Six analytical lenses
on one market

All research is specific to the KSE-100 universe. Every piece anchored to a named mechanism, a named sector, and a named falsifier.

The Mechanism
The Mechanism

Weekly macro transmission analysis. How a rate decision, CPI print, or policy change travels from the event to named KSE-100 sectors and companies. Published Friday or Saturday.

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Market Structure
Market Structure

KSE-100 breadth, advance/decline data, institutional flows, forward P/E versus the 10-year average. Index-level analysis — not prediction.

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Sector Deep-Dives
Sector Deep-Dives

At least two named KSE-100 companies per piece, with verified financial data from filings. Revenue drivers, cost structure, regulatory risk, and relative valuation.

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Institutional Flows
Institutional Flows

Weekly NCCPL flow data parsed by investor type and sector. Foreign versus domestic institutional positioning. Block trade detection and anomaly flagging.

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Company Analysis
Company Analysis

Filing-sourced financials, circular debt exposure as a percentage of receivables, FCF versus reported EPS divergence, capital allocation track record, and relative valuation.

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Educational
Educational

One piece per month on the first Thursday. Timeless explainers: how circular debt accumulates, what FIPI measures, how to read a PSX quarterly filing, forward P/E interpretation.

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Recent publications

The most recent publications — full articles in the research archive.

4 Jul 2026
Sector Deep-Dives

FY26 cement dispatches rose 7.21%, but FY27's Public Sector Development Programme impact still depends on releases, executing agencies, project mobilisation, and actual dispatch recovery.

23 Jun 2026
Sector Deep-Dives

On 23 June 2026, the broad market fell while the official E&P index rose. The divergence showed two investor bases pricing different mechanisms in the same session.

23 Jun 2026
Institutional Flows

During the week ending 19 June 2026, mutual funds bought $63.4m while insurance companies sold $59.7m. The divergence reflects different mandates, not a simple bullish versus bearish split.

From event to equity market

Every analysis follows the same transmission chain. Headlines report what moved. This research explains why — through all seven layers.

01
Event

The triggering fact — confirmed, sourced, and dated. SBP decision, CPI print, company filing, regulatory change.

02
Economy / Macro

Interest rates, inflation, exchange rate, fiscal stance, external account. How the event moves the macroeconomic variables.

03
Sector

Which sectors are exposed, by how much, and through which mechanism. Beneficiaries and losers named explicitly.

04
Company → Earnings → Valuation

Named KSE-100 companies assessed. FCF vs reported EPS, circular debt exposure, re-rating direction — never a price target.

Tier 1
Sources only — PSX, SBP, PBS, NCCPL, company filings. No unverified data.
Independent verifications per published figure. Single-source data is excluded.
6
Questions every analysis answers: what, why, how, who benefits, falsifier, what to watch.
0
Buy/sell calls. No price targets. No return promises. Mechanism and falsifier only.

One email.
Every Saturday.

Four sections: market summary table, The Mechanism (~300 words), sector data, and the watchlist. Free. Primary sources throughout.