This module allows you to analyze existing cross correlation between OSE All and Bursa Malaysia. You can compare the effects of market volatilities on OSE All 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 OSE All with a short position of Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of OSE All and Bursa Malaysia.
|Time Horizon||30 Days Login to change|
OSE All vs. Bursa Malaysia
Assuming 30 trading days horizon, OSE All is expected to generate 0.56 times more return on investment than Bursa Malaysia. However, OSE All is 1.77 times less risky than Bursa Malaysia. It trades about 0.05 of its potential returns per unit of risk. Bursa Malaysia is currently generating about -0.18 per unit of risk. If you would invest 99,465 in OSE All on May 24, 2018 and sell it today you would earn a total of 1,086 from holding OSE All or generate 1.09% return on investment over 30 days.