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Testeur d'Efficience de Marché

Exécutez des tests formels d'efficience faible sur tout ticker — autocorrélation, suites, Ljung-Box et statistiques du ratio de variance, chacun avec une interprétation en langage clair. L'onglet APT ajuste une régression Fama-French à trois facteurs.

Efficiency Tester

Empirical weak-form tests — runs, autocorrelation, Ljung-Box, variance ratio + APT
US/global Yahoo symbol
Quick:
Pick a ticker and click "Run Tests". The lab fetches up to 10y of daily prices and runs four formal weak-form efficiency tests on the daily return series.
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À propos de ce Lab

The Efficient Market Hypothesis says you can't predict tomorrow's price from today's information - returns should look random. We test this with three classic statistical tests: autocorrelation (do returns predict the next return?), runs test (are streaks of up/down days too long or too short?), and Lo-MacKinlay variance ratio (does volatility scale linearly with horizon?).

Méthodologie

Chaque Lab est ancré dans les mathématiques standard des manuels (Bodie / Kane / Marcus, Fabozzi, Tandelilin). Read the full methodology in the How It Works panel above.

Citer cet outil
Blockcircle Labs. (2026). Testeur d'Efficience de Marché. Retrieved from https://blockcircle.com/labs
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