|Horizon||30 Days Login to change|
NYSE vs. S&P 500
Given the investment horizon of 30 days, NYSE is expected to generate 1.52 times less return on investment than SP 500. But when comparing it to its historical volatility, NYSE is 1.09 times less risky than SP 500. It trades about 0.13 of its potential returns per unit of risk. S&P 500 is currently generating about 0.18 of returns per unit of risk over similar time horizon. If you would invest 285,698 in S&P 500 on August 26, 2018 and sell it today you would earn a total of 5,209 from holding S&P 500 or generate 1.82% return on investment over 30 days.
Pair Corralation between NYSE and SP 500