Jakarta Comp Hype Analysis, Jakarta Comp Correlation, Portfolio Optimization, Jakarta Comp Volatility as well as analyze Jakarta Comp Alpha and Beta and Jakarta Comp Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Jakarta Comp and determine expected loss or profit from investing in Jakarta Comp over given investment horizon. See also
|Horizon||30 Days Login to change|
Jakarta Comp 'What if' Analysis
March 25, 20190.00
May 24, 20190.00
If you would invest 0.00 in Jakarta Comp on March 25, 2019 and sell it all today you would earn a total of 0.00 from holding Jakarta Comp or generate 0.0% return on investment in Jakarta Comp over 60 days.
Jakarta Comp Upside/Downside Indicators
|Value At Risk||(1.42)|
Jakarta Comp Market Premium Indicators
|Risk Adjusted Performance||(0.13)|
|Total Risk Alpha||(0.17)|
Jakarta Comp Backtested Returns
Jakarta Comp holds Efficiency (Sharpe) Ratio of -0.1557 which attests that the entity had -0.1557% of return per unit of risk over the last 2 months. Macroaxis philosophy towards determining risk of any index is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Jakarta Comp exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. 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-eight different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||0.05|
|Spearman Rank Test||0.14|
Jakarta Comp lagged returns against current returns
Current and Lagged Values
Jakarta Comp regressed lagged prices vs. current prices
Current vs Lagged Prices
Jakarta Comp Lagged Returns
Also Currentnly Active
Purchased over 100 shares of
Purchased few shares of
See also Jakarta Comp Hype Analysis, Jakarta Comp Correlation, Portfolio Optimization, Jakarta Comp Volatility as well as analyze Jakarta Comp Alpha and Beta and Jakarta Comp Performance. Please also try Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..