Building The Optimal Financial Portfolio Within The Framework Of Financial Indicators

Résumé

This study aims to develop an effective model for building the optimal financial portfolio by analyzing various financial indicators, which include rates of return, risks, liquidity, and market volatility. The research relies on portfolio analysis models such as the Markowitz model for optimal diversification and the CAPM model (Capital Asset Pricing Model), to determine the optimal mix of assets that achieves the highest possible return with the lowest level of risk. The study examines the financial data of a number of stocks and companies in the financial markets, with the application of quantitative analysis to evaluate the financial performance of each asset within the portfolio. Measures such as Beta, expected return, and standard deviation are also used to estimate potential risks. The research concluded that building an optimal financial portfolio requires achieving a delicate balance between risks and returns, by selecting financial assets with low correlation and analyzing the impact of economic and financial indicators on portfolio performance.