This module allows you to analyze existing cross correlation between Stockholm and Bursa Malaysia. You can compare the effects of market volatilities on Stockholm 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 Stockholm with a short position of Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of Stockholm and Bursa Malaysia.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Stockholm is expected to under-perform the Bursa Malaysia. In addition to that, Stockholm is 1.95 times more volatile than Bursa Malaysia. It trades about -0.14 of its total potential returns per unit of risk. Bursa Malaysia is currently generating about -0.16 per unit of volatility. If you would invest 173,614 in Bursa Malaysia on October 24, 2017 and sell it today you would lose (1,546) from holding Bursa Malaysia or give up 0.89% of portfolio value over 30 days.