台灣上市金融類股股票投資策略之探討─以國泰金與富邦金為例

NCUIR > School of Management at National Central University > Executive MBA > Electronic Thesis & Dissertation > Item 987654321/88277

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/88277

Title:	台灣上市金融類股股票投資策略之探討─以國泰金與富邦金為例
Authors:	廖玉蓓;Liao, Yu Pei
Contributors:	高階主管企管碩士班
Keywords:	基本面分析;技術分析;金融控股公司;成交量;籌碼面分析;Fundamental analysis;Technical analysis;Financial holding company;Trading volume;Chip analysis
Date:	2022-04-26
Issue Date:	2022-07-13 21:24:56 (UTC+8)
Publisher:	國立中央大學
Abstract:	本研究建構兩組不同的投資策略，個別採用兩個或以上的技術指標當作買賣研判工具，期望該投資策略能夠降低追高殺低的機率，幫助投資人判斷買賣時機點，並得以降低風險，提高投資報酬率。本研究透過基本面分析、金融產業分析，進而運用選股策略挑選研究樣本，以金融控股公司-國泰金、富邦金為標的，研究期間於2021年4月1日到2022年1月31日共10個月，進行實務操作及實證分析，研究組觀察移動平均線（MA指標），搭配隨機指標（KD指標）、成交量及籌碼面分析後，評估買入或賣出時機之策略。對照組係觀察隨機指標（KD指標）、相對強弱指標（RSI指標）、平滑異同移動平均線指標（MACD指標）三大技術分析指標，進行投資買賣時機的參考依據。研究結果顯示，研究組無論在投資勝率或投資報酬率上均優於對照組，亦優於金融股價指數及台股加權股價指數同期間進出之年化投資報酬率。;This study tries to develop an investment strategy to help individual investors enhance their stock investment performance with a lower risk and higher return. Two listed financial holding companies - Cathay Pacific Gold and Fubon Gold are selected as a sample based on fundamental analysis and industry analysis. The research period is from April 1, 2021 to January 31, 2022, a total of ten months. Using moving average (MA indicator) and stochastic indicator (KD indicator) as well as trading volume and chip surface analyses to evaluate the strategy of buying or selling timing as the research group, then following the three technical analysis indicators of Stochastic Indicator (KD Indicator), Relative Strength Indicator (RSI Indicator) and Smoothed Moving Average Convergence and Difference (MACD Indicator) to build the control group, this study finds that the research group performs better than the control group in terms of investment winning rate and rate of return. Finally, Our research group also performs better than the financial industry stock price index and the TWEC Weighted Index during the same period.
Appears in Collections:	[Executive MBA] Electronic Thesis & Dissertation

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