|Horizon||30 Days Login to change|
Shanghai vs. Seoul Comp
Assuming 30 trading days horizon, Shanghai is expected to under-perform the Seoul Comp. In addition to that, Shanghai is 1.37 times more volatile than Seoul Comp. It trades about -0.19 of its total potential returns per unit of risk. Seoul Comp is currently generating about -0.23 per unit of volatility. If you would invest 230,898 in Seoul Comp on September 18, 2018 and sell it today you would lose (14,234) from holding Seoul Comp or give up 6.16% of portfolio value over 30 days.
Pair Corralation between Shanghai and Seoul Comp