|Horizon||30 Days Login to change|
NYSE vs. Jakarta Comp
Given the investment horizon of 30 days, NYSE is expected to under-perform the Jakarta Comp. In addition to that, NYSE is 1.17 times more volatile than Jakarta Comp. It trades about -0.23 of its total potential returns per unit of risk. Jakarta Comp is currently generating about -0.09 per unit of volatility. If you would invest 593,126 in Jakarta Comp on September 20, 2018 and sell it today you would lose (9,397) from holding Jakarta Comp or give up 1.58% of portfolio value over 30 days.
Pair Corralation between NYSE and Jakarta Comp