This module allows you to analyze existing cross correlation between DOW and Bursa Malaysia. You can compare the effects of market volatilities on DOW 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 DOW with a short position of Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of DOW and Bursa Malaysia.
|Time Horizon||30 Days Login to change|
Given the investment horizon of 30 days, DOW is expected to generate 0.97 times more return on investment than Bursa Malaysia. However, DOW is 1.03 times less risky than Bursa Malaysia. It trades about 0.55 of its potential returns per unit of risk. Bursa Malaysia is currently generating about 0.44 per unit of risk. If you would invest 2,478,229 in DOW on December 21, 2017 and sell it today you would earn a total of 123,552 from holding DOW or generate 4.99% return on investment over 30 days.