Market Volatility

This writing is come up from two questions:
1. Does volatility increase through time?
2. If it does, what’s the reason?

We try to look at JCI, LQ45, and JII:

Standard Deviation

JCI or JII?

The common perception of Syaria equity investment is: safety and low risk. But is it true?

The fact is from 2001 – 2009, Syaria equity investment (which we use Jakarta Islamic Index/JII as proxy) 70% gave outperform return compared to the conventional one (Jakarta Composite Index/JCI). Only in 2004 and 2008 the JCI outperform JII. From the return point of view, JII seems attractive than JCI.

Asian Indices Correlation – Revisited

This writing is actually an extended version from this previous one. This time I try to analyze with a more broad time period (from 2005 – 2009). I will not explain more detail because basically it has the same idea from the previous writing except I used a broader period of time. So here’s the summary I got:

Indonesia Mutual Fund Industry – a little research

Recently I made a little research about the Mutual Fund industry in Indonesia. But since the public data is very very hard to collect, the research is far from comprehense and sharp analytic one. If you want to read you can download the file here.

I’d like to hear some input from you. Thank you.

PS. The research is in Bahasa Indonesia