This module allows you to analyze existing cross correlation between Seoul Comp and BSE. You can compare the effects of market volatilities on Seoul Comp and BSE 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 Seoul Comp with a short position of BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and BSE.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the BSE. In addition to that, Seoul Comp is 1.01 times more volatile than BSE. It trades about -0.2 of its total potential returns per unit of risk. BSE is currently generating about 0.05 per unit of volatility. If you would invest 3,303,356 in BSE on November 13, 2017 and sell it today you would earn a total of 19,443 from holding BSE or generate 0.59% return on investment over 30 days.