|Horizon||30 Days Login to change|
Seoul Comp vs. Shanghai
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the Shanghai. But the index apears to be less risky and, when comparing its historical volatility, Seoul Comp is 1.09 times less risky than Shanghai. The index trades about -0.14 of its potential returns per unit of risk. The Shanghai is currently generating about 0.12 of returns per unit of risk over similar time horizon. If you would invest 257,008 in Shanghai on October 14, 2018 and sell it today you would earn a total of 8,480 from holding Shanghai or generate 3.3% return on investment over 30 days.
Pair Corralation between Seoul Comp and Shanghai