The Stock Selection Model and Performance Analysis on Philippine PSE Market from 2003 to 2014
碩士 === 東吳大學 === 國際經營與貿易學系 === 103 === In this study explored 12 stock fundamental analysis to test the performance in Philippine PSE Market in 2003 to 2014. It followed the research of Fama and French (1992). Using a single indicator and the composite indicators mode to find out the best stock se...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/mfbpz4 |
| Summary: | 碩士 === 東吳大學 === 國際經營與貿易學系 === 103 === In this study explored 12 stock fundamental analysis to test the performance in
Philippine PSE Market in 2003 to 2014. It followed the research of Fama and
French (1992). Using a single indicator and the composite indicators mode to
find out the best stock selection model and the best profitability. And to
compare Philippine with Taiwan, Hong Kong, China and Japan’s stock market.
After the empirical analysis to obtain the following results: (1) A single
indicator value-based indexes show the best results.(2) The best of composite
indicators mode are the value-based indexes add other indicators. (3) The
composite indicator performance better than a single indicator.
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