Constructing Taiwan Stock Market Investment Strategy by Applying the Combination Index of Multi-Factor and Timing Choosing

碩士 === 中原大學 === 資訊管理研究所 === 104 === Stock market is the main investment tool for people in Taiwan. Since the market shifts rapidly, how to choose the best approach and ideal targets is worth studying. There are many dimensions in analyzing the stock market, and each dimension has pros and cons p...

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Bibliographic Details
Main Authors: Yu-Tung Lin, 林昱彤
Other Authors: Wei-Ping Lee
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/37kc57
Description
Summary:碩士 === 中原大學 === 資訊管理研究所 === 104 === Stock market is the main investment tool for people in Taiwan. Since the market shifts rapidly, how to choose the best approach and ideal targets is worth studying. There are many dimensions in analyzing the stock market, and each dimension has pros and cons plus its own theoretical basis. However, there are few studies that are embedded with the advantages of multiple dimensions. This paper tries to combine fundamental indicators, bargaining chip indicators and profit indicator to conduct a muli-factors research. By following the Joey Greenblatt magic investing formula to rank each indicators, together with timing choosing indicator, runs an over-all research in Taiwan’s stock market. study period from january 2008 to december 2015 use Taiwan 50 medium 100 for research sample ,to classify traditional industry and eletric industry from the sample,to build a stock market investment strategy apply to taiwan stock market The best investment strategy of the results of the study are greater than 15%.