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FTSE Malaysia KLCI Live Chart, Factor Exposure & Free Data

FTSE Malaysia KLCI Live Price, Chart & Factor Exposure Free Data & Analytics Access

FTSE Malaysia KLCI · I.KLSE · Malaysia
Use symbol I.KLSE in our API & Excel add-in to retrieve this data.
1,611.76
(-1.32%)
? Live Prices updated every 5-seconds. Momentum Factor ranges from -100 to +100 and is the mean of four timeframe signals (1 Day, 1 Week, 1 Month, 3 Months), where each timeframe is +1 if return is above 0 and -1 otherwise. Trend Factor ranges from -100 to +100 and is the mean of eight signals across 1-month, 3-months, 6-months, and 1-year, using price vs moving average and moving average slope (+1 or -1). A rollover occurs when trend flips sign. Bubble Risk is the z-score of current price vs 1-year price: (Current Price - 250 trading days SMA) / (250 days price standard deviation). Values above +2.5 indicate overbought; below -2.5 oversold. Realized Volatility (20-days) is the standard deviation of daily returns over the past 20 trading days multiplied by sqrt(252).
Momentum -50%
Trend -50%
Bubble Risk LOW
Volatility (20-Day Rolling) 8.99%

FTSE Malaysia KLCI Forecast

FTSE Malaysia KLCI short-term price forecast is aSELL since short-term momentum is -50.00%. FTSE Malaysia KLCI long-term forecast is aSELL since long-term trend is -50.00%. FTSE Malaysia KLCI price based on realized volatility has a forecasted price between 1,611.19 to 1,612.33 on a daily basis, 1,610.51 to 1,613.01 on a weekly basis, 1,609.16 to 1,614.36 on a monthly basis, and 1,602.77 to 1,620.75 on an annual basis.

FTSE Malaysia KLCI Price Chart

FTSE Malaysia KLCI Factors

Factor exposure for FTSE Malaysia KLCI — signals, relative value, risk-model betas and fundamentals, plus factor models published by contributors.

What each factor says now, and what the next week and month paid when it last said the same thing — annualised, against the volatility it came with.

Quantitative Factors

Factor Value Where in its own range Forward 1 week, annualised Forward 1 month, annualised n · hit Reading
in this state
return / vol		 all history
return / vol		 Sharpe in this state
return / vol		 all history
return / vol		 Sharpe
Momentum
 -0.5 signal, −1 to +1 no factor history — no forward return, and no volatility to measure it against Negative
Trend
 -0.5 signal, −1 to +1 no factor history — no forward return, and no volatility to measure it against Negative
Mean Reversion
 0 price vs 250d mean no factor history — no forward return, and no volatility to measure it against Neutral
20DVol
 -0.935 annualised no factor history — no forward return, and no volatility to measure it against Low

Annualised on trading-day offsets — the 1-week forward return is 5 trading days so ×50.4, the 1-month is 20 so ×12.6, volatility by the square root of the same. Sharpe is return ÷ volatility. No t-statistic: daily sampling overlaps these windows, so the observation count overstates the independent evidence behind them.

Research on FTSE Malaysia KLCI

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Statistical Distribution of Returns

Click for a quick guide to Distribution, Filters & Stats.
?

Filters

Factor Indicator Criteria Value And (for Between) Action


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About FTSE Malaysia KLCI

FTSE Malaysia KLCI is tracked on MacroFinance with a live and historical price chart, weekly factor-return attribution, statistical analysis (return distribution, drawdowns and seasonality), and free downloadable historical data (the last 10 years as CSV or JSON, no login).

Last updated: October 8, 2026

Frequently asked questions

What is FTSE Malaysia KLCI?
FTSE Malaysia KLCI is a financial market series for Malaysia. This page shows its live price, historical chart, the factors driving its weekly returns, and statistical analysis.
What factors affect FTSE Malaysia KLCI?
The Factor Analysis section attributes FTSE Malaysia KLCI weekly returns to drivers such as interest rates, inflation, the US dollar, oil, earnings, liquidity and volatility, with a contribution ranking for the latest period.
Where can I download free FTSE Malaysia KLCI historical data?
Yes. The last 10 years of FTSE Malaysia KLCI daily data are free to download as CSV or JSON directly from this page, with no login required. A free account unlocks the full history, an Excel export with factors, and API access.
How is FTSE Malaysia KLCI analysed statistically?
The Statistical Analysis section covers the return distribution, drawdowns, monthly seasonality, volatility clustering and tail-risk metrics.
Is the FTSE Malaysia KLCI data updated in real time?
FTSE Malaysia KLCI shows a live/intraday chart plus end-of-day historical data updated daily.

Free FTSE Malaysia KLCI historical data (last 10 years)

Browse or instantly download the last 10 years of FTSE Malaysia KLCI daily price history. A free account unlocks the full history, an Excel export with factors, and API access.

Download CSV (10y)Download JSON (10y)Full history, Excel & API (free account)

DateClose
2026-09-251671.62
2026-09-241672.31
2026-09-231676.43
2026-09-221683.5
2026-09-211666.94
2026-09-181672.65
2026-09-171674.74
2026-09-151690.97
2026-09-141694.38
2026-09-111686.74
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