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

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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://www.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.

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References

Creative Commons License

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

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