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FTSE/JSE Top 40 Live Chart, Factor Exposure & Free Data

FTSE/JSE Top 40 Live Price, Chart & Factor Exposure Free Data & Analytics Access

FTSE/JSE Top 40 · I.JTOPI · South Africa
Use symbol I.JTOPI in our API & Excel add-in to retrieve this data.
99,863.02
(-1.28%)
? 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 -25%
Bubble Risk LOW
Volatility (20-Day Rolling) 14.73%

FTSE/JSE Top 40 Forecast

FTSE/JSE Top 40 short-term price forecast is aSELL since short-term momentum is -50.00%. FTSE/JSE Top 40 long-term forecast is aSELL since long-term trend is -25.00%. FTSE/JSE Top 40 price based on realized volatility has a forecasted price between 99,862.09 to 99,863.95 on a daily basis, 99,860.98 to 99,865.06 on a weekly basis, 99,858.77 to 99,867.27 on a monthly basis, and 99,848.29 to 99,877.75 on an annual basis.

FTSE/JSE Top 40 Price Chart

FTSE/JSE Top 40 Factors

Factor exposure for FTSE/JSE Top 40 — 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
 -0.75 signal, −1 to +1 no factor history — no forward return, and no volatility to measure it against Strong Negative
Mean Reversion
 0 price vs 250d mean no factor history — no forward return, and no volatility to measure it against Neutral
20DVol
 0.677 annualised no factor history — no forward return, and no volatility to measure it against High

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/JSE Top 40

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Statistical Distribution of Returns

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About FTSE/JSE Top 40 (South Africa)

FTSE/JSE Top 40 (South Africa) 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/JSE Top 40?
FTSE/JSE Top 40 is a financial market series for South Africa. This page shows its live price, historical chart, the factors driving its weekly returns, and statistical analysis.
What factors affect FTSE/JSE Top 40?
The Factor Analysis section attributes FTSE/JSE Top 40 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/JSE Top 40 historical data?
Yes. The last 10 years of FTSE/JSE Top 40 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/JSE Top 40 analysed statistically?
The Statistical Analysis section covers the return distribution, drawdowns, monthly seasonality, volatility clustering and tail-risk metrics.
Is the FTSE/JSE Top 40 data updated in real time?
FTSE/JSE Top 40 shows a live/intraday chart plus end-of-day historical data updated daily.

Free FTSE/JSE Top 40 historical data (last 10 years)

Browse or instantly download the last 10 years of FTSE/JSE Top 40 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
2026-09-23103823
2026-09-22105618
2026-09-21105343
2026-09-18105242
2026-09-17106553
2026-09-16105986
2026-09-15106495
2026-09-14106066
2026-09-11107759
2026-09-10107552
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