Mar-26-2024, 08:42 PM
Hi. I want to conduct a research. I want to cluster stocks and then make a safe diversified portfolio. I want to work with annual data. From price data I took beta coefficient and average price change. I also want to use companies reports to take some fundamental data, especially multipliers. Aiming to build a diversified portfolio, what multipliers can I take from the company's annual reports? Maybe someone had an experience? Thanks in advance for answers!