The objective of this research was to create an optimal investment portfolio of all securities listed on the Damascus Stock Exchange based on the historical prices of the listed companies by using the Solver tool in Excel. A simple analytical study w
as conducted for Damascus Stock Exchange. Since the beginning of the period studied in 2010 to 2017 significantly, where the increase was observed in 2017 clearly as a result of increased trading and large volumes.
Thus, an optimal financial portfolio was formed with a yield of 1.79%, a risk value of 6.17% and a risk pricing of 0.29 and a lower risk than the majority of companies, in addition to ensuring the highest return in the portfolio at the same time less risk. The portfolio consists of 21 securities, including 11 from the banking sector, ie 52.3%, 6 insurance companies, or 27.7%, one industrial company and one service company.
In addition, another investment portfolio was formed, weighted by the market values of listed companies for the end of 2017, a return of total portfolio of 2.13%, a risk value of 15.68% and a risk pricing of 0.1358.
The portfolio consisted of 21 securities, including 10 from the banking sector, ie 47%, 6 insurance companies, or 27.7%, one industrial company and two service companies. This indicates the extent to which the Syrian banking sector has acquired the optimal investment portfolio.
