This module allows you to analyze existing cross correlation between Bursa Malaysia and Shanghai. You can compare the effects of market volatilities on Bursa Malaysia and Shanghai 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 Shanghai. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and Shanghai.
|Time Horizon||30 Days Login to change|
Bursa Malaysia vs. Shanghai
Assuming 30 trading days horizon, Bursa Malaysia is expected to under-perform the Shanghai. In addition to that, Bursa Malaysia is 1.56 times more volatile than Shanghai. It trades about -0.2 of its total potential returns per unit of risk. Shanghai is currently generating about -0.2 per unit of volatility. If you would invest 319,330 in Shanghai on May 19, 2018 and sell it today you would lose (17,140) from holding Shanghai or give up 5.37% of portfolio value over 30 days.