|Horizon||30 Days Login to change|
Straits Tms vs. CAC 40
Given the investment horizon of 30 days, Straits Tms is expected to under-perform the CAC 40. But the index apears to be less risky and, when comparing its historical volatility, Straits Tms is 1.39 times less risky than CAC 40. The index trades about -0.06 of its potential returns per unit of risk. The CAC 40 is currently generating about 0.07 of returns per unit of risk over similar time horizon. If you would invest 541,933 in CAC 40 on August 23, 2018 and sell it today you would earn a total of 7,484 from holding CAC 40 or generate 1.38% return on investment over 30 days.
Pair Corralation between Straits Tms and CAC 40