تقييم أداء المحفظة الاستثمارية في البورصة الجزائر

Abstract

This study focused on identifying the evaluation of the performance of the investment portfolio in the stock exchange - the case study of the Algerian Stock Exchange -, which aimed to identify the investment portfolio and the optimal portfolio, and to highlight the ability of a number of models to predict the performance of the future investment portfolio, and to choose the best of them according to scientific foundations and methods. Among these measures and indicators is the Turnerogensen index, and this study is based on a sample of the trading data of the companies that make up the portfolios on the Algeria Stock Exchange. The study showed that the Trainer and Johnson index have an important role in measuring the performance of the portfolio, through their contribution to selecting the portfolio with the best performance, but it is not necessary for the portfolio chosen for the first indicator to be the same as the one chosen by the second indicator, and it can also be the portfolio with the best performance Insufficient to cover the investor's risk.