This module allows you to analyze existing cross correlation between Swiss Mrt and Jakarta Comp. You can compare the effects of market volatilities on Swiss Mrt 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 Swiss Mrt with a short position of Jakarta Comp. See also your portfolio center. Please also check ongoing floating volatility patterns of Swiss Mrt and Jakarta Comp.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Swiss Mrt is expected to generate 3.26 times less return on investment than Jakarta Comp. But when comparing it to its historical volatility, Swiss Mrt is 1.08 times less risky than Jakarta Comp. It trades about 0.14 of its potential returns per unit of risk. Jakarta Comp is currently generating about 0.41 of returns per unit of risk over similar time horizon. If you would invest 622,101 in Jakarta Comp on December 22, 2017 and sell it today you would earn a total of 26,989 from holding Jakarta Comp or generate 4.34% return on investment over 30 days.