|Horizon||30 Days Login to change|
NZSE vs. Seoul Comp
Assuming 30 trading days horizon, NZSE is expected to generate 0.86 times more return on investment than Seoul Comp. However, NZSE is 1.16 times less risky than Seoul Comp. It trades about -0.26 of its potential returns per unit of risk. Seoul Comp is currently generating about -0.34 per unit of risk. If you would invest 937,597 in NZSE on September 21, 2018 and sell it today you would lose (50,417) from holding NZSE or give up 5.38% of portfolio value over 30 days.
Pair Corralation between NZSE and Seoul Comp