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.
|Time Horizon||30 Days Login to change|
Stockholm vs. BSE
Assuming 30 trading days horizon, Stockholm is expected to under-perform the BSE. In addition to that, Stockholm is 1.19 times more volatile than BSE. It trades about -0.17 of its total potential returns per unit of risk. BSE is currently generating about 0.2 per unit of volatility. If you would invest 3,454,748 in BSE on May 19, 2018 and sell it today you would earn a total of 100,078 from holding BSE or generate 2.9% return on investment over 30 days.