|Horizon||30 Days Login to change|
Shanghai vs. IBEX 35
Assuming 30 trading days horizon, Shanghai is expected to under-perform the IBEX 35. In addition to that, Shanghai is 1.23 times more volatile than IBEX 35. It trades about -0.27 of its total potential returns per unit of risk. IBEX 35 is currently generating about -0.27 per unit of volatility. If you would invest 959,040 in IBEX 35 on September 21, 2018 and sell it today you would lose (69,830) from holding IBEX 35 or give up 7.28% of portfolio value over 30 days.
Pair Corralation between Shanghai and IBEX 35