|Horizon||30 Days Login to change|
Shanghai vs. AEX Amsterdam
Assuming 30 trading days horizon, Shanghai is expected to under-perform the AEX Amsterdam. In addition to that, Shanghai is 1.29 times more volatile than AEX Amsterdam. It trades about -0.27 of its total potential returns per unit of risk. AEX Amsterdam is currently generating about -0.17 per unit of volatility. If you would invest 54,979 in AEX Amsterdam on September 21, 2018 and sell it today you would lose (2,462) from holding AEX Amsterdam or give up 4.48% of portfolio value over 30 days.
Pair Corralation between Shanghai and AEX Amsterdam