| URN | etd-0114122-215953 | Statistics | This thesis had been viewed 127 times. Download 9 times. |
| Author | Yun-si Sun | ||
| Author's Email Address | ya427427@gmail.com | ||
| Department | Institute of Industrial Management | ||
| Year | 2021 | Semester | 1 |
| Degree | Master | Type of Document | Master's Thesis |
| Language | zh-TW.Big5 Chinese | Page Count | 57 |
| Title | An Empirical Study of Investment Fund Allocation and Fund Growth Rate-Take Yuanta Taiwan 50 Excellence Fund as an example | ||
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| Abstract | The purpose of this research is to empirically analyze the performance difference of index stock fund ETF Yuanta Taiwan 50 that started to invest in different periods. A comparative analysis was made in two stages. (1) The ETF Yuanta Taiwan 50 was listed and started to invest until now (2003/07/01 -2020/12/01), (2) The investment started the day before the global economic crisis occurred in 2007-2008 (2007/10/01-2020/12/01) to compare the performance difference of investment in different periods of the stock market. The trading day is the first trading day of each month, with one million funds, and setting the starting capital allocation ratio, which is divided into ten groups from 10% to 99%, and the growth rate of the capital scale in each period is from 1.01% to 1.10%. Divided into ten groups, the performance of the investment strategy module is tested by the program. The measurement indicators are the extreme value of the cumulative return during the investment holding period, the return fluctuation range and the annualized rate of return to find the best investment strategy. According to the empirical results of this research, the first stage (2003-2020) investment takes the capital growth rate of 1.07% as the best investment strategy parameter module; the second stage (2007-2020) the capital growth rate of 1.10% .The best reference asset allocation is 50% of the capital allocation as the best investment strategy parameter Modules can get the highest remuneration and low volatility. |
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| Files | indicate access worldwide | ||
| Date of Defense | 2022-01-07 | Date of Submission | 2022-01-18 |