Ranking companies of the Mexican stock exchange with a multiple criteria hierarchical approach

摘要

The present paper evaluates the Mexican Stock Exchange and generates a ranking of companies in each subgroup of hierarchy criteria. This is an alternative approach compared with those traditional used from the portfolio theory. The present approach allows the analysis of subgroups of criteria, showing the investor the performance of the subset of criteria and the complete set of criteria considered. The present study opens a new approach to analyzes more information in the shares evaluation and regard criteria interactions.