An Empirical Study of the Taiwan Stock Market Using Monitoring Indicators

• Main Authors: Ting-Ying Chen, 陳亭穎
• Other Authors: Chao-Yen Wu
• Format: Others
• Language: zh-TW
• Published: 2010
• Online Access: http://ndltd.ncl.edu.tw/handle/62167647761252747067

碩士 === 義守大學 === 資訊管理學系碩士班 === 98 === As people know that human does not manage finances, the wealth pays no attention to human. However, investors always want to find an easy and effective way to invest their money. In this paper, a method introduced in Money magazine using Monitoring Indicators as a way to buy or sale stocks is studied and verified for Taiwan Stock Market. To buy stocks when the total score is less than 16 points (included) and to sale stocks when the total score is higher than 29 points (included). Follow this method can get profit from the market. This method is simulated using the real data from Taiwan Market. The investment will take profit when it reaches 10%, 20%, 30%, 40%, or 50% profit benchmarks. The results from Exchange Traded Fund (ETF) simulation are: the investors can get excess return on single investments and the number of transactions is increase. The longest, shortest, and average holding periods to reach these profit benchmarks are also studied in this thesis. Overall, this is an easy and effective way to invest in the stock market.