Optimization of Risk and Return Using Fuzzy Multiobjective Linear Programming

Table 4

Input data for Cluster 1.

Stocks	Return	Risk	RSI	CV	EY	PEG	AHP weight
S1	0.0628	0.0402	56.897	1.5707	5.61	3.24	0.1126
S2	0.0296	0.0638	50.689	5.2433	5.29	0.51	0.0466
S3	0.0369	0.0471	52.540	3.0668	6.88	0.75	0.0592
S4	0.0314	0.0544	50.626	4.8066	4.757	1.72	0.1101
S5	0.0326	0.0534	51.306	3.7950	6.04	2.5	0.0553
S6	0.0512	0.0620	51.430	3.8625	5.9	-0.97	0.0501
S7	0.0323	0.0661	50.823	4.9407	13.41	-1.23	0.0534
S8	0.0417	0.0366	52.184	2.2204	2.73	0	0.0486
S9	0.0371	0.0534	54.159	3.4756	3.86	1.3	0.0655
S10	0.0301	0.0522	50.700	3.8591	5.05	1.68	0.0713
S11	0.0673	0.0483	55.167	1.9584	0.94	39.64	0.1287
S12	0.0653	0.0486	53.923	1.7890	6.86	0.51	0.0532
S13	0.0308	0.0592	49.333	4.6172	6.6	3.12	0.0475
S14	0.0628	0.0402	56.897	1.5707	3.99	1.43	0.0552
S15	0.0556	0.0669	49.732	3.1074	5.04	0	0.0428