|Horizon||30 Days Login to change|
NZSE vs. Bovespa
Assuming 30 trading days horizon, NZSE is expected to under-perform the Bovespa. But the index apears to be less risky and, when comparing its historical volatility, NZSE is 1.89 times less risky than Bovespa. The index trades about -0.3 of its potential returns per unit of risk. The Bovespa is currently generating about 0.15 of returns per unit of risk over similar time horizon. If you would invest 7,944,429 in Bovespa on September 22, 2018 and sell it today you would earn a total of 477,546 from holding Bovespa or generate 6.01% return on investment over 30 days.
Pair Corralation between NZSE and Bovespa