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 | Â |
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 | Â | |
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 | Â | Â |
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 | Â | Â | |
4 | ROA | 0 | 4 | 6 | 10 | 15 | 30 | 50 | Â | Â | Â |
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 | Â | Â | Â | |
5 | ROE | 0 | 4 | 6 | 8 | 12 | 18 | 25 | 50 | 100 | Â |
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 | Â | |
6 | EPS | 0 | 100 | 150 | 300 | 500 | 800 | 1000 | 2000 | 5000 | Â |
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 | Â | |
7 | P/E | 0 | 0.5 | 0.8 | 1.5 | 2 | 2.5 | 3 | 4 | Â | Â |
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 | Â | Â | |
8 | P/BV | 0 | 0.5 | 0.6 | 0.8 | 1.2 | 1.5 | 2 | Â | Â | Â |
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 | Â | Â | Â |