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    題名: 高獲利、轉機與成長型電子股投資組合績效評估
    其他題名: Evaluation of the performance in the electronic stock : high ESP, turn around v.s fast growth type
    作者: 林宗慶;Lin, Tsung-ching
    貢獻者: 淡江大學國際貿易學系國際企業學碩士班
    李又剛;Lee, You-kong
    關鍵詞: 每股盈餘;投資組合;買進持有;earnings per share(EPS);portfolio;buy and hold
    日期: 2006
    上傳時間: 2010-01-11 01:20:36 (UTC+8)
    摘要: 論文提要內容:
    在相關文獻中指出,毎股盈餘為影響個股投資報酬率的顯著變數,且電子股為台股之交投重心,本文希望透過掌握台股於各季公佈獲利的時機,分別建構高獲利、轉機及成長型投資組合,透過買進持有的投資策略,剖析能否在不諮詢專業投資機構,且不必緊盯盤面下,為一般投資人提供簡單又有用的投資策略,本文所獲致之主要實證結果如下:
    ㄧ、上市電子部份:
    (一)相對績效
    不論大盤與電子指數上漲或下跌,暨何者勝出,高獲利投資組合表現均最佳。
    (二)絕對績效
    1.大盤上漲及大盤勝出下,轉機型投資組合表現較佳。
    2.大盤下跌、電子指數不論漲跌,暨電子指數勝出,高獲利投資組合表現較佳。
    3.不論大盤,抑或電子指數何者勝出,成長型投資組合均表現最差
    二、上櫃電子部份:
    (一)相對績效
     1.大盤、電子指數上漲暨電子指數勝出時,成長型投資組合表現較佳。
     2.大盤、電子指數下跌暨大盤勝出時,高獲利投資組合表現較佳。
    (二)絕對績效
     1.大盤、電子指數上漲暨電子指數勝出時,成長型投資組合表現較佳。
     2.大盤、電子指數下跌暨大盤勝出時,高獲利投資組合表現較佳。
    3.不論大盤,抑或電子指數何者勝出,轉機型投資組合均表現最差。
    Abstract:
    In related literatures, we find EPS(earnings per share)is the predominant variable which significantly affects the investing return. Besides the electronic stock is the focus of investors to trade and invest. We try to use the quarterly financial report data to establish portfolios of higher profit、turnaround and growth stock. We utilize buy and hold strategy to afford investors a simple and useful investment strategy. Investors needn’t ask specialized institution and gazing the stock price all the time, but even can beat the market. The main empirical findings are as below:
    1. Listing Companies:
    (1)relative performance
    No matter which situation, the best is the portfolio of higher profit stock.
    (2)absolute performance
    a. when bull market and market index surpass electronic stock index, the best is the portfolio of turnaround stock.
    b. when bear market and no matter electronic stock index bull or bear, and electronic index surpass market, the best is the portfolio of higher profit stock.
    c. No matter bull or bear market and no matter which index surpass another, the worst is the portfolio of higher profit stock.
    2.OTC Companies:
    (1)relative performance
    a. When bull electronic stock and market, and electronic stock index surpass market, the best is the portfolio of growth stock.
    b. When bear electronic stock and market, and market index surpass electronic stock index, the best is the portfolio of higher profit stock.
    (2)absolute performance
    a. When bull electronic stock and market, and electronic stock index surpass market, the best is the portfolio of growth stock.
    b. When bear electronic stock and market, and market index surpass market, the best is the portfolio of higher profit stock.
    c. No matter which situation , the worst is the portfolio of turnaround stock.
    顯示於類別:[國際企業學系暨研究所] 學位論文

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