This module allows you to analyze existing cross correlation between NZSE and BSE. You can compare the effects of market volatilities on NZSE 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 NZSE with a short position of BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of NZSE and BSE.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, NZSE is expected to under-perform the BSE. In addition to that, NZSE is 1.15 times more volatile than BSE. It trades about -0.15 of its total potential returns per unit of risk. BSE is currently generating about 0.53 per unit of volatility. If you would invest 3,394,030 in BSE on December 22, 2017 and sell it today you would earn a total of 157,128 from holding BSE or generate 4.63% return on investment over 30 days.