|Horizon||30 Days Login to change|
SPTSX Comp vs. CAC 40
Assuming 30 trading days horizon, SPTSX Comp is expected to generate 0.72 times more return on investment than CAC 40. However, SPTSX Comp is 1.39 times less risky than CAC 40. It trades about -0.3 of its potential returns per unit of risk. CAC 40 is currently generating about -0.37 per unit of risk. If you would invest 1,622,413 in SPTSX Comp on September 22, 2018 and sell it today you would lose (75,403) from holding SPTSX Comp or give up 4.65% of portfolio value over 30 days.
Pair Corralation between SPTSX Comp and CAC 40