|Horizon||30 Days Login to change|
Shanghai vs. Nasdaq
Assuming 30 trading days horizon, Shanghai is expected to generate 1.22 times more return on investment than Nasdaq. However, Shanghai is 1.22 times more volatile than Nasdaq. It trades about -0.08 of its potential returns per unit of risk. Nasdaq is currently generating about -0.22 per unit of risk. If you would invest 265,109 in Shanghai on September 16, 2018 and sell it today you would lose (8,101) from holding Shanghai or give up 3.06% of portfolio value over 30 days.
Pair Corralation between Shanghai and Nasdaq