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.
|Time Horizon||30 Days Login to change|
Taiwan Wtd vs. BSE
Assuming 30 trading days horizon, Taiwan Wtd is expected to generate 2.78 times less return on investment than BSE. In addition to that, Taiwan Wtd is 1.43 times more volatile than BSE. It trades about 0.04 of its total potential returns per unit of risk. BSE is currently generating about 0.14 per unit of volatility. If you would invest 3,454,748 in BSE on May 20, 2018 and sell it today you would earn a total of 73,926 from holding BSE or generate 2.14% return on investment over 30 days.