Palestine Technical University Research Journal


This paper aimstoevaluate and predictthe portfolios sectors (banking and financial services, in-dustry, insurance, investment, services, market portfolio) inPalestineStock Exchange (PSE)fromJanuary2013-December 2016, this resultused, Sharpe,Treynor, andJensenindexes, toevaluate the performanceofthe portfolios sectors. And (Box –Jenkins, 1976)Modelwas usedMethodology, toPredictthe performance ofthe portfolios sectors.The results revealed that the reported progresstheperformance of the bankingportfolioover theotherportfolios. The studyalso found, according to different methods and tests, the autoregressive model of degree one is the best model fitting the data. The seasonal pattern of the series has little effects on the model.