|Horizon||30 Days Login to change|
BSE vs. IPC
Assuming 30 trading days horizon, BSE is expected to under-perform the IPC. But the index apears to be less risky and, when comparing its historical volatility, BSE is 1.06 times less risky than IPC. The index trades about -0.2 of its potential returns per unit of risk. The IPC is currently generating about -0.13 of returns per unit of risk over similar time horizon. If you would invest 4,941,722 in IPC on September 22, 2018 and sell it today you would lose (197,977) from holding IPC or give up 4.01% of portfolio value over 30 days.
Pair Corralation between BSE and IPC