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題 名 | 發展一綜合指標以進行個股趨勢分析=A Synthetic Index for Individual Stock Trend Analysis |
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作 者 | 阮業春; 陳安斌; 李曜旭; 曾亦青; | 書刊名 | 明志學報 |
卷 期 | 34:1 2002.06[民91.06] |
頁 次 | 頁83-95 |
分類號 | 563.54 |
關鍵詞 | 綜合指標; 趨勢分析; Synthetic index; Trend analysis; |
語 文 | 中文(Chinese) |
中文摘要 | 股票市場之走勢分析與預測,已成為學界和業界所熱衷探討的議題。在股價指數分析方面,基本面因素、交易面因素以及制度面因素,被視為影響股市波動的三大主因;在個股走勢分析方面,已有多種技術分析指標被發展出,並用以預測個股股價之走勢。但無論是股市波動因子或是技術分析指標,對個股趨勢的分析來說,均非一穩健之分析或預測工具。因此,本研究擬結合股市波動因子及技術分析指標,發展一綜合指標,以協助投資人進行個股走勢之研判工作。在操作績效比較方面,結果顯示本研究所提之綜合指標較以往MA及MACD之操作績效為佳。 |
英文摘要 | Trend analysis and forecasting of stock market have got much attention in academia and in practice. In stock index analysis, basic factor, trade factor, and system factor are three factors considered as the main causes influencing the stock market volatility. In individual stock trend analysis, various technical analysis indices are developed and adopted for stock price forecasting. However, neither stock market volatility factors nor technical analysis indices are robust tools for individual stock trend analysis. For this reason, our reserach has developed a symthetic index by using of stock market volatility factors and technical analysis indices to assist investors in analyzing individual stock trend. The result of trading performance comparison shows that the performance of the synthetic index is better than the performances of MA and MACD. |
本系統中英文摘要資訊取自各篇刊載內容。