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Paper Information

Journal:   JOURNAL OF ASSET MANAGEMENT AND FINANCING   SUMMER 2015 , Volume 3 , Number 2 (9) ; Page(s) 55 To 67.
 
Paper: 

RANKING OF SELECTED INDUSTRIES OF TEHRAN STOCK EXCHANGE BASED ON FUNDAMENTAL FACTORS IN INDUSTRY USING DATA ENVELOPMENT ANALYSIS

 
 
Author(s):  KETABI S., FATHI S., YOUSOFAN N.
 
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Abstract: 

One of the issues that always has been considered is selecting stocks for profitable investments in financial markets. If the investor decides reasonably in the stock selection, a return more than the market average could be achieved. Comparing different companies based on the industry which the company belongs to, and identifying the premier industries through analysis of their efficiency could be useful guideline for stakeholders of this field. The main purpose of this research is ranking the stock industry to help the efficiency of capital markets applying the data envelopment analysis. The nature of the model is constant return to scale and input-oriented that 67 companies in 16 industries were studied and finally 7 industries were introduced as efficient and 9 other as non-efficient. Then determining the efficiency boundary, the inefficient industries are ranking and to improve their performance, some units were introduced as reference units.

 
Keyword(s): INDUSTRY, TECHNICAL ANALYSIS, FUNDAMENTAL ANALYSIS, RANKING
 
 
References: 
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APA: Copy

KETABI, S., & FATHI, S., & YOUSOFAN, N. (2015). RANKING OF SELECTED INDUSTRIES OF TEHRAN STOCK EXCHANGE BASED ON FUNDAMENTAL FACTORS IN INDUSTRY USING DATA ENVELOPMENT ANALYSIS. JOURNAL OF ASSET MANAGEMENT AND FINANCING, 3(2 (9) ), 55-67. https://www.sid.ir/en/journal/ViewPaper.aspx?id=571715



Vancouver: Copy

KETABI S., FATHI S., YOUSOFAN N.. RANKING OF SELECTED INDUSTRIES OF TEHRAN STOCK EXCHANGE BASED ON FUNDAMENTAL FACTORS IN INDUSTRY USING DATA ENVELOPMENT ANALYSIS. JOURNAL OF ASSET MANAGEMENT AND FINANCING. 2015 [cited 2021July27];3(2 (9) ):55-67. Available from: https://www.sid.ir/en/journal/ViewPaper.aspx?id=571715



IEEE: Copy

KETABI, S., FATHI, S., YOUSOFAN, N., 2015. RANKING OF SELECTED INDUSTRIES OF TEHRAN STOCK EXCHANGE BASED ON FUNDAMENTAL FACTORS IN INDUSTRY USING DATA ENVELOPMENT ANALYSIS. JOURNAL OF ASSET MANAGEMENT AND FINANCING, [online] 3(2 (9) ), pp.55-67. Available: https://www.sid.ir/en/journal/ViewPaper.aspx?id=571715.



 
 
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