Jakarta Comp (Indonesia) Profile

6,620
0.004  0.0001%
67%
49%
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Jakarta Comp Price Boundaries

DOW has a standard deviation of returns of 1.73 and is 2.4 times more volatile than Jakarta Comp. 6% of all equities and portfolios are less risky than Jakarta Comp. Compared to the overall equity markets, volatility of historical daily returns of Jakarta Comp is lower than 6 (%) of all global equities and portfolios over the last 30 days. Use Jakarta Comp to protect against small markets fluctuations. The index experiences normal downward trend and little activity. Check odds of Jakarta Comp to be traded at 6553.6 in 30 days. The returns on DOW and Jakarta Comp are completely uncorrelated
DOW has a standard deviation of returns of 1.73 and is 2.4 times more volatile than Jakarta Comp. 6% of all equities and portfolios are less risky than Jakarta Comp. Compared to the overall equity markets, volatility of historical daily returns of Jakarta Comp is lower than 6 (%) of all global equities and portfolios over the last 30 days. Use Jakarta Comp to protect against small markets fluctuations. The index experiences normal downward trend and little activity. Check odds of Jakarta Comp to be traded at 6553.6 in 30 days. The returns on DOW and Jakarta Comp are completely uncorrelated

Jakarta Comp Global Risk-Return Landscape

 Daily Expected Return (%) 
      Risk (%) 

Jakarta Comp Price Dispersion

 6,505 
  
 6,479 
26.65  0.41%
Lowest period price (30 days)
 6,611 
  
 6,689 
78.56  1.19%
Highest period price (30 days)

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 Predicted Return Density 
      Returns 
Best
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Estimated Market Risk

 0.72
  actual daily
 
 94 %
of total potential
  

Expected Return

 -0.02
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.03
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Jakarta Comp is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Jakarta Comp by adding it to a well-diversified portfolio.

Jakarta Comp against other indexes

Strait  1.28 %   
0%
88.0%
Taiwan  1.24 %   
0%
85.0%
Hang S  0.97 %   
0%
66.0%
Bursa   0.35 %   
0%
23.0%
NYSE  0.0005 %   
0%
1.0%
Russia  0.0001 %   
0%
1.0%
OMXRGI  0.0001 %   
0%
1.0%
OMXVGI  0.0001 %   
0%
1.0%
Seoul   0.00 %   
0%
0%
Nasdaq  0.00 %   
0%
0%
BSE  0.00 %   
0%
0%
Madrid  0.00 %   
0%
0%
OSE Al  0.00 %   
0%
0%
NIKKEI  0.00 %   
0%
0%
CAC 40  0.00 %   
0%
0%
Greece  0.00 %   
0%
0%
DOW  0.00 %   
0%
0%
SPTSX   0.00 %   
0%
0%
NQTH  0.00 %   
0%
0%
Bovesp  0.00 %   
0%
0%
Jakart  0.0001 %   
1.0%
0%
Stockh  0.0001 %   
1.0%
0%
Israel  0.0002 %   
1.0%
0%
NQEGT  0.0003 %   
1.0%
0%
NQPH  0.1 %   
6.0%
0%
EURONE  0.16 %   
10.0%
0%
Swiss   0.21 %   
14.0%
0%
NZSE  0.24 %   
16.0%
0%
ATX  0.27 %   
18.0%
0%
IBEX 3  0.55 %   
37.0%
0%
IPC  0.67 %   
46.0%
0%
MerVal  1.17 %   
80.0%
0%
FTSE M  1.45 %   
100.0%
0%
 Embed Financials for Jakarta Comp

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