Bursa Malaysia Hype Analysis, Bursa Malaysia Correlation, Portfolio Optimization, Bursa Malaysia Volatility as well as analyze Bursa Malaysia Alpha and Beta and Bursa Malaysia Performance.With this equity back-testing module your can estimate the performance of a buy and hold strategy of Bursa Malaysia and determine expected loss or profit from investing in Bursa Malaysia over given investment horizon. See also
|Horizon||30 Days Login to change|
Bursa Malaysia 'What if' Analysis
March 25, 20190.00
May 24, 20190.00
If you would invest 0.00 in Bursa Malaysia on March 25, 2019 and sell it all today you would earn a total of 0.00 from holding Bursa Malaysia or generate 0.0% return on investment in Bursa Malaysia over 60 days.
Bursa Malaysia Upside/Downside Indicators
|Value At Risk||(0.93)|
Bursa Malaysia Market Premium Indicators
|Risk Adjusted Performance||(0.17)|
|Total Risk Alpha||(0.12)|
Bursa Malaysia Backtested Returns
Bursa Malaysia secures Sharpe Ratio (or Efficiency) of -0.1691 which signifies that the index had -0.1691% of return per unit of risk over the last 2 months. Macroaxis philosophy towards foreseeing 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. Bursa Malaysia exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. The organization shows Beta (market volatility) of 0.0 which signifies that the returns on MARKET and Bursa Malaysia are completely uncorrelated. Even though it is essential to pay attention to Bursa Malaysia historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy towards foreseeing 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. Bursa Malaysia exposes twenty-eight different technical indicators which can help you to evaluate its performance.
|15 days auto-correlation||0.71|
|Spearman Rank Test||0.54|
Bursa Malaysia lagged returns against current returns
Current and Lagged Values
Bursa Malaysia regressed lagged prices vs. current prices
Current vs Lagged Prices
Bursa Malaysia Lagged Returns
Also Currentnly Active
Purchased over 100 shares of
Purchased few shares of
See also Bursa Malaysia Hype Analysis, Bursa Malaysia Correlation, Portfolio Optimization, Bursa Malaysia Volatility as well as analyze Bursa Malaysia Alpha and Beta and Bursa Malaysia Performance. Please also try Commodity Channel Index module to use commodity channel index to analyze current equity momentum.