Asset Comparison and Correlation |
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| Jakarta Comp vs AEX Amsterdam |
Assuming 30 trading days horizon, Jakarta Comp is expected to under-perform the AEX Amsterda. In addition to that, Jakarta is 1.85 times more volatile than AEX Amsterdam. It trades about -0.2 of its total potential returns per unit of risk. AEX Amsterdam is currently generating about -0.32 per unit of volatility. If you would invest 37,211 in AEX Amsterdam on May 20, 2013 and sell it today you would lose (2,102) from holding AEX Amsterdam or give up 5.65% of portfolio value over 30 days. |
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