|Horizon||30 Days Login to change|
NYSE vs. Shanghai
Given the investment horizon of 30 days, NYSE is expected to under-perform the Shanghai. But the index apears to be less risky and, when comparing its historical volatility, NYSE is 1.93 times less risky than Shanghai. The index trades about -0.25 of its potential returns per unit of risk. The Shanghai is currently generating about -0.08 of returns per unit of risk over similar time horizon. If you would invest 265,109 in Shanghai on September 15, 2018 and sell it today you would lose (8,101) from holding Shanghai or give up 3.06% of portfolio value over 30 days.
Pair Corralation between NYSE and Shanghai