This module allows you to analyze existing cross correlation between NYSE and Bursa Malaysia. You can compare the effects of market volatilities on NYSE 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 NYSE with a short position of Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of NYSE and Bursa Malaysia.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, NYSE is expected to generate 0.95 times more return on investment than Bursa Malaysia. However, NYSE is 1.05 times less risky than Bursa Malaysia. It trades about -0.08 of its potential returns per unit of risk. Bursa Malaysia is currently generating about -0.2 per unit of risk. If you would invest 1,238,442 in NYSE on October 23, 2017 and sell it today you would lose (6,365) from holding NYSE or give up 0.51% of portfolio value over 30 days.