博碩士論文 110450011 完整後設資料紀錄

DC 欄位 語言
DC.contributor高階主管企管碩士班zh_TW
DC.creator吳昌隆zh_TW
DC.creatorChang-Lung Wuen_US
dc.date.accessioned2023-4-11T07:39:07Z
dc.date.available2023-4-11T07:39:07Z
dc.date.issued2023
dc.identifier.urihttp://ir.lib.ncu.edu.tw:88/thesis/view_etd.asp?URN=110450011
dc.contributor.department高階主管企管碩士班zh_TW
DC.description國立中央大學zh_TW
DC.descriptionNational Central Universityen_US
dc.description.abstract本研究旨在以股市分析中常見的三個技術分析指標: 移動平均線(MA)、隨機震盪指標(KD)、平滑異同移動平均線指標(MACD)及籌碼指標: 三大法人合計買賣超張數等四個指標之多空訊號為依據,建構一個多重指標的類程式交易模式,並以IC載板上市公司為例,試圖尋找出可以提高股票投資人的投資績效之交易策略。在使用了四種策略下,本研究發現: 1. 財務基本面選股策略: 選定獲利龍頭股南電,不論在多頭或空頭區間之報酬率均優於對照組;2. 股價強弱趨勢分析選股策略: 選定股價在盤整區的臻鼎,在回測區間之報酬率雖低於財務基本面選股標的南電,但與其他對照組比較,仍有較佳之投資報酬率;3. 「停損(-10%)、停利(+15%)」設定策略:在個股多頭區間,相對「不停損、不停利」條件下,能有較佳之報酬率,但在空頭區間則差異不大;4. 多頭與空頭區間操作策略比較: 在多頭區間採取做多策略,相對空頭區間能獲得超額報酬率。整體而言,本研究建構之多重指標模式可做為投資人個股股票買賣參考,並建議設定適當的停損、停利點,在多頭區間順勢做多,在空頭或盤整區間則相對不易獲利,可降低持股或持盈保泰。zh_TW
dc.description.abstractThis research explores the way to improve the investment performance for stock investors. Fundamental, technical and chip analyses are applied in this study and the most stable listed companies are chosen as a sample. This works backtests each company’s return on investment from Oct. 2021 to Nov. 2022. By analyzing each sample firm’s historical stock price and implementing the strategy of stop loss and stop profit, the findings are as follows: Based on the strategy of financial fundamental analysis, whether in a bear or bull market, the selected firm’s stock rate of return is better than that of control group. Moreover, by using multiple indicators we can avoid the long loss of the long band to reduce our loss. 2. Based on the strategy of the stock price relative strength index [RSI], we could choose the consolidation zone of the stock market, Zhen Ding. Although its backtesting zone’s profit was much in the low zone than Nanya, Zhen Ding was still in a better place to gain profit compared to the other control group. 3. Using the strategy of the profit-taking within [stop loss of 10% and stop profit of 15%] in the long-only zone, comparing to the conditions of [none-stop-loss and none-stop-profit], it shows a better rate of return in bull market, however, little difference is found in bear market. 4. In the comparison between a bear market and a bull market, the rate of return is higher during the time of the bull market to go long than that in bear market zone. Overall, the findings in this research could provide moderate advice to the investors for setting up stop-loss points and stop-profit points as well as going long in the bull market and going short in the bear market, or, at least, lowering shareholding to maintain a certain rate of return at the same time waiting for the rebound.en_US
DC.subject技術分析指標zh_TW
DC.subject籌碼指標zh_TW
DC.subject財務基本面分析zh_TW
DC.subject停損zh_TW
DC.subject停利zh_TW
DC.subjectIC載板zh_TW
DC.subjectTechnical Analysisen_US
DC.subjectChip Indexen_US
DC.subjectFinancial Analysisen_US
DC.subjectStop Lossen_US
DC.subjectStop Profiten_US
DC.subjectIC Substrateen_US
DC.title多重指標投資策略探討─以台灣上市之IC載板製造公司為例zh_TW
dc.language.isozh-TWzh-TW
DC.type博碩士論文zh_TW
DC.typethesisen_US
DC.publisherNational Central Universityen_US

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