Analyzing the CANSLIM model and Fama and Ferench model in selecting stocks in listed companies in the Tehran Stock Exchange

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BASHIR KHODAPARASTI RAMIN; Saba Mina

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

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Paper Information

Journal: FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT) Year:2019 | Volume:9 | Issue:37 Page(s): 67-87

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Title

Analyzing the CANSLIM model and Fama and Ferench model in selecting stocks in listed companies in the Tehran Stock Exchange

Author(s)

BASHIR KHODAPARASTI RAMIN | Saba Mina | Issue Writer Certificate

Keywords

Stoke returnQ2

five-factor Fama-Ferench modelQ1

CANSLIM modelQ1

Abstract

Ensuring return of shares is one of the most important discussions on financial markets. In this research, the performance of the five factors Fama and Ferench model and the CANSLIM model in the pearl market selection in Tehran Exchange Market is analyzed. The necessary data are given by 105 companies active on the stock market during 2009-2015. To this end, in first step all variables such as premium market risk, profitability risk, value, profit and investment are calculated and in the second step according to the above variables, companies divided in two categories, and thirdly we made a 2*2*2*2 portfolio conform monthly returns of each factor of size, market, value, profitability and investment. Also in CANSLIM model after calculating the seven factors, all data’ s in Excel software were classified as zero and one. finally, for data analysis e-views and stata software were used. The result shows that there are significant differences between the two models in the stocks with higher returns, and the five-factor Fama-Ferench model has more power in explaining the stocks return than the CANSLIM model.

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APA: Copy

BASHIR KHODAPARASTI, RAMIN, & Saba, Mina. (2019). Analyzing the CANSLIM model and Fama and Ferench model in selecting stocks in listed companies in the Tehran Stock Exchange. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), 9(37 ), 67-87. SID. https://sid.ir/paper/197875/en

Vancouver: Copy

BASHIR KHODAPARASTI RAMIN, Saba Mina. Analyzing the CANSLIM model and Fama and Ferench model in selecting stocks in listed companies in the Tehran Stock Exchange. FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT)[Internet]. 2019;9(37 ):67-87. Available from: https://sid.ir/paper/197875/en

IEEE: Copy

RAMIN BASHIR KHODAPARASTI, and Mina Saba, “Analyzing the CANSLIM model and Fama and Ferench model in selecting stocks in listed companies in the Tehran Stock Exchange,” FINANCIAL ENGINEERING AND SECURITIES MANAGEMENT (PORTFOLIO MANAGEMENT), vol. 9, no. 37 , pp. 67–87, 2019, [Online]. Available: https://sid.ir/paper/197875/en

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