Investment, Quantitative Analysis and Research

Yapı Kredi’s in-house Asset Management Investment, Quantitative Analysis and Research Team, another  proof for its leading role in its sector, is dedicated to providing objective, accurate and timely recommendations for value and growth purposes to enhance the performance of each portfolio.

This Team conducts extensive screening and analysis, builds financial models, produces quantifiable and accountable outcomes along with recommendations, constructs strategies for all asset classes, and, finally, shares its detailed views with fund managers, for the most well-balanced portfolios possible

Examples of our research include;

• Beta analysis for equities
• Max-min return analysis for equities
• Volatility analysis for stock exchange indices, interest rates and currency rates
• Spread analysis for fixed income instruments
• Discounted cash flow & peer group analysis for stocks
• Time series analysis for fixed income securities
• Econometric analysis for macro variables such as inflation and industrial
• Maintaining a core portfolio whose relative performance against the XU-100 Index is monitored continuously