|Horizon||30 Days Login to change|
Shanghai vs. NZSE
Assuming 30 trading days horizon, Shanghai is expected to generate 1.74 times more return on investment than NZSE. However, Shanghai is 1.74 times more volatile than NZSE. It trades about -0.18 of its potential returns per unit of risk. NZSE is currently generating about -0.32 per unit of risk. If you would invest 279,748 in Shanghai on September 23, 2018 and sell it today you would lose (20,265) from holding Shanghai or give up 7.24% of portfolio value over 30 days.
Pair Corralation between Shanghai and NZSE