This module allows you to analyze existing cross correlation between Nasdaq and BSE. You can compare the effects of market volatilities on Nasdaq 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 Nasdaq with a short position of BSE. See also your portfolio center. Please also check ongoing floating volatility patterns of Nasdaq and BSE.
|Time Horizon||30 Days Login to change|
Nasdaq vs. BSE
Assuming 30 trading days horizon, Nasdaq is expected to generate 1.27 times less return on investment than BSE. In addition to that, Nasdaq is 1.36 times more volatile than BSE. It trades about 0.06 of its total potential returns per unit of risk. BSE is currently generating about 0.11 per unit of volatility. If you would invest 3,492,487 in BSE on May 26, 2018 and sell it today you would earn a total of 54,548 from holding BSE or generate 1.56% return on investment over 30 days.