This module allows you to analyze existing cross correlation between ISEQ and Jakarta Comp. You can compare the effects of market volatilities on ISEQ and Jakarta Comp and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in ISEQ with a short position of Jakarta Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of ISEQ and Jakarta Comp.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, ISEQ is expected to under-perform the Jakarta Comp. In addition to that, ISEQ is 1.24 times more volatile than Jakarta Comp. It trades about -0.22 of its total potential returns per unit of risk. Jakarta Comp is currently generating about 0.1 per unit of volatility. If you would invest 649,090 in Jakarta Comp on January 19, 2018 and sell it today you would earn a total of 10,068 from holding Jakarta Comp or generate 1.55% return on investment over 30 days.