This module allows you to analyze existing cross correlation between FTSE MIB and BSE. You can compare the effects of market volatilities on FTSE MIB 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 FTSE MIB with a short position of BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of FTSE MIB and BSE.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, FTSE MIB is expected to under-perform the BSE. In addition to that, FTSE MIB is 1.2 times more volatile than BSE. It trades about -0.01 of its total potential returns per unit of risk. BSE is currently generating about 0.25 per unit of volatility. If you would invest 3,238,996 in BSE on October 23, 2017 and sell it today you would earn a total of 111,744 from holding BSE or generate 3.45% return on investment over 30 days.