|Horizon||30 Days Login to change|
Shanghai vs. Bursa Malaysia
Assuming 30 trading days horizon, Shanghai is expected to under-perform the Bursa Malaysia. In addition to that, Shanghai is 2.25 times more volatile than Bursa Malaysia. It trades about -0.27 of its total potential returns per unit of risk. Bursa Malaysia is currently generating about -0.26 per unit of volatility. If you would invest 180,017 in Bursa Malaysia on September 22, 2018 and sell it today you would lose (6,803) from holding Bursa Malaysia or give up 3.78% of portfolio value over 30 days.
Pair Corralation between Shanghai and Bursa Malaysia