The effect of some suggested factors for (Fama & French) on the return on the investment portfolio of a sample of banks listed in the Iraqi Stock Exchange: An applied study


Abstract : The research aims to identify the content of some of the proposed factors of (fama & French) represented by the size of the company and the model of the market value of the book value and the extent of their impact on the return of the investment portfolio for a sample of banks listed in the Iraq Stock Exchange and to understand the possibility of improvement in the performance of the financial market on investment in the portfolio Investment, and the research community was represented by the banks listed in the Iraq Stock Exchange, while the research sample was represented by (4) banks listed on the Iraq Financial Market for the period (2016-2014) for a period of three years, and for testing and analyzing research hypotheses, statistical methods represented by the correlation coefficient and coefficient Simple linear regression and through the SPSS V.20 statistical program, as the researchers concluded that there is no statistically significant effect of the research model on the return of the investment portfolio , while the researchers recommended that more studies be carried out using the (fama & French) model and on various investment sectors and the need to Investors reconsider their investment method.