Long-short model pays off for India


SELL-SIDE analysts appear to have emerged as a more valuable resource for investors in India than in any other major market. To some observers, structural idiosyncrasies in the nation’s US$5.4 trillion stock market are giving skilled stock-pickers an edge.

A long-short strategy model that involves buying the top quintile of stocks most favoured by analysts in an index of the largest 200 Indian firms, while simultaneously shorting the bottom quintile would have returned 105% over the past decade, data analysed by Bloomberg News shows.

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