|Horizon||30 Days Login to change|
Straits Tms vs. Bovespa
Given the investment horizon of 30 days, Straits Tms is expected to generate 18.23 times less return on investment than Bovespa. But when comparing it to its historical volatility, Straits Tms is 2.76 times less risky than Bovespa. It trades about 0.01 of its potential returns per unit of risk. Bovespa is currently generating about 0.09 of returns per unit of risk over similar time horizon. If you would invest 7,690,230 in Bovespa on August 24, 2018 and sell it today you would earn a total of 254,199 from holding Bovespa or generate 3.31% return on investment over 30 days.
Pair Corralation between Straits Tms and Bovespa