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Analysis of Effects of the Covid-19 Pandemic Process on BIST-30 Equities through Confusion Matrix

Author

Listed:
  • Gökhan Sönmezler

    (Trakya University)

  • İsmail Orçun Gündüz

    (Trakya University)

Abstract

The effects of the Covid-19 pandemic process on BIST-30 equties’ market performance were analyzed using the Confusion Matrix method, and pandemic winners and losers were identified, and the sectoral effects of the pandemic were analyzed through arithmetic returns, CAPM, Sharpe, Treynor, Sortino Ratios and periodic deviations. After the first case seen in Turkey in 11 March 2020, periodic deviations are shown by comparing equity performance in the end of 2019 through the confusion matrix and logistical regression methods.

Suggested Citation

  • Gökhan Sönmezler & İsmail Orçun Gündüz, 2021. "Analysis of Effects of the Covid-19 Pandemic Process on BIST-30 Equities through Confusion Matrix," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 36(Special2), pages 51-70, January.
    • Handle: RePEc:acc:malfin:v:36:y:2021:i:special2:p:51-70
    DOI: https://doi.org/10.33203/mfy.846549
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    More about this item

    Keywords

    BIST-30; Covid-19; Confusion matrix; Logistical regression;
    All these keywords.

    JEL classification:

    • C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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