A comparative study of common stuck returns in portfolios, established on the basis of PE, PEG, PERG, PEKG and PEDKG strategies

Abstract:
Many investors attempt to find a criterion to compare between different available stocks and often use PERG, PEG or PE strategies. Now, we are to introduce two new strategies, namely as PEKG and PEDKG. All these criteria have been calculated for the companies which rated on the basis of these criteria. Then, portfolios have been formed with respect to the rating and returns of which have been calculated for a period of on month. However, the returns of Portfolios for a Period of 41 months have been studied to find the best strategy. We concluded that LOW strategies (companies with low coefficients) show a better Performance than HIGH strategies (companies with high coefficients) and has been presented for all five coefficients. However, the LOW PEDKG had the best coefficients, among all strategies.
Language:
Persian
Published:
Journal of Securities Exchange, Volume:1 Issue: 3, 2008
Page:
55
https://magiran.com/p920051  
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