A Research of Taiwan stock market stock selection strategy – Case of Taiwan 50 and Taiwan Mid-Cap 100 Component Stocks
| Autor: | Che-Hao Li, 李哲豪 |
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| Rok vydání: | 2013 |
| Druh dokumentu: | 學位論文 ; thesis |
| Popis: | 101 In this study we used The Taiwan 50 and Taiwan Mid-Cap 100 Index constituent to explore the stock selection strategy. First, through the related studies, we summarized the relevant factors as the investment measurement variables, including: revenue, earnings per share, price earnings ratio, yield rate, return on equity, gross profit margin and operating profit margin. Then we used the independent samples t-test to analyze the seven financial indicators, if there is a significant difference between positive growth of 20% and a negative growth of 20% return rate. In this study, within the Taiwan 50 and Taiwan Mid-Cap 100 constituent stocks, we filtered the company stocks between 2007/Q1 to 2011/Q3 with a positive growth of 20% and a negative growth of 20%, including 406 positive growth companies and 683 negative growth companies. The results showed that the historical price earnings ratio, revenue growth, yield rate and return on equity has reached a significant level, which means that these indicators have a greater influence on the Taiwan stock market. |
| Databáze: | Networked Digital Library of Theses & Dissertations |
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