Research Article
Optimization of Risk and Return Using Fuzzy Multiobjective Linear Programming
Table 5
Input data for Cluster 2.
| Stocks | Return | Risk | RSI | CV | EY | PEG | AHP weight |
| S1 | 0.0110 | 0.0151 | 51.256 | 3.701 | 2.8 | 1.53 | 0.0443 | S2 | 0.0008 | 0.0161 | 50.669 | 55.590 | 10.91 | -4.49 | 0.0617 | S3 | 0.0111 | 0.0172 | 51.076 | 3.810 | 4.99 | 4.94 | 0.0609 | S4 | 0.0342 | 0.0174 | 44.017 | 1.320 | 5.27 | 1.3 | 0.0880 | S5 | 0.0048 | 0.0188 | 49.703 | 10.388 | 5.76 | 0.86 | 0.0416 | S6 | 0.0192 | 0.0190 | 52.799 | 2.506 | 7.91 | 0.88 | 0.0904 | S7 | 0.0017 | 0.0197 | 49.607 | 31.856 | 5.33 | 7.06 | 0.0712 | S8 | 0.0058 | 0.0203 | 50.001 | 9.464 | 8.16 | 1.49 | 0.0739 | S9 | 0.0102 | 0.0213 | 51.640 | 5.128 | 5.87 | 0.51 | 0.0489 | S10 | 0.0186 | 0.0215 | 52.378 | 2.956 | 0.47 | -20.5 | 0.0739 | S11 | 0.0128 | 0.0218 | 50.822 | 4.196 | 6.37 | -3.28 | 0.0447 | S12 | 0.0349 | 0.0220 | 56.296 | 1.718 | 5.08 | 0 | 0.0702 | S13 | 0.0207 | 0.0229 | 53.777 | 2.986 | 3.47 | 2.36 | 0.0590 | S14 | 0.0073 | 0.0232 | 51.026 | 7.824 | 2.69 | 4.74 | 0.1038 | S15 | 0.0052 | 0.0235 | 50.436 | 12.596 | 9.08 | 1.03 | 0.0674 |
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