Comparing Investment Performance of Passive and Active Portfolio’s In Amman Stock Exchange An Empirical Study On a Sample Of Companies Listed On The ASE 20 Index

Abstract

This Study aims to building and analyzing a passive portfolio, using the

buy and hold strategy ,according to the cut off ratio model ,and building and analyzing an active portfolio using the securities selection strategy according to the high-return model, in some companies listed in ASE 20 index of  The Amman Stock exchange and its evaluation using Sharp index, to determinate which portfolio achieves the best performance , as the data of 10 companies included in the ASE 20 index for the period from 2018 to 2022 . The study came out with a set of conclusions, the most important of which is that the active portfolio performed the passive and the market index portfolios in The Amman stock exchange