|Horizon||30 Days Login to change|
NYSE vs. DOW
Given the investment horizon of 30 days, NYSE is expected to under-perform the DOW. But the index apears to be less risky and, when comparing its historical volatility, NYSE is 1.11 times less risky than DOW. The index trades about -0.03 of its potential returns per unit of risk. The DOW is currently generating about 0.0 of returns per unit of risk over similar time horizon. If you would invest 2,533,999 in DOW on October 14, 2018 and sell it today you would lose (5,350) from holding DOW or give up 0.21% of portfolio value over 30 days.
Pair Corralation between NYSE and DOW