|Horizon||30 Days Login to change|
S&P 500 vs. NYSE
Assuming 30 trading days horizon, S&P 500 is expected to generate 1.12 times more return on investment than NYSE. However, SP 500 is 1.12 times more volatile than NYSE. It trades about -0.23 of its potential returns per unit of risk. NYSE is currently generating about -0.3 per unit of risk. If you would invest 291,937 in S&P 500 on September 22, 2018 and sell it today you would lose (15,259) from holding S&P 500 or give up 5.23% of portfolio value over 30 days.
Pair Corralation between SP 500 and NYSE