|Horizon||30 Days Login to change|
NIKKEI 225 vs. BSE
Assuming 30 trading days horizon, NIKKEI 225 is expected to under-perform the BSE. But the index apears to be less risky and, when comparing its historical volatility, NIKKEI 225 is 1.1 times less risky than BSE. The index trades about -0.23 of its potential returns per unit of risk. The BSE is currently generating about -0.2 of returns per unit of risk over similar time horizon. If you would invest 3,630,502 in BSE on September 22, 2018 and sell it today you would lose (198,939) from holding BSE or give up 5.48% of portfolio value over 30 days.
Pair Corralation between NIKKEI 225 and BSE