Common Equity Models & Reports

There are common leading indicators of stock and sector index returns. We analysed these leading indicators and classified them into three groups; macroeconomic variables, trading key performance indicators (KPIs) and company specific financial factors. The common factors are then used in a regression analysis to detect the sensitivities of Istanbul Stock Exchange (ISE) listed stocks and sector index returns with respect to these factors.

Common Equity Model Factors
Macroeconomic Variables Financial Ratios (Industry Sector) Financial Ratios (Banking Sector) Trading KPIs
GDP Growth Leverage Capital Adequacy Volume
Inflation Profitability Net Interest Income Volatility
USD/TL Rate Liquidity Loans/Total Assets Momentum
Commodity Prices Operating KPIs Liquidity Trend
Bond Prices
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