|Horizon||30 Days Login to change|
Shanghai vs. XU100
Assuming 30 trading days horizon, Shanghai is expected to under-perform the XU100. But the index apears to be less risky and, when comparing its historical volatility, Shanghai is 1.51 times less risky than XU100. The index trades about -0.02 of its potential returns per unit of risk. The XU100 is currently generating about 0.35 of returns per unit of risk over similar time horizon. If you would invest 8,873,476 in XU100 on August 26, 2018 and sell it today you would earn a total of 1,081,268 from holding XU100 or generate 12.19% return on investment over 30 days.
Pair Corralation between Shanghai and XU100