|Horizon||30 Days Login to change|
Shanghai vs. OMXVGI
Assuming 30 trading days horizon, Shanghai is expected to under-perform the OMXVGI. In addition to that, Shanghai is 2.31 times more volatile than OMXVGI. It trades about -0.27 of its total potential returns per unit of risk. OMXVGI is currently generating about -0.17 per unit of volatility. If you would invest 69,052 in OMXVGI on September 21, 2018 and sell it today you would lose (1,703) from holding OMXVGI or give up 2.47% of portfolio value over 30 days.
Pair Corralation between Shanghai and OMXVGI