|Horizon||30 Days Login to change|
ISEQ vs. Bovespa
Assuming 30 trading days horizon, ISEQ is expected to generate 7.66 times less return on investment than Bovespa. But when comparing it to its historical volatility, ISEQ is 1.34 times less risky than Bovespa. It trades about 0.02 of its potential returns per unit of risk. Bovespa is currently generating about 0.1 of returns per unit of risk over similar time horizon. If you would invest 8,216,306 in Bovespa on October 15, 2018 and sell it today you would earn a total of 275,094 from holding Bovespa or generate 3.35% return on investment over 30 days.
Pair Corralation between ISEQ and Bovespa