|Horizon||30 Days Login to change|
Shanghai vs. S&P 500
Assuming 30 trading days horizon, Shanghai is expected to under-perform the SP 500. In addition to that, Shanghai is 1.51 times more volatile than S&P 500. It trades about -0.19 of its total potential returns per unit of risk. S&P 500 is currently generating about -0.14 per unit of volatility. If you would invest 290,431 in S&P 500 on September 18, 2018 and sell it today you would lose (9,439) from holding S&P 500 or give up 3.25% of portfolio value over 30 days.
Pair Corralation between Shanghai and SP 500