Evaluation of return in investment company with three Markov switching model, symmetric and asymmetric

For more than a decade of modern financial theory as only the most filed comments on the capital market has been the basis of most studies. But the crisis created in the past decade in most countries and as wll as that many research topic it shows the failure of the modern theory and traditional assumption in fainancial market . So need to reload this theory strongly felt. This new approach according to chaos theory and the fractal science ,Has transformed the classical ideas and methods and words are sufficient to describe the capital market to be done. In this paper , we attempt to introudioced the new approach in fainance. This paper present the mulifractal models of assest return (MMAR). and test the investing company return by three method (MS-EGARCH), Multifractal, Symmetric market (GARCH), Asymmetric (EGARCH).