Market Research Firm-SG Analytics

Investment Research Case Studies


Client
Australian Fund Rating Agency

Services:
Creating/updating detailed fund reports that include qualitative and quantitative analysis of different types of funds such as hedge funds, long-only funds and funds of funds.

Value Delivered:
  • Reduced the turnaround time by approximately 30% within 4 months.
  • Improved report content by better selection of performance charts

Client
Swiss ETF Information Provider

Services:
Database update and maintenance including activities such as tracking new launches and monitoring gaps

Value Delivered:
  • Set a systematic process for maintenance by periodic review of gaps
  • Reduced the turnaround time by about 40% through automating data processing

Client
Global Major Bank

Objective:
Enable 24x5 Business Information Services (BIS) for all global offices from current London working hours coverage

Our Approach:
Using the request volume analysis and understanding of the bank’s operations, we prepared a ramp-up plan to suggest new staffing levels and shift plans.

Following the client approval, a timeline was agreed with the client to achieve the new headcount in order to deliver 24x5 coverage. The team was hired, trained and staffed to meet the client’s needs as per the agreed timelines.

Why us:

  • Extensive understanding of BIS operations
  • Experience in transitioning multiple operations of different scale
  • Financially compelling pricing to generate the best value for our client
  • Tenured account managers
  • 10-15% guaranteed productivity improvements

Value Delivered:
  • Expanded coverage hours to 24x5 within the agreed timelines, which provide more flexibility to bankers
  • Improvement in resource Utilization due to dynamic staffing

Client
New York Hedge Fund

Services:
Strategy definition and back-testing for New York Hedge Fund

Value Delivered:
  • Identified a combination of factors through optimization and Monte-Carlo simulation so that the top decile outperformed the bottom decile with average monthly return of 2.48% and an annualized Sharpe ratio of 1.13.
  • A long-short fund constructed using the two deciles with equal dollar values would have yielded an average annualized return of 36% and an annualized Sharpe ratio of 1.67 with all 11 years yielding positive returns
New York Hedge Fund Case Study- S G Analytics

Client
US Bank

Services:
Calculation of risk weighted assets and Capital Adequacy Ratio under Basel 3 norms for a US Bank

Value Delivered:
  • Calculation of Capital Adequacy Ratio
  • Analyzed and concluded that the bank had a Capital Adequacy Ration of 9.6% under severely stressed macro economic conditions and they could fulfill Basel 3 norms on Capital Adequacy
  • Improved credit risk assessment and regulatory compliance

Client
EMEA Fund

Services:
Calculation Risk Management for EMEA Fund

Value Delivered:
  • Calculation of Capital Adequacy Ratio
  • Simulating the portfolio with historical data to identify its behavior in various market and how to vary the weights of the portfolio to achieve the most optimal set of results
  • Full Investment Risk and Exposure Analysis

Client
Chicago based Hedge Fund

Services:
Principal Component Analysis for a Chicago based Hedge Fund

Value Delivered:
  • Calculation of Capital Adequacy Ratio
  • Trading performance was enhanced as traders could obtain clear patterns of short term and long term returns
  • Traders were able to better understand which factors were paramount in their predictive power and their order of priority in predicting future returns
  • Distinct patterns of correlation flips and hotspots were identified which also enhanced trading performance

Client
European Bank

Services:
Macro economic stress testing for a mid-sized European bank on their Tier 1 Capital

Value Delivered:
  • Calculation of Capital Adequacy Ratio
  • Analytics of the credit losses and counter party defaults – resulting in principal loan losses. Portfolios of loans segregated as commercial, real-estate, credit card, derivatives etc. Individual macro economic factors applied where correlations are high. Losses forecasted on account level and portfolio levels.

Client
European Brokerage House

Services:
Preparing detailed ICRs on 70+ small-mid cap stocks in Europe

Value Delivered:
  • Added scenario analysis and sensitivity analysis tables in the Excel model template, enabling the client to decipher the best and worst case valuation for the covered companies
  • Reduced the time taken to initiate coverage by 20%, resulting in increased productivity
Client
European Private Banking Group

Services:
Preparing ICRs, quarterly/event based updates on 150+ large cap US/European stocks spanning 6 sectors

Value Delivered:
  • Recommended churn-in of stocks outside the coverage universe, enabling the client to replace underperforming stocks
  • Built a Bloomberg-linked template for PE bands, which was more flexible than the client’s legacy files
  • Recommended a contrarian view on stocks vs. brokers’ consensus
Client
Qatari Investment Bank

Services:
Preparing daily technical analysis reports for the Qatari stocks/indices

Value Delivered:
  • Generated substantial returns for the client with a solid hit rate of 60-65%
  • Increased the screening parameters for technical analysis from 3 to 6, thereby enhancing the quality of the recommendations
Client
European Asset Manager

Services:
Performing analysis for fixed income asset classes, asset allocation research and fundamental credit analysis

Value Delivered:
Provided analysis used in investment decisions and for investor presentations
Client
US Asset Manager

Services:
Conducting relative value analysis, rating analysis using cash bonds and CDS spreads, portfolio Optimisation and fundamental research

Value Delivered:
Expanded the fixed income instrument universe covered by the asset manager
Client
GCC Commercial Bank

Services:
Revamping screening process and credit appraisal methodology, preparing credit notes for new obligors

Value Delivered:
Improved the productivity of the credit analysis process and increased the quality vs peer benchmark
Client
Singaporean Boutique Financial Services Firm

Services:
Valuing hotel property, preparing information memorandum and identifying prospective buyers

Value Delivered:
Undertook sector research, prepared detailed model and presentation for investment memorandums and prospective buyers
Client
ME Private Equity Firm

Services:
Detailed M&A research on global aero-structures market

Value Delivered:
Analyzed previous deals, recent investments and competitive landscape using a combination of primary and desk research
Client
European Corporate Firm

Services:
Provided due-diligence support

Value Delivered:
Supported the deal room in financial due diligence on a complex syndicated deal
Client
US Investment Bank (Focused on Technology Solutions)

Services:
Preparing a detailed report on the global deal activity in the Mobile Gaming space

Value Delivered:
Offered deep insights into the factors driving deal activity, thereby serving as a robust pitching document for prospective acquirers and targets
Client
Privately-held Indian Manufacturer of Active Pharmaceutical Ingredients

Services:
Preparing a comprehensive Investment Memorandum to raise funds from strategic investors through a stake sale

Value Delivered:
Advised the client to beef up documentation on environmental safety and target a specific type of investors, providing a clear guidance on how to proceed with the pitch for the stake sale
Client
Leading Global Financial Information Services Provider

Services:
Converting financial models of 2000+ stocks spanning several sectors from one database to another

Value Delivered:
  • Created workarounds in the converted models, resulting in considerable value additions
  • Delivered robust incremental savings due to improved productivity, with process transition done in less than half the time taken by the client to migrate to its captive off-shore location

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