Bursa Malaysia (Exotistan) Volatility

BM
KLSE -- Exotistan Index  

 1,521  20.23  1.35%

Bursa Malaysia secures Sharpe Ratio (or Efficiency) of 0.22, which signifies that the index had 0.22% of return per unit of risk over the last 3 months. Our philosophy towards foreseeing the volatility of an index is to use all available market data together with index specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Bursa Malaysia, which you can use to evaluate future volatility of the entity.

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Bursa Malaysia Index volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Bursa daily returns, and it is calculated using variance and standard deviation. We also use Bursa's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Bursa Malaysia volatility.

Bursa Malaysia Volatility Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Bursa Malaysia Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Bursa Malaysia moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Bursa Malaysia Projected Return Density Against Market

 Predicted Return Density 
      Returns 

About Bursa Malaysia Volatility

Volatility is a rate at which the price of Bursa Malaysia or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Bursa Malaysia may increase or decrease. In other words, similar to Bursa's beta indicator, it measures the risk of Bursa Malaysia and helps estimate the fluctuations that may happen in a short period of time. So if prices of Bursa Malaysia fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility. Please read more on our technical analysis page.

Bursa Malaysia Investment Opportunity

DOW has a standard deviation of returns of 2.09 and is 1.99 times more volatile than Bursa Malaysia. of all equities and portfolios are less risky than Bursa Malaysia. Compared to the overall equity markets, volatility of historical daily returns of Bursa Malaysia is lower than 9 () of all global equities and portfolios over the last 30 days. Use Bursa Malaysia to enhance returns of your portfolios. The index experiences a large bullish trend. Check odds of Bursa Malaysia to be traded at 1673.32 in 30 days. . Let's try to break down what Bursa's beta means in this case. The returns on DOW and Bursa Malaysia are completely uncorrelated.

Bursa Malaysia Additional Risk Indicators

The analysis of various secondary risk indicators of Bursa Malaysia is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Bursa Malaysia investment, and either accepting that risk or mitigating it. Along with some common measures of Bursa Malaysia stock risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging your existing portfolio. Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing the like to determine which investment holds the most risk.
Risk Adjusted Performance0.3749
Mean Deviation0.9138
Semi Deviation1.15
Downside Deviation1.43
Coefficient Of Variation546.45
Standard Deviation1.21
Variance1.46

Bursa Malaysia Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
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Macroaxis is not a registered investment advisor or broker/dealer. All investments, including stocks, funds, ETFs, or cryptocurrencies, are speculative and involve substantial risk of loss. We encourage our investors to invest carefully. Much of our information is derived directly from data published by companies or submitted to governmental agencies which we believe are reliable, but are without our independent verification. Therefore, we cannot assure you that the information is accurate or complete. We do not in any way warrant or guarantee the success of any action you take in reliance on our statements or recommendations. Also, note that past performance is not necessarily indicative of future results. All investments carry risk, and all investment decisions of an individual remain the responsibility of that individual. There is no guarantee that systems, indicators, or signals will result in profits or that they will not result in losses. All investors are advised to fully understand all risks associated with any investing they choose to do. Hypothetical or simulated performance is not indicative of future results. We make no representations or warranties that any investor will, or is likely to, achieve profits similar to those shown because hypothetical or simulated performance is not necessarily indicative of future results. For more information please visit our terms and condition page