This module allows you to analyze existing cross correlation between Israel Index and BSE. You can compare the effects of market volatilities on Israel Index 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 Israel Index with a short position of BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of Israel Index and BSE.
|Time Horizon||30 Days Login to change|
Israel Index vs. BSE
Assuming 30 trading days horizon, Israel Index is expected to generate 25.24 times less return on investment than BSE. In addition to that, Israel Index is 1.93 times more volatile than BSE. It trades about 0.0 of its total potential returns per unit of risk. BSE is currently generating about 0.14 per unit of volatility. If you would invest 3,465,124 in BSE on May 22, 2018 and sell it today you would earn a total of 78,115 from holding BSE or generate 2.25% return on investment over 30 days.