Jakarta Comp (Indonesia) Performance

JKSE -- Indonesia Index  

 6,253  42.77  0.68%

The index retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Jakarta Comp are completely uncorrelated. Even though it is essential to pay attention to Jakarta Comp current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any index is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Jakarta Comp exposes twenty-one different technical indicators which can help you to evaluate its performance.
Horizon     30 Days    Login   to change

Jakarta Comp Relative Risk vs. Return Landscape

If you would invest  628,846  in Jakarta Comp on July 22, 2019 and sell it today you would lose (3,549)  from holding Jakarta Comp or give up 0.56% of portfolio value over 30 days. Jakarta Comp is currently producing negative expected returns and takes up 0.6489% volatility of returns over 30 trading days. Put another way, 5% of traded equities are less volatile than the company and 99% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Jakarta Comp is expected to generate 0.69 times more return on investment than the market. However, the company is 1.45 times less risky than the market. It trades about -0.01 of its potential returns per unit of risk. The DOW is currently generating roughly -0.05 per unit of risk.

Jakarta Comp Market Risk Analysis

Sharpe Ratio = -0.0146
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Jakarta Comp Relative Performance Indicators

Estimated Market Risk
 0.65
  actual daily
 
 5 %
of total potential
 
55
Expected Return
 -0.01
  actual daily
 
 0 %
of total potential
 
00
Risk-Adjusted Return
 -0.01
  actual daily
 
 0 %
of total potential
 
00
Based on monthly moving average Jakarta Comp is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Jakarta Comp by adding it to a well-diversified portfolio.

Jakarta Comp Alerts

Equity Alerts and Improvement Suggestions

Jakarta Comp generates negative expected return over the last 30 days
See also Your Current Watchlist. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.
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