From: Proposal of an innovative MCDA evaluation methodology: knowledge discovery through rank reversal, standard deviation, and relationship with stock return
Objectives
Types (Max or Min)
Weightage
ΔALTMAN-Z
Max
0.132295
ΔROE
0.077821
ΔROA
0.048638
ΔMVA
0.45245
ΔMarket-to-Book
0.238132
ΔEPS
0.030399
ΔDebt Ratio
Min
0.020266