This module allows you to analyze existing cross correlation between Taiwan Wtd and Bursa Malaysia. You can compare the effects of market volatilities on Taiwan Wtd 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 Taiwan Wtd with a short position of Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of Taiwan Wtd and Bursa Malaysia.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Taiwan Wtd is expected to generate 1.18 times less return on investment than Bursa Malaysia. In addition to that, Taiwan Wtd is 1.0 times more volatile than Bursa Malaysia. It trades about 0.48 of its total potential returns per unit of risk. Bursa Malaysia is currently generating about 0.57 per unit of volatility. If you would invest 173,695 in Bursa Malaysia on December 19, 2017 and sell it today you would earn a total of 8,572 from holding Bursa Malaysia or generate 4.94% return on investment over 30 days.