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Table 12 Sensitivity analysis on preference threshold

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

No

Criteria

Preference threshold

1

Return

0

7

15

25

40

50

75

100

150

 

ELECTRE-TRI

F value

–

0.4

0.4

0.4

0.455

0.455

0.417

0.417

0.385

 

FlowSort

F value

0.4166

0.4166

0.4545

0.4545

0.3846

0.3571

0.3571

0.3846

0.3571

 

2

Beta

0

0.05

0.1

0.15

0.3

0.4

0.45

0.5

0.7

1

ELECTRE-TRI

F value

–

0.4

0.4

0.4

0.4

0.417

0.333

0.308

0.357

0.312

FlowSort

F value

0.4545

0.4545

0.4166

0.4545

0.4545

0.3571

0.3571

0.375

0.3125

0.2777

3

Net Profit Margin

0

4

8

12

18

25

50

100

  

ELECTRE-TRI

F value

–

0.4

0.4

0.4

0.4

0.4

0.4

0.4

  

FlowSort

F value

0.4545

0.4545

0.4545

0.4545

0.3846

0.3846

0.3636

0.4

  

4

ROA

0

4

6

10

15

30

50

   

ELECTRE-TRI

F value

–

0.4

0.4

0.4

0.4

0.4

0.4

   

FlowSort

F value

0.4545

0.4545

0.4545

0.4545

0.4545

0.4545

0.4545

   

5

ROE

0

4

6

8

12

18

25

50

100

 

ELECTRE-TRI

F value

–

0.4

0.4

0.4

0.4

0.4

0.4

0.4

0.4

 

FlowSort

F value

0.4

0.4545

0.4545

0.4545

0.4545

0.4

0.4166

0.4545

0.4545

 

6

EPS

0

100

150

300

500

800

1000

2000

5000

 

ELECTRE-TRI

F value

–

0.4

0.4

0.4

0.4

0.4

0.4

0.4

0.4

 

FlowSort

F value

0.4545

0.4545

0.4545

0.4545

0.3571

0.3571

0.3571

0.3846

0.5555

 

7

P/E

0

0.5

0.8

1.5

2

2.5

3

4

  

ELECTRE-TRI

F value

–

0.333

0.333

0.4

0.4

0.379

0.384

0.384

  

FlowSort

F value

0.3636

0.3636

0.333

0.4545

0.4545

0.4545

0.4166

0.3846

  

8

P/BV

0

0.5

0.6

0.8

1.2

1.5

2

   

ELECTRE-TRI

F value

–

0.444

0.444

0.4

0.4

0.4

0.4

   

FlowSort

F value

0.3636

0.4545

0.4545

0.4545

0.4545

0.4545

0.4545

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