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Benchmark SP 500  1,642   9.70  Index Moved Down -0.59% United States ...


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Collecting data for ^JKSE and AEX ...

Asset Comparison and Correlation

    
Investment horizon: 
  30 Days    Login   to change
 
 Jakarta Comp  vs   AEX Amsterdam
World Correlation Matrix  
Daily Returns (%)
JKSE   AEX   
 
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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.

Diversification

Good diversification
Overlapping area represents amount of risk that can be diversified away by holding Jakarta Comp and AEX Amsterdam in the same portfolio assuming nothing else is changed

Correlation Coefficient

-0.07
Parameters
Time Period1 Month [change]
DirectionNegative ^JKSE Moved Down vs AEX.AS
StrengthInsignificant
Accuracy85.71%
ValuesDaily Returns
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Predicted Return Density
 
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Returns   
JKSE   AEX   

Jakarta Comp

 
    
Jakarta
Performance
0
Out Of
100
Over 30
Days
    

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AEX Amsterdam

 
    
AEX Amsterda
Performance
0
Out Of
100
Over 30
Days
    

Match-ups for AEX Amsterda

iShares Barclays 20+ Year Treas Bond vs. AEX Amsterdam
SPDR Dow Jones REIT vs. AEX Amsterdam
ActivIdentity Corporation vs. AEX Amsterdam
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Iridium Communications Inc vs. AEX Amsterdam
iShares MSCI ACWI ex US Financials Index vs. AEX Amsterdam
WPCS International Incorporated vs. AEX Amsterdam
Craft Brewers Alliance Inc vs. AEX Amsterdam
iShares Russell 2000 Index vs. AEX Amsterdam


 
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