|Horizon||30 Days Login to change|
CAC 40 vs. Bovespa
Assuming 30 trading days horizon, CAC 40 is expected to generate 7.73 times less return on investment than Bovespa. But when comparing it to its historical volatility, CAC 40 is 1.78 times less risky than Bovespa. It trades about 0.03 of its potential returns per unit of risk. Bovespa is currently generating about 0.14 of returns per unit of risk over similar time horizon. If you would invest 7,563,377 in Bovespa on August 26, 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 CAC 40 and Bovespa