Bursa Malaysia (Exotistan) Market Value

KLSE -  Exotistan Index  

 1,493  1.60  0.11%

Bursa Malaysia's market value is the price at which a share of Bursa Malaysia stock trades on a public exchange. It measures the collective expectations of Bursa Malaysia investors about the entity's future performance. With this module, you 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 a given investment horizon. Check out 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.
Symbol
Backtest

Please note, there is a significant difference between Bursa Malaysia's value and its price as these two are different measures arrived at by different means. Investors typically determine Bursa Malaysia value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bursa Malaysia's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Bursa Malaysia 'What if' Analysis

In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Bursa Malaysia's index what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Bursa Malaysia.
0.00
07/03/2021
No Change 0.00  0.0 
In 31 days
08/02/2021
0.00
If you would invest  0.00  in Bursa Malaysia on July 3, 2021 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 30 days.

Bursa Malaysia Upside/Downside Indicators

Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Bursa Malaysia's index current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Bursa Malaysia upside and downside potential and time the market with a certain degree of confidence.

Bursa Malaysia Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Bursa Malaysia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bursa Malaysia's standard deviation. In reality, there are many statistical measures that can use Bursa Malaysia historical prices to predict the future Bursa Malaysia's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Bursa Malaysia's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Bursa Malaysia in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
1,4921,4931,494
Details
Intrinsic
Valuation
LowReal ValueHigh
1,3441,5201,521
Details
Naive
Forecast
LowNext ValueHigh
1,4951,4961,496
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
1,4951,5211,547
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Bursa Malaysia. Your research has to be compared to or analyzed against Bursa Malaysia's peers to derive any actionable benefits. When done correctly, Bursa Malaysia's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Bursa Malaysia.

Bursa Malaysia Backtested Returns

Bursa Malaysia secures Sharpe Ratio (or Efficiency) of -0.19, which signifies that the index had -0.19% of return per unit of risk over the last 3 months. Macroaxis standpoint towards foreseeing the risk of any index is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Bursa Malaysia exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away.
The index shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. Let's try to break down what Bursa's beta means in this case. 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. Our philosophy towards foreseeing any index's future performance 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-one different technical indicators, which can help you to evaluate its performance.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
  (0.14)   

Insignificant reverse predictability

Bursa Malaysia has insignificant reverse predictability. Overlapping area represents the amount of predictability between Bursa Malaysia time series from 3rd of July 2021 to 18th of July 2021 and 18th of July 2021 to 2nd of August 2021. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bursa Malaysia price movement. The serial correlation of -0.14 indicates that less than 14.0% of current Bursa Malaysia price fluctuation can be explain by its past prices. Given that Bursa Malaysia has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Bursa Malaysia for similar time interval.
Correlation Coefficient-0.14
Spearman Rank Test-0.15
Residual Average0.0
Price Variance113.07

Bursa Malaysia lagged returns against current returns

Autocorrelation, which is Bursa Malaysia index's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Bursa Malaysia's index expected returns. We can calculate the autocorrelation of Bursa Malaysia returns to help us make a trade decision. For example, suppose you find that Bursa Malaysia index has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the stock movement to match the lagging time series.
 Current and Lagged Values 
Share
      Timeline 

Bursa Malaysia regressed lagged prices vs. current prices

Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Bursa Malaysia index is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bursa Malaysia index is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bursa Malaysia index over time.
 Current vs Lagged Prices 
Share
      Timeline 

Bursa Malaysia Lagged Returns

When evaluating Bursa Malaysia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bursa Malaysia index have on its future price. Bursa Malaysia autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Bursa Malaysia autocorrelation shows the relationship between Bursa Malaysia index current value and its past values and can show if there is a momentum factor associated with investing in Bursa Malaysia.
 Regressed Prices 
Share
      Timeline 

Bursa Malaysia Investors Sentiment

The influence of Bursa Malaysia's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Bursa. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.

Current Sentiment - KLSE

Bursa Malaysia Investor Sentiment

Macroaxis traders are unemotional in their take regarding direction of Bursa Malaysia Index. What is your opinion about investing in Exotistan companies? Are you bullish or bearish on Bursa Malaysia?
Bullish
Bearish
50% Bullish
50% Bearish
Skip

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity..
Check out 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. Note that the Bursa Malaysia information on this page should be used as a complementary analysis to other Bursa Malaysia's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try My Watchlist Analysis module to analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like.

Other Tools for Bursa Index

When running Bursa Malaysia price analysis, check to measure Bursa Malaysia's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Bursa Malaysia is operating at the current time. Most of Bursa Malaysia's value examination focuses on studying past and present price action to predict the probability of Bursa Malaysia's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Bursa Malaysia's price. Additionally, you may evaluate how the addition of Bursa Malaysia to your portfolios can decrease your overall portfolio volatility.
Price Ceiling Movement
Calculate and plot Price Ceiling Movement for different equity instruments
Go
Fund Screener
Find activelly-traded funds from around the world traded on over 30 global exchanges
Go
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Headlines Timeline
Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity
Go
Money Managers
Screen money managers from public funds and ETFs managed around the world
Go
Probability Of Bankruptcy
Get analysis of equity chance of financial distress in the next 2 years
Go
Idea Breakdown
Analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes
Go
Equity Valuation
Check real value of public entities based on technical and fundamental data
Go
Bond Directory
Find actively traded corporate debentures issued by US companies
Go
Portfolio Diagnostics
Use generated alerts and portfolio events aggregator to diagnose current holdings
Go
Instant Ratings
Determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance
Go
Money Flow Index
Determine momentum by analyzing Money Flow Index and other technical indicators
Go