Using the Sharpe model to measure the performance of the international investment portfolio
DOI:
https://doi.org/10.36322/gbch0v40Keywords:
international investment portfolio, performance of the investment portfolio, Sharpe modelAbstract
The research aims to evaluate the performance of the investment portfolio using the risk-adjusted return scale according to the Sharpe index for the period (2017-2020), and the research problem is based on the question “How to use the Sharpe model to measure the performance of the international investment portfolio by applying to some investment portfolios in the international financial markets?” For the purpose of answering the question and reaching a goal, it was based on a research hypothesis that “measuring the performance of the international investment portfolio results in achieving the best results and the best exchange between return and risk.” For the purpose of testing the research hypothesis, 21 stock indexes were selected as the research sample. Relying on financial and statistical analysis, using a set of descriptive statistical tools such as mean, standard deviation, covariance, and correlation coefficient, the subject of research is applied to the Evews12 program.
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