This module allows you to analyze existing cross correlation between Jakarta Comp and AEX Amsterdam. You can compare the effects of market volatilities on Jakarta Comp and AEX Amsterdam 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 Jakarta Comp with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of Jakarta Comp and AEX Amsterdam.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Jakarta Comp is expected to generate 0.06 times more return on investment than AEX Amsterdam. However, Jakarta Comp is 16.31 times less risky than AEX Amsterdam. It trades about 0.18 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.21 per unit of risk. If you would invest 592,920 in Jakarta Comp on October 18, 2017 and sell it today you would earn a total of 10,871 from holding Jakarta Comp or generate 1.83% return on investment over 30 days.