بررسي رابطه بين شاخص هاي پرتفوي شركت سرمايه گذاري صنعت بيمه با شاخص هاي صنعت واسطه گري مالي

6. Scurtizing the Relationship between Insurance Industry Investment Companyʹs Indexes with Financial Intermediation Companyʹs Indexes

Investment companies provide personal investment in stock market by taking part in financial market. These companyʹs operation in based on portfolio management and portfolio management is one of the main problems in these kind of companies. So, the subject has an important role for mangers and stockholders of company and needs scrutinizing and identifying portfolios basic indexes and characteristics. Insurance industry investment company is one of the active investment companies in Iran stock market that near 70% of its stock belongs to four iranin insurance companies. In the paper, we scrutiny the relationship between monthly and annually return, risk and companyʹs operation index with related during five years- from the beginning of 1380 to the end of 1384. The results of the main hypothesis states that there is no significant relation between return, risk and operation index (based on monthly return average) of company and industry in spite of suitable correlation indexes return, and the results of the special hypothesis tests state that there is significant relation between return, risk and operation index (based on monthly return) of company and related industry.