This module allows you to analyze existing cross correlation between OMX COPENHAGEN and Bursa Malaysia. You can compare the effects of market volatilities on OMX COPENHAGEN 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 OMX COPENHAGEN with a short position of Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of OMX COPENHAGEN and Bursa Malaysia.
|Time Horizon||30 Days Login to change|
OMX COPENHAGEN vs. Bursa Malaysia
Assuming 30 trading days horizon, OMX COPENHAGEN is expected to under-perform the Bursa Malaysia. In addition to that, OMX COPENHAGEN is 1.13 times more volatile than Bursa Malaysia. It trades about -0.05 of its total potential returns per unit of risk. Bursa Malaysia is currently generating about 0.08 per unit of volatility. If you would invest 185,507 in Bursa Malaysia on March 24, 2018 and sell it today you would earn a total of 3,268 from holding Bursa Malaysia or generate 1.76% return on investment over 30 days.