|Horizon||30 Days Login to change|
Shanghai vs. NIKKEI 225
Assuming 30 trading days horizon, Shanghai is expected to under-perform the NIKKEI 225. In addition to that, Shanghai is 1.28 times more volatile than NIKKEI 225. It trades about -0.27 of its total potential returns per unit of risk. NIKKEI 225 is currently generating about -0.22 per unit of volatility. If you would invest 2,386,993 in NIKKEI 225 on September 21, 2018 and sell it today you would lose (133,785) from holding NIKKEI 225 or give up 5.6% of portfolio value over 30 days.
Pair Corralation between Shanghai and NIKKEI 225