Using ELECTRE-TRI and FlowSort methods in a stock portfolio selection context

Financial Innovation

Table 11 Sensitivity analysis on profile r₁

Profile	Return	Beta	Net Profit Margin	ROA	ROE	EPS	P/E	P/BV	ELECTRE-TRI F Value	FlowSort F Value
r1	50	0.6	25	20	30	400	5.5	4	0.4	0.4545
r1 + 5%	52.5	0.57	26.25	21	31.5	420	5.225	3.8	0.375	0.4
r1 + 10%	55	0.54	27.5	22	33	440	4.95	3.6	0.4285	0.4285
r1 + 15%	57.5	0.51	28.75	23	34.5	460	4.675	3.4	0.3928	0.2
r1 + 20%	60	0.48	30	24	36	480	4.4	3.2	0.3928	0.25
r1-5%	47.5	0.63	23.75	19	28.5	380	5.775	4.2	0.3636	0.3571
r1-10%	45	0.66	22.5	18	27	360	6.05	4.4	0.3846	0.3571
r1-15%	42.5	0.69	21.25	17	25.5	340	6.325	4.6	0.3125	0.3571
r1-20%	40	0.72	20	16	24	320	6.6	4.8	0.2941	0.3571