اختبار تأثير نموذج العوامل المتعددة (Fama and French)‎ في بناء المحفظة الاستثمارية : دراسة تطبيقية في سوق عمان للأوراق المالية

الملخص EN

The objective of the research is to build the optimal stock portfolio in the Amman Stock Exchange using the Fama & French model, as well as to identify the multiple indicator models in building the optimal stock portfolio and to identify the performance of the investment portfolio using the multiple index model.

And the difficulty of forming the optimal portfolio.

The research was based on three sectors (services sector, industry sector, financial sector) and for the period (2013-2017) I recommend to search for a set of conclusions: - The results of the research show that the services sector in the Amman Stock Exchange is the best sector in the Amman Stock Exchange compared to the industrial sector and the financial sector, where the service sector achieved the highest return and reasonable risk compared to other sectors.

The research concludes that achieving the best balance between the returns and risk between The sectors in which investors invest in the Amman Stock Exchange lead to building an optimal investment portfolio