月營收年增率變化運用於台灣股市之交易策略;A Trading Strategy in Taiwan’sStock Market -Using the Change of Monthly Revenue Annual Growth Rate

NCUIR > School of Management at National Central University > Executive Master of Finance Management > Electronic Thesis & Dissertation > Item 987654321/71778

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/71778

Title:	月營收年增率變化運用於台灣股市之交易策略;A Trading Strategy in Taiwan’sStock Market -Using the Change of Monthly Revenue Annual Growth Rate
Authors:	劉俊麟;Ling,Liu Chun
Contributors:	財務金融學系在職專班
Keywords:	月營收年增率;加速通道;交易策略
Date:	2016-07-28
Issue Date:	2016-10-13 13:52:02 (UTC+8)
Publisher:	國立中央大學
Abstract:	投資市場瞬息萬變，資料來源也是五花八門，分析方式舉凡像是基本面分析、技術面分析、籌碼面分析等等，本文利用每月唾手可得的基本面資料-月營收年增率變化建構交易策略，並結合技術面加速通道指標，驗證是否能於台股市場獲得超額報酬，實證結果證實，利用月營收年增率及加速通道可建立保守性投資組合，對抗下跌，穩健成長。 ;The investment market is instantaneously changing. Also, the data source of investment is multifarious, as well as the analysis method, for example, fundamental analysis, technical analysis, and institutional investors and credit trading analysis. In the thesis, I provide a trading strategy which combines the easily accessible change of monthly revenue annual growth rate and the acceleration bands. I further show that our strategy provides a better performance compared with Taiwan Stock Index. Using this strategy, investors could construct a conservative portfolio against the fall in stock market and keep a steady growth.
Appears in Collections:	[Executive Master of Finance Management] Electronic Thesis & Dissertation

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