This module allows you to analyze existing cross correlation between Taiwan Wtd and BSE. You can compare the effects of market volatilities on Taiwan Wtd 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 Taiwan Wtd with a short position of BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of Taiwan Wtd and BSE.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Taiwan Wtd is expected to generate 3.11 times less return on investment than BSE. But when comparing it to its historical volatility, Taiwan Wtd is 1.37 times less risky than BSE. It trades about 0.09 of its potential returns per unit of risk. BSE is currently generating about 0.21 of returns per unit of risk over similar time horizon. If you would invest 3,260,734 in BSE on October 24, 2017 and sell it today you would earn a total of 90,006 from holding BSE or generate 2.76% return on investment over 30 days.