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.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Jakarta Comp is expected to generate 1.17 times less return on investment than OSE All. In addition to that, Jakarta Comp is 1.45 times more volatile than OSE All. It trades about 0.37 of its total potential returns per unit of risk. OSE All is currently generating about 0.63 per unit of volatility. If you would invest 88,883 in OSE All on December 18, 2017 and sell it today you would earn a total of 5,078 from holding OSE All or generate 5.71% return on investment over 30 days.