This module allows you to analyze existing cross correlation between OMXVGI and BSE. You can compare the effects of market volatilities on OMXVGI 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 OMXVGI with a short position of BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of OMXVGI and BSE.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, OMXVGI is expected to generate 0.54 times more return on investment than BSE. However, OMXVGI is 1.86 times less risky than BSE. It trades about 0.27 of its potential returns per unit of risk. BSE is currently generating about -0.16 per unit of risk. If you would invest 66,816 in OMXVGI on February 22, 2018 and sell it today you would earn a total of 2,079 from holding OMXVGI or generate 3.11% return on investment over 30 days.