is 1.15 times less risky than Taiwan Wtd. The index trades about -0.19 of its potential returns per unit of risk. The Taiwan Wtd is currently generating about -0.03 of returns per unit of risk over similar time horizon. If you would invest 1,072,888 in Taiwan Wtd on October 20, 2017 and sell it today you would lose (2,724) from holding Taiwan Wtd or give up 0.25% of portfolio value over 30 days.