|Horizon||30 Days Login to change|
NYSE vs. NIKKEI 225
Given the investment horizon of 30 days, NYSE is expected to generate 1.03 times less return on investment than NIKKEI 225. But when comparing it to its historical volatility, NYSE is 1.39 times less risky than NIKKEI 225. It trades about 0.01 of its potential returns per unit of risk. NIKKEI 225 is currently generating about 0.01 of returns per unit of risk over similar time horizon. If you would invest 2,227,130 in NIKKEI 225 on October 13, 2018 and sell it today you would lose (142.00) from holding NIKKEI 225 or give up 0.01% of portfolio value over 30 days.
Pair Corralation between NYSE and NIKKEI 225