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

Gökhan Sönmezler and İsmail Orçun Gündüz
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Gökhan Sönmezler: Trakya University
İsmail Orçun Gündüz: Trakya University

Journal of Finance Letters (Maliye ve Finans Yazıları), 2021, vol. 36, issue Special2, 51-70

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.

Keywords: BIST-30; Covid-19; Confusion matrix; Logistical regression (search for similar items in EconPapers)
JEL-codes: C4 G10 (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:acc:malfin:v:36:y:2021:i:special2:p:51-70

DOI: 10.33203/mfy.846549

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