|Horizon||30 Days Login to change|
Bovespa vs. CAC 40
Assuming 30 trading days horizon, Bovespa is expected to generate 1.8 times more return on investment than CAC 40. However, Bovespa is 1.8 times more volatile than CAC 40. It trades about 0.14 of its potential returns per unit of risk. CAC 40 is currently generating about 0.05 per unit of risk. If you would invest 7,563,377 in Bovespa on August 25, 2018 and sell it today you would earn a total of 381,052 from holding Bovespa or generate 5.04% return on investment over 30 days.
Pair Corralation between Bovespa and CAC 40