This module allows you to analyze existing cross correlation between MerVal and BSE. You can compare the effects of market volatilities on MerVal 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 MerVal with a short position of BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of MerVal and BSE.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, MerVal is expected to generate 3.3839778445564525E14 times more return on investment than BSE. However, MerVal is 3.3839778445564525E14 times more volatile than BSE. It trades about 0.21 of its potential returns per unit of risk. BSE is currently generating about 0.21 per unit of risk. If you would invest 2,800,954 in MerVal on October 24, 2017 and sell it today you would lose (68,157) from holding MerVal or give up 2.43% of portfolio value over 30 days.