|Horizon||30 Days Login to change|
Shanghai vs. CAC 40
Assuming 30 trading days horizon, Shanghai is expected to generate 1.37 times more return on investment than CAC 40. However, Shanghai is 1.37 times more volatile than CAC 40. It trades about 0.09 of its potential returns per unit of risk. CAC 40 is currently generating about -0.02 per unit of risk. If you would invest 257,008 in Shanghai on October 15, 2018 and sell it today you would earn a total of 6,216 from holding Shanghai or generate 2.42% return on investment over 30 days.
Pair Corralation between Shanghai and CAC 40