|Horizon||30 Days Login to change|
Shanghai vs. NYSE
Assuming 30 trading days horizon, Shanghai is expected to generate 1.9 times more return on investment than NYSE. However, Shanghai is 1.9 times more volatile than NYSE. It trades about -0.13 of its potential returns per unit of risk. NYSE is currently generating about -0.3 per unit of risk. If you would invest 279,748 in Shanghai on September 22, 2018 and sell it today you would lose (14,260) from holding Shanghai or give up 5.1% of portfolio value over 30 days.
Pair Corralation between Shanghai and NYSE