This module allows you to analyze existing cross correlation between Jakarta Comp and Swiss Mrt. You can compare the effects of market volatilities on Jakarta Comp and Swiss Mrt 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 Swiss Mrt. See also your portfolio center. Please also check ongoing floating volatility patterns of Jakarta Comp and Swiss Mrt.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Jakarta Comp is expected to generate 1.08 times more return on investment than Swiss Mrt. However, Jakarta Comp is 1.08 times more volatile than Swiss Mrt. It trades about 0.35 of its potential returns per unit of risk. Swiss Mrt is currently generating about 0.04 per unit of risk. If you would invest 616,767 in Jakarta Comp on December 19, 2017 and sell it today you would earn a total of 27,685 from holding Jakarta Comp or generate 4.49% return on investment over 30 days.