|Horizon||30 Days Login to change|
Straits Tms vs. Jakarta Comp
Given the investment horizon of 30 days, Straits Tms is expected to under-perform the Jakarta Comp. But the index apears to be less risky and, when comparing its historical volatility, Straits Tms is 1.67 times less risky than Jakarta Comp. The index trades about -0.14 of its potential returns per unit of risk. The Jakarta Comp is currently generating about -0.05 of returns per unit of risk over similar time horizon. If you would invest 589,219 in Jakarta Comp on August 19, 2018 and sell it today you would lose (8,040) from holding Jakarta Comp or give up 1.36% of portfolio value over 30 days.
Pair Corralation between Straits Tms and Jakarta Comp