This module allows you to analyze existing cross correlation between XU100 and Bursa Malaysia. You can compare the effects of market volatilities on XU100 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 XU100 with a short position of Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of XU100 and Bursa Malaysia.
|Time Horizon||30 Days Login to change|
XU100 vs. Bursa Malaysia
Assuming 30 trading days horizon, XU100 is expected to under-perform the Bursa Malaysia. In addition to that, XU100 is 1.71 times more volatile than Bursa Malaysia. It trades about -0.15 of its total potential returns per unit of risk. Bursa Malaysia is currently generating about 0.05 per unit of volatility. If you would invest 186,008 in Bursa Malaysia on March 26, 2018 and sell it today you would earn a total of 2,028 from holding Bursa Malaysia or generate 1.09% return on investment over 30 days.