This module allows you to analyze existing cross correlation between Jakarta Comp and OSE All. You can compare the effects of market volatilities on Jakarta Comp and OSE All 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 OSE All. See also your portfolio center. Please also check ongoing floating volatility patterns of Jakarta Comp and OSE All.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Jakarta Comp is expected to generate 0.63 times more return on investment than OSE All. However, Jakarta Comp is 1.59 times less risky than OSE All. It trades about 0.24 of its potential returns per unit of risk. OSE All is currently generating about 0.12 per unit of risk. If you would invest 591,053 in Jakarta Comp on October 19, 2017 and sell it today you would earn a total of 14,120 from holding Jakarta Comp or generate 2.39% return on investment over 30 days.