Table 6 Parameters of ELECTRE-TRI and FlowSort
From: Using ELECTRE-TRI and FlowSort methods in a stock portfolio selection context
Parameters | Return | Beta | Net Profit Margin | ROA | ROE | EPS | P/E | P/BV |
|---|---|---|---|---|---|---|---|---|
Indifference threshold | 5 | 0.05 | 3 | 3 | 3 | 50 | 0.5 | 0.4 |
Preference threshold | 15 | 0.15 | 8 | 6 | 8 | 300 | 1.5 | 1.2 |
Veto threshold | 180 | 0.8 | 80 | 50 | 50 | 1000 | 4 | 4 |
Profile 1 | 50 | 0.6 | 25 | 20 | 30 | 400 | 5.5 | 4 |
Profile 2 | 20 | 0.9 | 10 | 10 | 15 | 50 | 8 | 6 |