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以大數據關聯法則分析上市公司財報發布與異常報酬之關係 = = To an...

林錦輝

以大數據關聯法則分析上市公司財報發布與異常報酬之關係 = = To analyze the relationship between the release of financial reports by listed companies and abnormal returns using big data association rules /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	以大數據關聯法則分析上市公司財報發布與異常報酬之關係 =/ 林錦輝.
Reminder of title:	To analyze the relationship between the release of financial reports by listed companies and abnormal returns using big data association rules /
remainder title:	To analyze the relationship between the release of financial reports by listed companies and abnormal returns using big data association rules.
Author:	林錦輝
Published:	雲林縣 :國立虎尾科技大學 , : 民113.07.,
Description:	[7], 39面 :圖, 表 ; : 30公分.;
Notes:	指導教授: 鄧誠中.
Subject:	關聯法則. -
Online resource:	電子資源

以大數據關聯法則分析上市公司財報發布與異常報酬之關係 = = To analyze the relationship between the release of financial reports by listed companies and abnormal returns using big data association rules /
林錦輝

以大數據關聯法則分析上市公司財報發布與異常報酬之關係 =To analyze the relationship between the release of financial reports by listed companies and abnormal returns using big data association rules /To analyze the relationship between the release of financial reports by listed companies and abnormal returns using big data association rules.林錦輝. - 初版. - 雲林縣 :國立虎尾科技大學 ,民113.07. - [7], 39面 :圖, 表 ;30公分.

指導教授: 鄧誠中.

碩士論文--國立虎尾科技大學企業管理系經營管理碩士在職專班.

含參考書目.

本研究金融市場中股票佔據相當重要的地位，股票價值投資是一種以基本面分析為基礎的投資策略，投資人主要由損益表分析財務狀況的獲利能力、資產負債表的營運能力，來評估企業的內在價值並尋找被低估的股票，買進並長期持有。近年來，隨著資料探勘技術的發展，一些學者開始嘗試將關聯法則應用於股票價值投資中。關聯法則是一種資料探勘技術，用於發現資料庫中的關聯模式。元大台灣50 (0050) 是台灣第一ETF，追蹤台灣證券交易所上市的台灣加權指數。該指數由市值前50大上市公司組成，代表台灣股市的整體表現。統計時間2004年1月收盤為30.3元(還原權值)至2023年12月收盤價132.36(還原權值)，(0050)由上述時間累積報酬率為336.83%，年化報酬率8.07%，本研究以之為對照。為提高投資人藉由購買個股來提高報酬率，關聯法則可以被用來尋找具有相似特徵的高成長的股票，並分析這些群組之間的關聯關係。例如，研究人員可以利用關聯法則來尋找具有戴維斯效應，低本益比、盈餘高成長率等特徵的股票特性，並進一步分析這些群組的長期績效。本研究採取資料範圍，由台灣發行上市股票為主要研究資料，範圍從2012年01月01日至2023年09月30日止，研究結合基本面每季公布資料中篩選後採用最小支持度與信心度篩選高支持度的替代關聯法則為投資人提供資訊在公布財報後七個月內能達到(0050)績效及降低虧損的風險。.

(平裝)Subjects--Topical Terms:

1449216
關聯法則.

以大數據關聯法則分析上市公司財報發布與異常報酬之關係 = = To analyze the relationship between the release of financial reports by listed companies and abnormal returns using big data association rules /
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246 1 1 $a To analyze the relationship between the release of financial reports by listed companies and abnormal returns using big data association rules.
250 $a 初版.
260 # $a 雲林縣 : $b 國立虎尾科技大學 , $c 民113.07.
300 $a [7], 39面 : $b 圖, 表 ; $c 30公分.
500 $a 指導教授: 鄧誠中.
500 $a 學年度: 112.
502 $a 碩士論文--國立虎尾科技大學企業管理系經營管理碩士在職專班.
504 $a 含參考書目.
520 3 $a 本研究金融市場中股票佔據相當重要的地位，股票價值投資是一種以基本面分析為基礎的投資策略，投資人主要由損益表分析財務狀況的獲利能力、資產負債表的營運能力，來評估企業的內在價值並尋找被低估的股票，買進並長期持有。近年來，隨著資料探勘技術的發展，一些學者開始嘗試將關聯法則應用於股票價值投資中。關聯法則是一種資料探勘技術，用於發現資料庫中的關聯模式。元大台灣50 (0050) 是台灣第一ETF，追蹤台灣證券交易所上市的台灣加權指數。該指數由市值前50大上市公司組成，代表台灣股市的整體表現。統計時間2004年1月收盤為30.3元(還原權值)至2023年12月收盤價132.36(還原權值)，(0050)由上述時間累積報酬率為336.83%，年化報酬率8.07%，本研究以之為對照。為提高投資人藉由購買個股來提高報酬率，關聯法則可以被用來尋找具有相似特徵的高成長的股票，並分析這些群組之間的關聯關係。例如，研究人員可以利用關聯法則來尋找具有戴維斯效應，低本益比、盈餘高成長率等特徵的股票特性，並進一步分析這些群組的長期績效。本研究採取資料範圍，由台灣發行上市股票為主要研究資料，範圍從2012年01月01日至2023年09月30日止，研究結合基本面每季公布資料中篩選後採用最小支持度與信心度篩選高支持度的替代關聯法則為投資人提供資訊在公布財報後七個月內能達到(0050)績效及降低虧損的風險。.
520 3 $a Stocks play a crucial role in the financial market, and value investing is a fundamental analysis-based strategy that evaluates a company's intrinsic value by analyzing its profitability through income statements and operational capabilities through balance sheets. Investors aim to identify undervalued stocks, purchase them, and hold them for the long term. In recent years, with the advancement of data mining techniques, researchers have ex-plored the application of association rule mining in value investing. Association rule mining is a data mining technique used to discover patterns and relationships within datasets. Yuanta Taiwan 50 (0050), Taiwan's first ETF, tracks the Taiwan Stock Exchange Capi-talization Weighted Stock Index. This index comprises the top 50 listed companies by market capitalization, representing the overall performance of the Taiwanese stock market. From its inception in January 2004 to December 2023, 0050 has achieved a cumulative return of 336.83% with an annualized return of 8.07%. To enhance investors' returns through individual stock purchases, association rule mining can be employed to identify high-growth stocks with similar characteristics and analyze the associations between these groups. For instance, researchers can utilize association rule mining to identify stocks exhibiting the Davis Double Play effect, low price-to-earnings ratios, and high earnings growth rates, followed by analyzing the long-term performance of these groups. This study focuses on listed stocks in Taiwan, spanning from January 1, 2012, to Sep-tember 30, 2023. By integrating quarterly fundamental data and applying minimum support and confidence thresholds, the study aims to identify alternative association rules with high support. These rules will provide investors with valuable insights to achieve performance com-parable to 0050 within seven months of financial report releases, while minimizing the risk of losses..
563 $a (平裝)
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650 # 4 $a 財報發布. $3 1449217
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650 # 4 $a data exploration. $3 1449219
650 # 4 $a Apriori. $3 1449220
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