Quantitative Analysis /
Global

617 Mid-Cap EM Stocks: We rate them all

  • Are you losing money on your Mid-Cap Emerging Market stocks?

  • Time for a risk check: The GTM Dashboard rates the risk of capital loss of every Mid-Cap EM stock

  • We recommend selling those stocks where the risk of capital loss is high

617 Mid-Cap EM Stocks: We rate them all
Crystal Shore Dashboards
13 September 2022

With the GTM Dashboard, we systematically evaluate the risk of 617 Mid-Cap Emerging Market stocks. For each single stock, we ask the following question: what is the probability of capital loss going forward? Is it HIGH? Or is it LOW?

Traditional risk measures capture the volatility of returns. We aim to capture the directionality of returns. Because directionality—not volatility—is the key driver of capital loss. And capital loss is the one risk that matters to all investors.

We are buyers of low risk and sellers of high risk. The risk scores are strong BUY/SELL signals that can be easily incorporated into a fundamental or quantitative investment process. Click below to download the complete GTM Dashboard.

Download .xlsx