| Summary: | Methods of a multidimensional comparative analysis (MCA) rely on the ordering of a relatively homogeneous set of objects or features in order to make decisions regarding the choice of an object or feature according to a predetermined criterion. These methods are used to study directly immeasurable phenomena characterizing specific objects, subject to analysis. The article reviewed and characterized the methods of a multidimensional comparative analysis. An attempt was made to assess which methods may be particularly useful in an analysis of the capital market. The paper also presents examples of the use of selected MCA methods in form of the results of own research carried out in 2017 using the synthetic measure of taxonomic measure attractiveness of investment (TMAI) development. The obtained results were verified by comparing the value of TMAI with the real profitability of the investment, measured by the rates of return on shares of the surveyed listed companies.
Keywords: financial econometrics, multidimensional comparative analysis, synthetic development measure, taxonomic measure attractiveness of investment (TMAI), capital market.
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