Statistics

The market, measured

Breadth and sector rotation across every horizon, then a full statistical profile of the market for the window you choose.

Rotation

Sector returns across horizons

Market value weighted sector returns, ordered by year to date.

Sector performance across horizons, ordered by year-to-date return
Sector	Today	1W	1M	3M	6M	YTD	1Y
Manufacturing and Allied6 companies	−0.5%	+4.3%	+2.0%	+13.2%	+6.7%	+49.3%	+22.1%
Energy and Petroleum3 companies	+1.9%	+3.7%	+1.5%	+7.4%	+32.2%	+40.9%	+15.2%
Construction and Allied3 companies	+2.7%	+2.9%	+13.8%	+0.7%	−6.2%	+28.2%	+16.3%
Real Estate Investment Trusts2 companies	−0.5%	+2.3%	+11.3%	+5.8%	+5.5%	+23.2%	+16.2%
Agricultural6 companies	+0.5%	+1.2%	+5.1%	+7.2%	+3.8%	+19.1%	+18.8%
Telecommunication1 company	+0.9%	+4.9%	+1.6%	−5.1%	−1.2%	+18.7%	+25.0%
Automobiles and Accessories1 company	−0.4%	+0.6%	−9.4%	−5.2%	+7.2%	+16.2%	+14.0%
Investment3 companies	−1.8%	−3.1%	−3.0%	−8.5%	−0.1%	+15.2%	+13.4%
Insurance6 companies	+3.7%	+4.1%	+7.6%	+6.8%	+1.8%	+13.2%	+11.8%
Banking10 companies	+0.9%	+1.5%	+1.2%	+2.9%	+2.2%	+9.0%	+11.0%
Commercial and Services6 companies	+2.5%	+1.7%	+11.1%	−1.9%	−1.5%	+4.4%	−8.2%

Participation

Whether gains are broad or carried by a few large shares.

Advance-decline line, 12 monthsRunning total of advancing minus declining shares each session.

Shares above their 50-day averageCurrently 51% of listed shares trade above their 50-day moving average.

Window

Applies to every section below.

Kilele All Share Index

Last 12 months, 252 daily returns.

Annualised return: +17.7%; Average daily log return scaled to a year.
Volatility: 17.3%; Standard deviation of daily returns, scaled by the square root of 252.
Sharpe ratio: 0.50; Excess return over the 91-day bill rate per unit of volatility.
Sortino ratio: 0.75; Excess return per unit of downside volatility only.
Beta to KASI: -; How much the share moves for a 1 percent move in the market.
Alpha: -; Annual return left after adjusting for market exposure.
Correlation: -; Correlation of daily returns with the KASI, from -1 to 1.
Maximum drawdown: −10.4%; Largest fall from a peak to a later trough.
Value at risk, 95%: −1.66%; A daily loss exceeded on only 1 session in 20.
Expected shortfall: −2.17%; Average loss on the worst 5 percent of sessions.
Skewness: −0.07; Asymmetry of returns. Negative means more large down days.
Excess kurtosis: 0.71; Fat tails compared with a normal distribution.
Positive sessions: 52.4%; Share of sessions that closed higher.
Best session: +2.88%; Largest one-day gain in the window.
Worst session: −4.33%; Largest one-day loss in the window.

Distribution of daily returnsMean +0.071%, standard deviation 1.09%.

Rolling volatilityAnnualised over the previous 21 sessions.

Drawdown from peakDeepest fall −10.4% in this window.

Risk against reward

Annualised. Dot size shows market value. Select a dot to open the company.

Highlight

Co-movement

Pearson correlation of daily log returns. 1 moves together, 0 unrelated, negative moves apart.

NegativePositiveHover a cell to compare two shares.

Leaderboards

Last 12 months

Most sensitive to market moves.

Steadiest daily returns.

Most return per unit of risk.

Largest fall from a peak.

Calendar effects

Mean daily return of the index for sessions falling on each weekday or in each month.