This module allows you to analyze existing cross correlation between Jakarta Comp and Bursa Malaysia. You can compare the effects of market volatilities on Jakarta Comp and Bursa Malaysia 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 Bursa Malaysia. See also your portfolio center. Please also check ongoing floating volatility patterns of Jakarta Comp and Bursa Malaysia.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Jakarta Comp is expected to generate 5.29 times less return on investment than Bursa Malaysia. But when comparing it to its historical volatility, Jakarta Comp is 1.07 times less risky than Bursa Malaysia. It trades about 0.01 of its potential returns per unit of risk. Bursa Malaysia is currently generating about 0.04 of returns per unit of risk over similar time horizon. If you would invest 184,586 in Bursa Malaysia on January 25, 2018 and sell it today you would earn a total of 921.00 from holding Bursa Malaysia or generate 0.5% return on investment over 30 days.