Different portfolios

We conducted our research based on quantitative analysis.

We selected the stocks from EGX 100 which is an Egyptian stock market index.

We have chosen stocks from different industries to increase the diversification level and decrease the unsystematic risk (β).

We chose 19 different as a sample with time frame from 1/1/2017 to 1/1/2020 and monthly frequency.

The stocks are divided randomly into 3 portfolios; portfolio (A) which consists of 6 stocks, portfolio (B) which also consists of 6 stocks, and portfolio (C) which consists of 7 stocks.