This module allows you to analyze existing cross correlation between XU100 and BSE. You can compare the effects of market volatilities on XU100 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 XU100 with a short position of BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and BSE.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, XU100 is expected to generate 7.34 times less return on investment than BSE. In addition to that, XU100 is 2.13 times more volatile than BSE. It trades about 0.01 of its total potential returns per unit of risk. BSE is currently generating about 0.12 per unit of volatility. If you would invest 3,258,435 in BSE on October 18, 2017 and sell it today you would earn a total of 52,247 from holding BSE or generate 1.6% return on investment over 30 days.