This module allows you to analyze existing cross correlation between Bursa Malaysia and Jakarta Comp. You can compare the effects of market volatilities on Bursa Malaysia and Jakarta Comp 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 Bursa Malaysia with a short position of Jakarta Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of Bursa Malaysia and Jakarta Comp.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Bursa Malaysia is expected to generate 1.08 times more return on investment than Jakarta Comp. However, Bursa Malaysia is 1.08 times more volatile than Jakarta Comp. It trades about 0.07 of its potential returns per unit of risk. Jakarta Comp is currently generating about 0.01 per unit of risk. If you would invest 183,804 in Bursa Malaysia on January 23, 2018 and sell it today you would earn a total of 1,795 from holding Bursa Malaysia or generate 0.98% return on investment over 30 days.