|Horizon||30 Days Login to change|
Nasdaq vs. Bovespa
Assuming 30 trading days horizon, Nasdaq is expected to under-perform the Bovespa. But the index apears to be less risky and, when comparing its historical volatility, Nasdaq is 1.41 times less risky than Bovespa. The index trades about -0.22 of its potential returns per unit of risk. The Bovespa is currently generating about 0.22 of returns per unit of risk over similar time horizon. If you would invest 7,542,909 in Bovespa on September 16, 2018 and sell it today you would earn a total of 673,397 from holding Bovespa or generate 8.93% return on investment over 30 days.
Pair Corralation between Nasdaq and Bovespa