Evaluation of the optimal investment portfolio for a sample of Iraqi private commercial banks for the period 2016-2020

Abstract

The importance of research was formed in the ability of private Iraqi commercial banks to maximize bank returns by attracting investments in the Iraq Stock Exchange, and the aim of the research was to how to manage the investment portfolio of private Iraqi commercial banks in the Iraq Stock Exchange and in a manner that achieves the highest return and the least risk, in addition to knowing Which of these banks has an optimal portfolio, and the research hypothesis was embodied in testing the effect of the investment portfolio in maximizing the return and reducing the risks for the banks. Statistical methods were used such as the rate of variation, the standard deviation, and the beta coefficient in measuring the return and risk of stocks to analyze the data. The research reached a number of conclusions that crystallized in the fluctuation of the achieved return. For stocks and the return achieved in the market from one year to another within the period, as well as the change in risk for bank shares from one year to another and during the period, the researcher recommended a set of recommendations, such as how to manage the investment portfolio in banks and increase investment awareness among investors and the need to adhere to the instructions of the Iraq Stock Exchange as well as work to attract investors In order to increase the movement of trading in the market.