| Summary: | 碩士 === 國立臺北大學 === 國際財務金融碩士在職專班 === 107 === The purpose of this study is to explore the analysis of the factors that identify high-risk stocks in the Taiwan stock market. In addition to the financial statements, the net worth ratio, turnover rate, financing use rate, director supervisors and major shareholder proportion ratios are related to landmine stocks. This reminds investors and serves as a reference for their investment in securities.
If the stock market lacks liquidity, it cannot be realized smoothly at a reasonable price. When the market is in a bull market, investors are less concerned about liquidity risk. When liquidity is lost, stocks are difficult to sell, causing huge losses for investors. Through this research, for early warning of stocks that may generate liquidity risk, investors should pay attention to and avoid listing them as investment targets.
This study takes the listing of the Taiwan Stock Exchange and the financial corporation Taipei exchange of the Republic of China from 2008 to 2018 as a research sample, and the stocks with a daily limit of more than two days (inclusive)are high-risk stocks. The securities company's high-risk stock control rules are studied, understand the implementation of its high-risk stocks and analyze its control effectiveness. Through the two errors and regression analysis of the hypothesis test, the explanatory variables are adjusted and the adjusted correct decision-making ratio is better than the original control rules, and suggestions for improvement are proposed.
The credit institution shall establish a set of evaluation criteria for identifying high-risk stocks, review it regularly and adjust it in a timely manner, pay attention to the major information and financial changes of individual stocks, and review the changes in the profit and loss of the counterparty account. If necessary, it is advisable to reduce the number of credits or increase the number of credits. Measures such as collateral.
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