HURST Exponent

Developed Markets

Emerging Markets

Indices

RET

SQR

ABS

Indices

RET

SQR

ABS

AORD

0.5278

0.9123

0.9705

BUX

0.5391

0.8535

0.9256

AEX

0.5275

1.002

1.056

IBOVESPA

0.5059

0.8532

0.938

DAX

0.5199

0.9674

1.015

IPSA

0.5355

0.8354

0.9047

DJA

0.4824

0.9675

1.033

KLSE

0.5735

0.8443

0.8754

FCHI

0.4947

0.9512

1.002

KOSPI

0.5068

0.9428

0.969

FTSE 100

0.476

0.9489

1.016

MICEX

0.5262

0.9326

1.009

HANGSENG

0.5145

0.939

0.9788

MXXIPC

0.5103

0.8958

0.9492

NIKKEI

0.5238

0.8902

0.9656

NIFTY

0.537

0.893

0.9269

STRAITS TIMES

0.5577

0.9242

0.9634

SHCOMP

0.6087

0.8612

0.8717

TSX

0.5335

0.9802

1.053

TWII

0.5476

0.9579

0.9397

Lo Statistic

AORD

1.35

3.44

4.41

BUX

1.36

2.56

3.36

AEX

1.28

2.19

2.78

IBOVESPA

1.58

2.66

3.68

DAX

1.46

2.65

3.48

IPSA

1.59

2.3

2.75

DJA

1.19

2.68

2.69

KLSE

1.18

1.64

3.04

FCHI

1.07

2.61

3.5

KOSPI

1.22

3.27

4.36

FTSE 100

1.12

2.38

2.81

MICEX

1.23

2.83

3.45

HANGSENG

1.31

2.68

3.76

MXXIPC

1.41

2.95

3.56

NIKKEI

1.15

2.01

2.52

NIFTY

1.43

2.92

3.16

STRAITS TIMES

1.49

3.38

3.57

SHCOMP

1.64

3.58

4.09

TSX

1.09

2.49

3.03

TWII

1.16

3.74

4.42