::StockHome::

      Personal Online Notedesk

Web Resources

Global Market Indices

Country
Name
Yahoo Symbols
Argentina
Merval
Australia
All Ordinaries Index 
^AORD 
Austria
ATX 
Belgium
BEL-20-EURONEXT
Brazil
Bovespa
Canada
S&P TSX Composite
Egypt
CMA General Index
France
CAC 40
Germany
DAX
Hongkong
Hang Seng Index
India
BSE Sensex 30
Indonesia
Indeks Harga Saham Gabungan
Israel
Tel Aviv 100 Index
Italy
MIBTel
Japan
Nikkei 225 
Korea
Seoul Composite 
Malaysia
KLSE Composite 
Mexico
IPC
Netherlands
AEX General
New Zealand
NZSE 50 Index 
Norway
OSE All Share
^OSEAX 
S&P 500
S&P 500 Index
Shanghai
Shanghai Composite 
Singapore
Straits Times
Spain
Madrid General
Sweden
Stockholm General
Swiss
Swiss Market Index
Taiwan
Taiwan Weighted 
Thailand
Stock Exchange Of Thailand
United Kingdom
FTSE 100



Historical Data



Financial and Monetary



Online News



Online Communities

Recent Blog Entries

News Links



This relatively new focus of investor enthusiasm is always exciting with something happening all the time, somewhere in the world, promising the opportunity for huge profits.

However, emerging market investing may be a long-term cyclical phenomenon and not a steady, one-way path to riches. Certainly, the emerging market investment phase of more than the last decade is over.


Not only has capital been destroyed and confidence shattered but the idea of capital flows for superior return from developed countries to needy, developing ones is gone.
The need of institutional investors, such as pension funds, for objective information about investment managers —their people, products, processes, performance and principles —has led to the development of the institutional investment consulting industry.

Consultants can provide a useful service, often if pushed to go beyond mere support for ideas already grasped.

But they might just be needed to give credibility, especially to bodies like pension committees of boards of directors, where the staff people need more “cover.”
The “efficient market hypothesis” (EMH) says that at any given time, asset prices fully reflect all available information —that price movements do not follow any patterns or trends.

This means that past price movements cannot be used to predict future price movements. Rather, prices follow what is known as a “random walk,” an intrinsically unpredictable pattern.

In the world of the strong form EMH, trying to beat the market becomes a game of chance not skill.

A central challenge to the EMH is the existence of market anomalies: reliable, widely known and inexplicable patterns in returns, such as the “January effect.” In reality, markets are neither perfectly efficient nor completely inefficient.

All are efficient to a certain degree, but some more than others.
There are essentially two ways of analyzing investments: fundamental analysis and technical analysis. With the former, investors try to calculate the value of an asset, comparing the present value of the likely future cash flows with its current price.
With the latter, they focus exclusively on the asset’s price data, asking what its past price behaviour indicates about its likely future price behaviour. Market strategists believe that history tends to repeat itself.

They make price predictions on the basis of published data, looking for patterns and correlations, assessing trends, support and resistance levels. The true objective of technical analysis is to determine whether or not the ingredients of a healthy bull market are present — and to watch out for possible warning flags before a major decline or bear strikes.
A caricature of the investment world divides it into two camps: value investors, who buy stocks that have fallen in price in the belief that the rest of the market has missed a bargain; and growth or momentum investors, who buy stocks that have gone up in the hope that they turn out to have been “cheap at any price.” Value investors dispute the efficient market hypothesis, which suggests that prices reflect all available information, and see investment opportunities created by discrepancies between stock price and the underlying value of company assets.