فهرست مقالات Stocks Ranking

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  1 - Fuzzy Data Envelopment Analysis Approach for Ranking of Stocks with an Application to Tehran Stock Exchange
  Pejman Peykani Emran Mohammadi Mohsen Rostamy-Malkhalifeh Farhad Hosseinzadeh Lotfi
  10.22034/amfa.2019.581412.1155
  The main goal of this paper is to propose a new approach for efficiency measurement and ranking of stocks. Data envelopment analysis (DEA) is one of the popular and applicable techniques that can be used to reach this goal. However, there are always concerns about negat چکیده کامل

  The main goal of this paper is to propose a new approach for efficiency measurement and ranking of stocks. Data envelopment analysis (DEA) is one of the popular and applicable techniques that can be used to reach this goal. However, there are always concerns about negative data and uncertainty in financial markets. Since the classical DEA models cannot deal with negative and imprecise values, in this paper, possibilistic range directional measure (PRDM) model is proposed to measure the efficiencies of stocks in the presence of negative data and uncertainty with input/output parameters. Using the data from insurance industry, this model is also implemented for a real case study of Tehran stock exchange (TSE) in order to analyse the performance of the proposed method. پرونده مقاله
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  2 - Ranking and Managing Stock Exchange Markets by Fundamental and Technical Analysis
  علیرضا علی نژاد ابوالفضل کاظمی کیوان صراف ها
  In this paper, a model has been provided for selecting right portfolio in stock exchange. The ranking of financial industries and companies has been applied for the selection of the right stock in this model. These rankings have been done through PROMETHEE Decision- mak چکیده کامل

  In this paper, a model has been provided for selecting right portfolio in stock exchange. The ranking of financial industries and companies has been applied for the selection of the right stock in this model. These rankings have been done through PROMETHEE Decision- making Method. Technical Analysis aims to determine the right time to buy and sell the superior stocks. A survey study is also done for identifying effective criteria in the evaluation of industry and company. The model developed will be applied in Tehran Stock Exchange (TSE) as a real case to solve the problem. It is concluded that, by using both Fundamental and Technical Analysis, an investor can get higher return on stocks instead of using just one individual analysis. In other words, while Fundamental Analysis distinguishes which stocks is the best to buy, Technical Analysis represents when to buy the superior stocks. پرونده مقاله
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  3 - Ranking and Managing Stock in the Stock Market Using Fundamental and Technical Analyses
  Amir Amini Golriz Rahnama Alireza Alinezhad
  The stock selection problem is one of the major issues in the investment industry, which is mainly solved by analyzing financial ratios. However, considering the complexity and imprecise patterns of the stock market, obvious and easy-to-understand investment rules, base چکیده کامل

  The stock selection problem is one of the major issues in the investment industry, which is mainly solved by analyzing financial ratios. However, considering the complexity and imprecise patterns of the stock market, obvious and easy-to-understand investment rules, based on fundamental analysis, are difficult to obtain. Fundamental and technical analyses are two common methods for predicting the future behavior of the stock.Fundamental analysis focuses on the economic forces of supply and demand which cause stock prices change. On the other hand technical analysis examines historical data relating to changes in the price and trading volume by using graphs and indicators as a primary tool to predict future price movements. Therefore, in this paper, a model has been proposed for selection of the right portfolio in stock exchange. Financial industries ranking and companies ranking have been applied for selection of the right stock in this model. These rankings have been done through the PROMETHEE decision making method. Technical Analysis has been done for determining the right time to buy and sell the superior stocks. A survey has been done for determining the effective criteria over industry and company evaluation. The developed model has been applied in Tehran Stock Exchange (TSE) as a real case and a real problem has been solved. It is concluded that by using both Fundamental and Technical Analysis, an investor can get higher return on stocks instead of using just one individual analysis. In other words, while fundamental analysis distinguishes which stocks to buy, technical Analysis shows when to buy the superior stocks.Finally, some important and most commonly used indicators have been extracted. These indicators can be used by investors to consistently and correctly predict the future stocks prices. پرونده مقاله