|Horizon||30 Days Login to change|
Hang Seng vs. Jakarta Comp
Given the investment horizon of 30 days, Hang Seng is expected to under-perform the Jakarta Comp. But the index apears to be less risky and, when comparing its historical volatility, Hang Seng is 1.01 times less risky than Jakarta Comp. The index trades about -0.16 of its potential returns per unit of risk. The Jakarta Comp is currently generating about -0.09 of returns per unit of risk over similar time horizon. If you would invest 602,596 in Jakarta Comp on August 26, 2018 and sell it today you would lose (14,374) from holding Jakarta Comp or give up 2.39% of portfolio value over 30 days.
Pair Corralation between Hang Seng and Jakarta Comp