F/K ANOMALİSİ VE PD/DD ANOMALİSİNİN BORSA İSTANBUL’DA KARŞILAŞTIRMALI ÖRNEĞİ
A COMPARATIVE EXAMPLE OF F/K ANOMALIES AND PD / DD ANOMALIES IN BORSA ISTANBUL

Summary/Abstract: Investors want to raise their returns by making use of some investment strategies while making investment decisions. One of these investment strategies are anomalies. F/L and MV/BV anomalies are among the investment strategies used by investors in the market. It is believed that investing in stocks with the lowest F/L ratio and MV/BV ratio will yield more returns than those investing in stocks with high F / L ratio and MV/BV ratio. In this study, the effectiveness of F/L and MV/BV anomalies in the BIST-30 index, traded in Borsa Istanbul between December 31, 2012 and December 31, 2017, was investigated. As a result of the analysis, it was determined that F/L anomaly was valid in the short term (4-6 months) but not valid in the long term (1 year) and MV/BV anomaly was not found to be valid in both short-term and long-term for the companies included in the BIST-30 index.

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