Fundamentals Rating Based on the Additive Ratio Assessment (ARAS) and Stochastic Utility of Investors: Evidences from Tehran Stock Exchange

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Bayazidi Fatemeh; Abdolbaghi Ataabadi Abdolmajid; Fattahi Mohammad

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Journal: Industrial Management Perspective Year:2019 | Volume:9 | Issue:2 (34) Page(s): 33-55

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Information Journal Paper

Title

Fundamentals Rating Based on the Additive Ratio Assessment (ARAS) and Stochastic Utility of Investors: Evidences from Tehran Stock Exchange

Author(s)

Bayazidi Fatemeh | Abdolbaghi Ataabadi Abdolmajid | Fattahi Mohammad | Issue Writer Certificate

Keywords

Fundamental AnalysisQ2

Additive Ratio Assessment (ARAS)Q1

RatingQ2

Stochastic DominanceQ1

UtilityQ1

Abstract

Given the variety of factors influencing on financial decision making and subjective nature of the most decisions is only part of their features associated with Multi-Criteria Decision Making. The aim of study is the Rating of companies at TSE based on Fundamental Analysis and the appraisal of investor’ s Utility during the period of 1390 to 1396 years. So first, after determining the weights of indicators used based on the opinion the experts and using the ARAS method, the companies have been ranked and then their Utility basis on Stochastic Dominance method have been investigated. The findings of research show that the first-order Stochastic Dominance cannot be identified. However the result of The Davidson test for the Stochastic Dominance of the second and third order indicate that the high-Rating stocks has dominance to low-Rating stocks.

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APA: Copy

Bayazidi, Fatemeh, Abdolbaghi Ataabadi, Abdolmajid, & Fattahi, Mohammad. (2019). Fundamentals Rating Based on the Additive Ratio Assessment (ARAS) and Stochastic Utility of Investors: Evidences from Tehran Stock Exchange. JOURNAL OF INDUSTRIAL MANAGEMENT PERSPECTIVE (JIMP), 9(2 (34) ), 33-55. SID. https://sid.ir/paper/387151/en

Vancouver: Copy

Bayazidi Fatemeh, Abdolbaghi Ataabadi Abdolmajid, Fattahi Mohammad. Fundamentals Rating Based on the Additive Ratio Assessment (ARAS) and Stochastic Utility of Investors: Evidences from Tehran Stock Exchange. JOURNAL OF INDUSTRIAL MANAGEMENT PERSPECTIVE (JIMP)[Internet]. 2019;9(2 (34) ):33-55. Available from: https://sid.ir/paper/387151/en

IEEE: Copy

Fatemeh Bayazidi, Abdolmajid Abdolbaghi Ataabadi, and Mohammad Fattahi, “Fundamentals Rating Based on the Additive Ratio Assessment (ARAS) and Stochastic Utility of Investors: Evidences from Tehran Stock Exchange,” JOURNAL OF INDUSTRIAL MANAGEMENT PERSPECTIVE (JIMP), vol. 9, no. 2 (34) , pp. 33–55, 2019, [Online]. Available: https://sid.ir/paper/387151/en

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