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  • 标题:Evaluation Performance of 50 Top Companies Listed in Tehran Stock Exchange by SORTINO, EROV and M3
  • 本地全文:下载
  • 作者:Younes Ataie ; Hamed Ahmadinia ; Javad Afrasiabishani
  • 期刊名称:International Journal of Economics and Finance
  • 印刷版ISSN:1916-971X
  • 电子版ISSN:1916-9728
  • 出版年度:2012
  • 卷号:4
  • 期号:1
  • 页码:213
  • DOI:10.5539/ijef.v4n1p213
  • 出版社:Canadian Center of Science and Education
  • 摘要:

    The aim of this paper is to evaluate the performance of top 50 Companies listed in Tehran Stock Exchange. This study was performed on the companies that were active from 2006 until 2010. The paper applied non-probable method in order to choose companies, which had positive liquidity, high turnover and high effect on the market. With regard to post modern portfolio theory, the researchers used EROV, SORTINO, and M3 ratios. The results of statistical analyzing with ANOVA and POST TOKEY test indicated that the performance of these companies is different, and they didn’t have better performance than market. Therefore the researchers suggest applying more financial and economic based factors to choose top 50 companies.

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