ABSTRACT
The objective of this work is to present a new approach to evaluate stock. In the stock market, there are a large number of stocks, so the investor faces the problem of choosing the ones that make up a portfolio. The ELimination Et Choix Traduisant la REalité (ELECTRE)-III method was applied to evaluate and generate a ranking that orders the stocks of the Mexican Stock Exchange (MSE) from best to worst according to the preferences of the investors. The top 20 firms shown in the ranking mostly coincide with the best firms of the Price and Quotation Index from the MSE. The ranking generated can be helpful to the investor in the selection of a satisfactory portfolio, since their preferences were considered in the stock evaluation phase.
