Vol. 1 No. 1 (2026), Articles

Vol. 1 No. 1 (2026)

ANALYSIS OF INVESTMENT PORTFOLIO PERFORMANCE INDICATORS

Articles

Published 2026-01-31

Khaydarov Khumoyun Begmurod ogli⁺⁻

Khaydarov Khumoyun Begmurod ogli

3rd-year doctoral student Department of Finance and Financial Technologies Tashkent State University of Economics

pdf

Keywords

Portfolio performance, Sharpe ratio, Treynor ratio, Jensen alpha coefficient, Sortino ratio, Modigliani–Miller, ROA, ROE, P/B, P/E, D/E indicators, beta coefficient.

How to Cite

ANALYSIS OF INVESTMENT PORTFOLIO PERFORMANCE INDICATORS. (2026). International Congress on Economics, Management and Business Studies, 1(1), 153-158. https://econferencia.com/index.php/8/article/view/371

Abstract

This article analyzes investment portfolio performance indicators, particularly Sharpe, Treynor, Sortino, Jensen’s Alpha, and Modigliani–Miller indicators, calculated based on a portfolio formed from 15 stocks. Based on the obtained results, scientific conclusions are presented regarding how effective the portfolio is for investors.

pdf

References

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.

Similar Articles

Choriev Tolib Azamovich, STATISTICAL INDICATORS REFLECTING THE EFFECTIVE USE OF INVESTMENTS IN INDUSTRY AND A METHOD FOR THEIR ASSESSMENT , International Congress on Economics, Management and Business Studies: Vol. 1 No. 6 (2026): ICEMBS
Kurbanov Jaloladdin Yuldashbaevich, THE USE OF ACCOUNTING AND INTERNAL CONTROL SYSTEM DATA IN AUDIT , International Congress on Economics, Management and Business Studies: Vol. 1 No. 5 (2026): ICEMBS
Kantureeva Asem Jambil qizi, THE ROLE OF FISCAL POLICY IN ENSURING MACROECONOMIC STABILITY IN UZBEKISTAN , International Congress on Economics, Management and Business Studies: Vol. 1 No. 5 (2026): ICEMBS
Otajanova Shahnoza Shuhratovna, A THEORETICAL AND INSTITUTIONAL FRAMEWORK FOR ASSESSING THE FINANCIAL STABILITY OF COMMERCIAL BANKS: EVIDENCE FROM UZBEKISTAN'S BANKING SECTOR REFORMS , International Congress on Economics, Management and Business Studies: Vol. 1 No. 6 (2026): ICEMBS
Maxammadjonova Moxlaroy Zokirjon qizi, THE ECONOMIC-GEOGRAPHICAL SIGNIFICANCE OF CITIES AND URBAN AGGLOMERATIONS IN REGIONAL DEVELOPMENT , International Congress on Economics, Management and Business Studies: Vol. 1 No. 10 (2026): ICEMBS
Daniyarov Kuatbay, Turganbayeva Ramiza Tolibayevna, THE IMPACT OF RISKS ON ENSURING FINANCIAL STABILITY OF SMALL BUSINESS ENTERPRISES AND WAYS OF THEIR MANAGEMENT , International Congress on Economics, Management and Business Studies: Vol. 1 No. 5 (2026): ICEMBS
Rahmatullaev Mirjalol Khatam ogli, CONCEPTUAL FOUNDATIONS OF ACCOUNTING AND COSTING IN FRUIT AND VEGETABLE PROCESSING ENTERPRISES , International Congress on Economics, Management and Business Studies: Vol. 1 No. 2 (2026): ICEMBS
Kamolov Sardorbek Davlatjon ugli, OPTIMIZING BANKING OPERATIONS THROUGH PROCESS MINING, BIG DATA, AND MACHINE LEARNING , International Congress on Economics, Management and Business Studies: Vol. 1 No. 10 (2026): ICEMBS
PhD Abduraimova Maftunakhon Akhmatovna, ACCOUNTING IN INSURANCE ORGANIZATIONS: INTERNATIONAL OPERATIONS , International Congress on Economics, Management and Business Studies: Vol. 1 No. 5 (2026): ICEMBS
Matkuliev Akbar Karimovich, MODERN APPROACHES TO IMPROVING THE ECONOMIC EFFICIENCY OF METALLURGICAL ENTERPRISES IN UZBEKISTAN BASED ON INTERNATIONAL EXPERIENCE , International Congress on Economics, Management and Business Studies: Vol. 1 No. 5 (2026): ICEMBS

You may also start an advanced similarity search for this article.