Optimization of Risk and Return Using Fuzzy Multiobjective Linear Programming

Table 5

Input data for Cluster 2.

Stocks	Return	Risk	RSI	CV	EY	PEG	AHP weight
S1	0.0110	0.0151	51.256	3.701	2.8	1.53	0.0443
S2	0.0008	0.0161	50.669	55.590	10.91	-4.49	0.0617
S3	0.0111	0.0172	51.076	3.810	4.99	4.94	0.0609
S4	0.0342	0.0174	44.017	1.320	5.27	1.3	0.0880
S5	0.0048	0.0188	49.703	10.388	5.76	0.86	0.0416
S6	0.0192	0.0190	52.799	2.506	7.91	0.88	0.0904
S7	0.0017	0.0197	49.607	31.856	5.33	7.06	0.0712
S8	0.0058	0.0203	50.001	9.464	8.16	1.49	0.0739
S9	0.0102	0.0213	51.640	5.128	5.87	0.51	0.0489
S10	0.0186	0.0215	52.378	2.956	0.47	-20.5	0.0739
S11	0.0128	0.0218	50.822	4.196	6.37	-3.28	0.0447
S12	0.0349	0.0220	56.296	1.718	5.08	0	0.0702
S13	0.0207	0.0229	53.777	2.986	3.47	2.36	0.0590
S14	0.0073	0.0232	51.026	7.824	2.69	4.74	0.1038
S15	0.0052	0.0235	50.436	12.596	9.08	1.03	0.0674