Quantitative Analysis /
India

619 Large-Cap EM Stocks: We rate them all

  • ICICI Bank is now one of the 10 biggest companies (by market cap) in the Emerging Markets universe.

  • It is also the only the company among these 10 biggest names that we currently recommend as a Buy.

  • ICICI Bank is just one of 619 Large-Cap companies that we rate in our GTL Dashboard (click to download).

Crystal Shore Dashboards
31 October 2022

Download .xlsx
With the GTL Dashboard, we systematically evaluate the risk of 619 Large-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 GTL Dashboard.