結合基本面、技術面與籌碼面之投資策略對股價報酬之實證─以長榮海運為例

NCUIR > School of Management at National Central University > Executive MBA > Electronic Thesis & Dissertation > Item 987654321/88496

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Title:	結合基本面、技術面與籌碼面之投資策略對股價報酬之實證─以長榮海運為例
Authors:	邱俊傑;Chui, Chun-Chieh
Contributors:	高階主管企管碩士班
Keywords:	基本面分析;技術分析;籌碼面分析;MA移動平均線;MACD;KD;fundamental analysis;technical analysis;chip analysis;Moving Average(MA);MACD;KD
Date:	2022-04-26
Issue Date:	2022-07-14 13:49:41 (UTC+8)
Publisher:	國立中央大學
Abstract:	本研究以個股公司的營運狀況以及所處的產業面分析作為選股策略，確保該個股公司在未來的股價上能有大波段的漲幅，並以技術、籌碼分析建構出交易策略，讓一般投資人也能輕鬆獲得較大的資本報酬。本研究選定航運產業中的長榮公司，建構的交易策略是以MA5日、MA10日、MA20日移動平均線的多頭與空頭排列為基礎，結合MACD的黃金與死亡交叉作為長榮股票的波段開始與結束訊號，比較以MA5日、MA10日、MA20線以及9日KD指標為波段中買賣點的獲利率，研究期間為2020/10/13~2022/1/12，期間合計有3個波段的操作，其結果證實，個股股價的波段成立後，期間以MA10日線作為買賣點的依據時，投資人可以獲得較大的報酬。;This study examines a way trying to help individual investors enhance their investment performance. We use Evergreen Marine Corp., a listed firm in Taiwan Stock Exchange, as a case over the period of 2020/10/13 - 2022/1/12 and follow fundamental, technical as well as chip analyses. In technical analysis, we construct a trading strategy based on crossover pattern of MA5, MA10, MA20, combining with Golden Cross and Death Cross of MACD as start and end signals of a wave, then we compare the rate of return when using MA5, MA10, MA20 and 9-day period KD alone as buy and sell indicators in the wave. We find that MA10 alone gains the best return.
Appears in Collections:	[Executive MBA] Electronic Thesis & Dissertation

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