A weak form efficiency of market efficiency is considered to hold in well-organized markets.

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Weak form efficiency, a concept within the Efficient Market Hypothesis, suggests that all past trading information is already reflected in stock prices, and thus, technical analysis cannot be used to achieve superior gains. This is generally considered to hold in well-organized and developed markets where information is quickly and widely disseminated among participants.

A Weak Form Efficiency of Market Efficiency Is Considered to Hold