This module allows you to analyze existing cross correlation between Stockholm and BSE. You can compare the effects of market volatilities on Stockholm 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 Stockholm with a short position of BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of Stockholm and BSE.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Stockholm is expected to under-perform the BSE. In addition to that, Stockholm is 1.04 times more volatile than BSE. It trades about -0.2 of its total potential returns per unit of risk. BSE is currently generating about 0.14 per unit of volatility. If you would invest 3,314,713 in BSE on October 26, 2017 and sell it today you would earn a total of 53,211 from holding BSE or generate 1.61% return on investment over 30 days.