This module allows you to analyze existing cross correlation between Jakarta Comp and ISEQ. You can compare the effects of market volatilities on Jakarta Comp and ISEQ 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 ISEQ. See also your portfolio center. Please also check ongoing floating volatility patterns of Jakarta Comp and ISEQ.
|Time Horizon||30 Days Login to change|
Jakarta Comp vs. ISEQ
Assuming 30 trading days horizon, Jakarta Comp is expected to under-perform the ISEQ. In addition to that, Jakarta Comp is 1.09 times more volatile than ISEQ. It trades about -0.13 of its total potential returns per unit of risk. ISEQ is currently generating about 0.02 per unit of volatility. If you would invest 679,134 in ISEQ on March 23, 2018 and sell it today you would earn a total of 3,638 from holding ISEQ or generate 0.54% return on investment over 30 days.