This module allows you to analyze existing cross correlation between Straits Tms and BSE. You can compare the effects of market volatilities on Straits Tms 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 Straits Tms with a short position of BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of Straits Tms and BSE.
|Investment Horizon||30 Days Login to change|
Given the investment horizon of 30 days, Straits Tms is expected to generate 13.08 times less return on investment than BSE. But when comparing it to its historical volatility, Straits Tms is 1.27 times less risky than BSE. It trades about 0.02 of its potential returns per unit of risk. BSE is currently generating about 0.23 of returns per unit of risk over similar time horizon. If you would invest 3,238,996 in BSE on October 19, 2017 and sell it today you would earn a total of 95,284 from holding BSE or generate 2.94% return on investment over 30 days.