This module allows you to analyze existing cross correlation between Seoul Comp and Bursa Malaysia. You can compare the effects of market volatilities on Seoul Comp and Bursa Malaysia 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 Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of Seoul Comp and Bursa Malaysia.
|Time Horizon||30 Days Login to change|
Seoul Comp vs. Bursa Malaysia
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the Bursa Malaysia. In addition to that, Seoul Comp is 1.12 times more volatile than Bursa Malaysia. It trades about -0.15 of its total potential returns per unit of risk. Bursa Malaysia is currently generating about -0.11 per unit of volatility. If you would invest 171,928 in Bursa Malaysia on May 26, 2018 and sell it today you would lose (2,513) from holding Bursa Malaysia or give up 1.46% of portfolio value over 30 days.