This module allows you to analyze existing cross correlation between Madrid Gnrl and BSE. You can compare the effects of market volatilities on Madrid Gnrl 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 Madrid Gnrl with a short position of BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of Madrid Gnrl and BSE.
|Time Horizon||30 Days Login to change|
Madrid Gnrl vs. BSE
Assuming 30 trading days horizon, Madrid Gnrl is expected to under-perform the BSE. In addition to that, Madrid Gnrl is 2.16 times more volatile than BSE. It trades about -0.01 of its total potential returns per unit of risk. BSE is currently generating about 0.16 per unit of volatility. If you would invest 3,492,487 in BSE on May 25, 2018 and sell it today you would earn a total of 76,473 from holding BSE or generate 2.19% return on investment over 30 days.