|Horizon||30 Days Login to change|
SPTSX Comp vs. EURONEXT BEL-20
Assuming 30 trading days horizon, SPTSX Comp is expected to under-perform the EURONEXT BEL-20. But the index apears to be less risky and, when comparing its historical volatility, SPTSX Comp is 1.59 times less risky than EURONEXT BEL-20. The index trades about -0.06 of its potential returns per unit of risk. The EURONEXT BEL-20 is currently generating about -0.04 of returns per unit of risk over similar time horizon. If you would invest 379,908 in EURONEXT BEL-20 on August 25, 2018 and sell it today you would lose (2,419) from holding EURONEXT BEL-20 or give up 0.64% of portfolio value over 30 days.
Pair Corralation between SPTSX Comp and EURONEXT BEL-20