|Horizon||30 Days Login to change|
IBEX 35 vs. MerVal
Assuming 30 trading days horizon, IBEX 35 is expected to under-perform the MerVal. But the index apears to be less risky and, when comparing its historical volatility, IBEX 35 is 6.14 times less risky than MerVal. The index trades about -0.07 of its potential returns per unit of risk. The MerVal is currently generating about 0.22 of returns per unit of risk over similar time horizon. If you would invest 2,548,134 in MerVal on August 26, 2018 and sell it today you would earn a total of 651,876 from holding MerVal or generate 25.58% return on investment over 30 days.
Pair Corralation between IBEX 35 and MerVal