Bursa Malaysia's market value is the price at which a share of Bursa Malaysia trades on a public exchange. It measures the collective expectations of Bursa Malaysia Construction investors about its performance. Bursa Malaysia is listed for 321.04 as of the 19th of July 2025. This is a 3.43% increase since the beginning of the trading day. The index's open price was 310.4. With this module, you can estimate the performance of a buy and hold strategy of Bursa Malaysia Construction and determine expected loss or profit from investing in Bursa Malaysia over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any index could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
Bursa
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
04/20/2025
No Change 0.00
0.0
In 3 months and 1 day
07/19/2025
0.00
If you would invest 0.00 in Bursa Malaysia on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Bursa Malaysia Construction or generate 0.0% return on investment in Bursa Malaysia over 90 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 Construction upside and downside potential and time the market with a certain degree of confidence.
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.
Bursa Malaysia Const secures Sharpe Ratio (or Efficiency) of 0.31, which signifies that the index had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Bursa Malaysia Construction, which you can use to evaluate the volatility of the entity. The index shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Bursa Malaysia are completely uncorrelated.
Auto-correlation
0.49
Average predictability
Bursa Malaysia Construction has average predictability. Overlapping area represents the amount of predictability between Bursa Malaysia time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. 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 Const price movement. The serial correlation of 0.49 indicates that about 49.0% of current Bursa Malaysia price fluctuation can be explain by its past prices.
Correlation Coefficient
0.49
Spearman Rank Test
0.65
Residual Average
0.0
Price Variance
34.71
Bursa Malaysia Const 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 has exhibited high autocorrelation historically, and you observe that the index is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
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
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 Construction.
Regressed Prices
Timeline
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.