This module allows you to analyze existing cross correlation between Jakarta Comp and Taiwan Wtd. You can compare the effects of market volatilities on Jakarta Comp and Taiwan Wtd 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 Taiwan Wtd. See also your portfolio center. Please also check ongoing floating volatility patterns of Jakarta Comp and Taiwan Wtd.
|Investment Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Jakarta Comp is expected to generate 465.53 times more return on investment than Taiwan Wtd. However, Jakarta Comp is 465.53 times more volatile than Taiwan Wtd. It trades about 0.21 of its potential returns per unit of risk. Taiwan Wtd is currently generating about 0.05 per unit of risk. If you would invest 595,267 in Jakarta Comp on October 23, 2017 and sell it today you would earn a total of 5,436,595 from holding Jakarta Comp or generate 913.3% return on investment over 30 days.