台灣股市價量、技術指標之投資策略與布林通道實證分析－以觀光股晶華為例

NHUIR > College of Management > Department of Tourism Management, The M.A. Program of Tourism Management and Leisure Environment Management > Disserations and Theses(M.A. Program in Tourism Management) > Item 987654321/28078

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Title:	台灣股市價量、技術指標之投資策略與布林通道實證分析－以觀光股晶華為例
Other Titles:	An Investment Strategy and Empirical Analysis about Price, Volume, Technical Indicators and Bollinger Bands of Taiwan's Stock Market--Take the Tourism Stocks Jinghua as an Example
Authors:	王淑芳 WANG, SHU-FANG
Contributors:	旅遊管理學系旅遊管理碩士班丁誌魰 TING, CHIH-WEN
Keywords:	晶華;台灣股市;技術指標 Jinghua;Taiwan stock market;Technical indicators
Date:	2019
Issue Date:	2022-03-25 09:51:45 (UTC+8)
Abstract:	股市中常見的技術指標一般多以價格作為變數，也有以成交量為變數的技術指標，而在股市中也常會聽到「量是價的先行指標」、「量先價行」、以及「價量齊揚、價跌量縮」等等說法，究竟哪個技術指標可以幫助投資人找到最佳的買賣時機點，可以獲得最佳報酬，眾多理論都有其學術依據，各擅勝場。因此本研究擬提出結合各家技術理論之長處，綜合價、量技術指標二者優點的方法，可以幫助投資人投資股市時找到最佳買、賣時機點，並獲取最佳報酬。本研究以台灣股票市場的觀光股－晶華（2707）做為研究對象，使用常見的技術分析指標，加上成交量，利用電腦程式模擬操作的方式，檢驗運用在市場上獲得最佳報酬的可行性。藉由一到多個技術指標的組合設定，使用電腦程式進行交易，統計並分析研究結果。研究結果發現：使用相對強弱指標（RSI）、加上布林通道（B Band）、加上成交量放大為5日成交量均量的1.5倍，作為組合策略的條件時，該策略可以獲得最佳報酬，證實成交量可以做為關鍵因素。而投資股票，除了價格成本外，交易成本也是投資人需要審慎考量的一項重點。　　The technical indicators in the stock market are generally based on price variables, or there are technical indicators with variable volume, but the stock market often hears＂ the volume can go before the price＂, ＂volume is the leading indicator of price＂, which technical indicator can help investors get the best reward, but there is no answer. Therefore, this study intends to combine the advantages of both to find the best timing to invest in the stock market, and to get the best reward. Taking Jinghua (2707), a tourist stock in the Taiwan stock market, as the research object, use computer programs to trade, statistically analyze and analyze research results by setting one or more technical indicators. We found, when using the RSI, and the B Band, and the volume is 1.5 times the average of the 5-day average, as the condition of the portfolio strategy, the strategy can get the best reward. In addition to a focus on cost price of the stock, the transaction costs of investors also need to consider.
Appears in Collections:	[Department of Tourism Management, The M.A. Program of Tourism Management and Leisure Environment Management] Disserations and Theses(M.A. Program in Tourism Management)

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