[心得] 何時該進場投資台股?
圖文版本:http://blog.17rich.com/taiwan-index-risk.html
這篇要分享給大家從台股加權指數來看指數在什麼位置是屬於低風險可以佈局,什麼位置又
是高風險應該要減碼或是退場,做為進場前的風險分析或是資金配置。
以台股近20年的加權指數來當分析樣本,刪除台股早期幾百點而已的數據,以及從
12682.41點跌下來反彈到6000點之間的數據,因為台股平均指數50%位置差不多就是6000
點,所以從反彈後到6000點開始統計。數據是從1991/5/6的大盤指數6112.09開始,統計
到最新2012/2/13的7912.91,這段時間台股共經歷5,476個收盤,統計結果如下:
下表是台股在該指數以下佔整體樣本5476天的累積比例,用1減去該比例的計算可推測如
果在此時佈局台股獲勝的機率。
下表統計台股指數個別區段的所佔比例:
兩張表合起來一起看的圖:
以下是數據研讀:
跟據統計大盤約在6350左右會是整體時間50%比例的分界點,換句話說在6350(注意是大約
不是絕對值)以下即為台股進入較少比例區的時候,此時看長多獲勝的機率也開始提高,
保守一些的可以抓6000點以下。
另外從整體累積比例來看,台股漲到8600點以上時,獲勝機率就剩下約10%,9000點以上
獲勝機率更只剩下不到5%。
如果把幾個關鍵指數位置單獨拉出來看更容易知道風險在哪裡:
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