Optimization of Risk and Return Using Fuzzy Multiobjective Linear Programming

Table 6

Input data for Cluster 3.

Stocks	Return	Risk	RSI	CV	EY	PEG	AHP weight
S1	0.0924	0.0668	53.803	1.796	-5.03	0.00	0.0379
S2	0.0915	0.0721	53.639	1.891	6.19	0.84	0.0717
S3	0.0907	0.0873	55.482	2.482	4.68	-0.99	0.1235
S4	0.0892	0.0650	53.335	1.778	14.13	-6.02	0.0592
S5	0.0883	0.0478	59.405	1.269	15.15	-13.41	0.0569
S6	0.0860	0.0669	51.985	2.230	-8.41	0.00	0.0385
S7	0.0807	0.0797	54.253	2.446	1.27	0.00	0.0578
S8	0.0805	0.0647	56.497	1.887	5.34	0.56	0.1658
S9	0.0779	0.1038	49.735	3.147	12.92	-2.13	0.0446
S10	0.1027	0.0758	54.414	1.989	10.03	1.70	0.1056
S11	0.0740	0.0602	52.276	2.414	3.79	-3.25	0.0417
S12	0.0734	0.0689	50.528	4.414	17.19	0.41	0.0703
S13	0.0704	0.0790	52.559	2.946	1.16	-1.34	0.0328
S14	0.0701	0.0537	55.462	1.839	-1.57	0.00	0.0397
S15	0.0698	0.0794	52.630	3.182	15.67	-217.43	0.0540