|Horizon||30 Days Login to change|
NYSE vs. OMXVGI
Given the investment horizon of 30 days, NYSE is expected to under-perform the OMXVGI. In addition to that, NYSE is 1.4 times more volatile than OMXVGI. It trades about -0.16 of its total potential returns per unit of risk. OMXVGI is currently generating about -0.17 per unit of volatility. If you would invest 68,849 in OMXVGI on September 18, 2018 and sell it today you would lose (1,745) from holding OMXVGI or give up 2.53% of portfolio value over 30 days.
Pair Corralation between NYSE and OMXVGI