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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/31980

    Title: 高獲利、轉機與成長型電子股投資組合V.S基金化績效評估
    Other Titles: Evaluation of the performance in the electronic stock : high EPS, turnaround and growth type v.s. funded porfolio
    Authors: 王炳智;Wang, Ping-chih
    Contributors: 淡江大學國際貿易學系國際企業學碩士班
    李又剛;Lee, You-kong
    Keywords: 每股盈餘;投資組合;買進持有;Earnings Per Share(EPS);porfolio;buy and hold
    Date: 2009
    Issue Date: 2010-01-11 01:30:31 (UTC+8)
    Abstract: 從相關文獻的研究結論得知:在國內股市裡,無論是上市抑或上櫃市場裡的電子




    In the relevant literatures, all of them pointed out in the domestic stock market, whether the electronic stock in TSE or OTC, the earnings per share(EPS) is the explanatory variables which dominates the return of nvestment. So we collect the quarterly financial reporting data through each quarter , to utilize EPS as a main variable to establish investment portfolios of higher profit、turnaround and growth stock respectively. Furthermore , we analyze the performance of buy and hold strategy whether can beat the market、electronic index or domestic open-end mutual fund. According to empirical study, we want to provide valuable investment strategy to investor. The main empirical finding as below:

    1. Generalized investment portfolio
    (1)Relative Performance
    After comparing with the market and electronic index, we find our three portfolio’s performance are the same in TSE market;but the performance of higher profit portfolio is the best of the three in OTC.
    (2)Absolute performance
    By comparing with the market and electronic index, we find turnaround portfolio’s performance is the best of the three in both TSE and OTC.

    2. Fundization portfolio
    (1)Relative Performance
    After summarize the number of fundization portfolio’s performance which ranking in the top 20%.We find both higher profit and turnaround portfolio perform better than growth portfolio.
    (2)Absolute performance
    By calculate rate-of-return of the three fundization portfolio .We find turnaround portfolio’s performance is the best of the three.
    Appears in Collections:[國際企業學系暨研究所] 學位論文

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