Degree
Master of Business Administration Executive
Faculty / School
School of Business Studies (SBS)
Year of Award
2023
Advisor/Supervisor
Dr. Mohsin Sadaqat, Assistant Professor, Department of Finance
Project Type
MBA Executive Research Project
Access Type
Restricted Access
Keywords
Crisis, Statistics, Market states, Industries, Industry performance
Executive Summary
This research report explores the dynamics and implications of industry performance during times of crisis and in down-market states, focusing on three crucial international crises and two crucial national crises.
The research analyzes seven key industries in Pakistan, namely healthcare, consumer products, foods, beverages and tobacco, utilities, energy, and basic resources. These industries were selected for in-depth examination due to their significance in the Pakistani economy and their potential vulnerability to crises. The report compares the performance of these industries with the KSE-100 index and global indices, such as the MSCI index, to provide a comprehensive perspective.
The analysis encompasses various methodologies, including descriptive statistics, industry-on-industry comparison, a comparison of the KSE-100 index with global indices, state-based analysis, and statistical modeling using Stata, specifically Arch and Garch models. These approaches allow for a thorough exploration of the relation between Pakistani industries and both local and international crises, as well as an assessment of their individual performance during each crisis and in high and low market states.
The findings reveal valuable insights into the performance of Pakistani industries during crises and down-market states. The analysis highlights the interplay between local and international crises and their impact on the Pakistani industry. Furthermore, it provides a detailed understanding of how each industry performed during different crises and market states, shedding light on their resilience, vulnerabilities, and potential growth opportunities.
The comparison with the KSE-100 index and global indices allows for a broader assessment of the performance of Pakistani industries within a global context, providing a comprehensive perspective on their competitiveness and market trends.
Pages
66
Recommended Citation
Pervez, N., Khan, N., & Khan, H. A. (2023). Industry performance in crisis and down-market states (Unpublished graduate research project). Institute of Business Administration, Pakistan. Retrieved from https://ir.iba.edu.pk/research-projects-emba/577
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