|Horizon||30 Days Login to change|
Seoul Comp vs. Jakarta Comp
Assuming 30 trading days horizon, Seoul Comp is expected to under-perform the Jakarta Comp. In addition to that, Seoul Comp is 1.49 times more volatile than Jakarta Comp. It trades about -0.35 of its total potential returns per unit of risk. Jakarta Comp is currently generating about -0.06 per unit of volatility. If you would invest 589,548 in Jakarta Comp on September 22, 2018 and sell it today you would lose (5,819) from holding Jakarta Comp or give up 0.99% of portfolio value over 30 days.
Pair Corralation between Seoul Comp and Jakarta Comp