KR20080053656A - Stock diversified investment information system implemented on website - Google Patents

Abstract

A system and a method for providing information searching stock items for diversified investment in a website are provided to select optimal stock items for diversified investment by combining a run probability and enterprise/investment index evaluation, and offer the selected stock items to a user based on a condition of each user. An input unit(S201) downloads data needed for searching diversified investment stock items from a stock exchange, and stores a search condition command of a user and the downloaded data to a memory. A first memory(S202) stores a total diversified investment index calculation condition command of the user and the data downloaded from the stock exchange to calculate a total diversified investment index. A probability calculator(S205) calculates probability and an estimated stock price variance by loading the data from the first memory according to the user command. Enterprise and investment evaluation index calculators(S206,S207) evaluate enterprise and investment estimation indexes. A total diversified investment index calculator(S208) calculates a total diversified investment index based on the probability, and the enterprise/investment index.

Description

Stock diversified investment information system implemented on website}

1 schematically shows an external configuration of the present invention.

Figure 2 shows a detailed block diagram of a system according to an embodiment of the present invention in which the application server accesses a database.

3 is a flowchart illustrating a process of selecting an optimal trade item according to a user's selection criteria designation condition.

FIG. 4 is a diagram illustrating an embodiment of outputting results of finally selected stocks through a distributed investment stock search system at an output unit.

Figure 5 illustrates an embodiment of the corporate indicator and investment indicator taking a reciprocal.

<Explanation of symbols for main parts of drawing>

S101 Information User Computer S102 Information Provider Terminal

S103 Application Server S104 Backup Server

S105 Database Server S106 Database

S201 Input unit S205 Probability calculation unit

S206 Calculated Index of Corporate Index Evaluation S207

S208 Comprehensive Distributed Investment Index Calculation Unit S209 Selection Unit

S212 Calculation of optimum trade conditions S213 Transmitter

The present invention relates to a distributed investment item search information providing system based on probability and company and investment indicator evaluation implemented on the website. Currently, comprehensive research and system building based on probability and evaluation of companies and investment indicators is insufficient. In particular, there is no information-based information system based on the website that combines run probability and index method to find stocks with high investment probability among undervalued stocks.

The present invention combines run probability and company and investment indicator evaluation technology to select the best distributed investment trading item and search for the distributed investment item optimized for each user's requirement on the website (including HTS, wireless communication). The purpose is to provide an information provision system. More specifically, we find stocks with high scores in corporate and investment index evaluations and have relatively high expected and expected returns over a certain period in the future, and automatically organize stocks according to the industry or stock category you want to select. In order to provide diversified investment information to users, the company automatically calculates the diversified investment amount and the expected profit upon success.

In order to achieve the above object, the individualized diversification investment item search system of the present invention;

In the user condition selection input step, the step of inputting whether the item which the user wants to analyze targets a specific item group, industry group, KOSDAQ, KOSPI or the whole and the minimum selection criteria of the item that the user wants as a diversified search exploration item As such, the probability of increase includes more than what percentage of stocks, and the number of scores of companies and investment indicators (which can be set for each indicator) should be entered. Conditions for satisfying the composition of user diversified investment items, including whether to evict, extract items to be selected in order of score, to determine investment items based on the items with the highest scores in different industries, or to allow up to how many investment items per item And the final result obtained through the analysis of probability, company and investment indicators. In the selected diversified investment items, the weight of each item is weighted by 1 / N based on the number of searched items, and the percentage weighted by each item based on the comprehensive evaluation score to automatically determine how much of the investment should be invested in which item. An input unit (S201) for inputting information in a user condition selection input step of an optimum condition trade comprising a step of inputting whether or not to decrease; In addition, the data of the Korea Stock Computer, which stores, calculates, and transmits information of the stock exchange, can be used to retrieve probability calculation information, corporate and investment index analysis information, and stock trading information that are necessary to provide the diversified investment search information. An input unit (S201) including all of stored in the input unit;

It stores the probability that meets the conditions specified by the user, the orders for evaluating corporate and investment indicators, the command of calculating the comprehensive diversified investment index, and the related information downloaded by the provider to access the Korea Securities Computers and search for diversified stocks that meet the user's specified conditions First memory means (S202);

In the probability calculation step for searching for diversified investment items, the step of calculating the probability of the analysis item according to the specified condition by taking relevant information from the first memory that receives data from the Korea Securities Computer and storing the item and having the probability value higher than the desired condition Probability calculation unit (S205) comprising the step of calculating the expected price change rate of;

Calculating the corporate index evaluation index for searching for diversified investment items, the corporate index evaluation index calculating unit (S206) for calculating the corporate index by the index method according to the user's command condition;

In calculating the investment index valuation index to search for diversified investment items, the investment index valuation index that calculates the valuation index by the index method according to the user's command conditions is used to calculate the investment index such as PBR, PCR, PSR, PER, etc. Part S207;

Comprehensive distributed investment index calculation unit (S208) for calculating a composite index based on the probability and rate of change, the company and investment index evaluation;

Probability enterprise investment index evaluation index calculation including (S204) and

A selection unit (S209) for selecting a corresponding item based on a selection condition specified by the user based on the obtained probability of the corresponding item, the company and the investment index evaluation index, and the comprehensive distribution trading index;

Second memory that stores user's condition execution order data to calculate the diversified investment amount and expected return rate for each item to meet the optimal trading conditions and the result of the final distributed investment trading item selected by the selection part. Means (S203);

A distributed investment amount calculation unit (S210) for calculating a diversified investment amount by reading user commands stored in a second memory and final distributed investment trade item data; and an expected profit calculation unit calculating an expected return on investment based on the diversified investment amount; An optimum trading condition calculation unit S212 including S211;

Personalized distributed investment search system characterized in that it comprises a transmitter (S213) to transmit the results obtained through the above process to the user's computer.

1 schematically shows an external configuration of the present invention.

Information provider equipment providing distributed investment item search information providing service is composed of a number of services such as application server (S103), backup server (S104), database server (S105) and the database (S106), etc. Or through one manager terminal (S102). Among them, the main program for the service is loaded in the application server, and it is identified on the Internet by a domain name and is accessible from the information user computer (S101). The server of the information provider may be connected to a reply device such as a router, and may go through a mural wall device for security before going to the Internet, and may go through a server for a real name verification procedure.

Figure 2 shows a detailed block diagram of a system according to an embodiment of the present invention in which the application server accesses a database.

3 is a flowchart illustrating a process of selecting an optimal trade item according to a user's selection criterion designation condition.

Analysis Is the designated item more than 70% probability (S301), among the items that meet the above conditions, does the company's valuation index meet 80 or more? (S302), does the investment valuation index satisfy 50 or more? (S303) Is the total distributed investment valuation score higher than 1000 among the stocks that meet? (S304)? If you select a different stock among the stocks that meet (S304), is n greater than 1 for each stock? (S305) Is the data satisfying the total number of items to be distributed more than n? (S306) among the items that meet the conditions of the step (S306). It is stored in the second memory to move on. If the conditions are not met, the analysis is terminated. However, if the industry and the stocks are not met, the feedback function can be added to re-analyze the probability value, the company and the investment valuation index, the comprehensive valuation index, and the stocks.

When calculating the probability in the probability calculation unit in FIG. 2, the probability on the run probability distribution (continuous length of + and-) is followed, and the probability up to the point D-1 and the probability of the point D or the D + 1 are assumed to be a betrayal event. The equation of an embodiment for obtaining a run probability based on the following is as follows.

.....수식(1)P (D-1 | D) =

..... Formula (1)

D-1 = probability of D-1 rising or falling in the past probability distribution,

D = probability of rising or falling D days in the past probability distribution,

However, it is not a premise that it is a betrayal event, and a probability can be calculated based on the assumption that it is not a betrayal event.

The probability can be obtained from the past price fluctuation rate (X) of the point corresponding to the sign in which the run is reversed (the share price fluctuation rate at the point in time at which point D reversal occurred on the probability distribution). The expected fluctuation rate is based on the following equation.

....수식(2)PX =

.... Formula (2)

In FIG. 2, the enterprise and investment indicator evaluation calculation unit calculates the basis of the index method. The difference from the existing index method is that Wall, Trant, and Burichett, which have designated fixed main ratios for some of the indicators and weighted each ratio, are used as index values. The difference is that the indicators (in the present invention, management indicators are referred to as corporate indicators) and investment indicators can be included and evaluated. The subtotal is used to obtain the final corporate indicator valuation index. Investment indicators are evaluated through the average sum of the indicators, which are the inverse of the indicators such as PER, PBR, PCR, and PSR that are currently used for investment (the smaller the positive score, the more inverse). Get Therefore, the investment index evaluation process of the present invention has a difference in that a complex investment index is comprehensively calculated and used rather than a simple system level.

In the present invention, the concept of enterprise indicator evaluation is as follows.

Describe how to obtain the corporate indicator rate consisting of A, B, and C. If the user selects the corporate indicators A1, A2, A3, B1, B2, C1, C2, C3, and C4 as the evaluation indicators, After calculating the standard ratio in the indicators of the lower indicators, the indicators are calculated by dividing the actual observations (actual ratios) of each indicator by the numerator and multiplying the weights. The scores A, B, and C for each indicator are calculated through the subtotals and averaging process for each item, and the average of the A, B, and C indicators is then calculated. The weight of the enterprise index evaluation index is obtained so that the user can arbitrarily give weight, and if not specified, it is fixed to 1 / N.

The above method can be equally applied when the investment index is evaluated by the index method.

However, the existing index method has a problem in that standardization is performed between indicators but not between indicators. For example, in analyzing A and B indicators, A and B index scores were obtained by K-company 10, 3, K2 company 20, 2, K3 company 30, 1, etc. The scores of K3 firms were the highest, 22, 30, but when looking at the percentage ranking, K1 firms were 1, 3 K2 firms 2, 2, K3 firms 3, 1, and the average of the rankings was 2 points. Becomes the same as With this problem, the present invention adds an index method called index expansion fixing method, unlike the existing index method, in the evaluation of corporate indicators.

Index expansion fixation standardizes all indicator values to a specific value (eg 100 points) to enable standardization within and between indicators. Since investment indicators are expressed as ratios, it is assumed that proportional relations are established and consequently the ratios of proportions are the same. The index expansion method is used as an valuation index after fixing the maximum value of an item in an investment index to a specific value of 100, and multiplying the unit ratio in the same way between indicators, and using it as an index by adding, weighting, and averaging.

The method of evaluating the investment index by the index expansion fixing method is as follows. In the present invention, when the maximum value of each item (inverse) measured value in each indicator to fix the indicator is S, the formula for calculating the unit ratio (URS) of each investment indicator is as follows.

.......수식(3)URS =

Equation (3)

minv (or minv ^-1 ) = the maximum value of the reciprocal in each indicator

In the present invention, the higher the evaluation score of the evaluation index is recognized as a positive evaluation, so the lower the value, the index value receiving a positive evaluation takes the inverse. Table of the companies and investment indicators one embodiment taking the inverse is shown in FIG.

The unit ratio (URS) obtained in Equation 3 is multiplied by the stock investment index of each item and can be converted into an index valuation score.

Surface conversion score (TV) = inv (or inv ^-1 ) × URS .... Equation (4)

....수식(5)Average Scores (TAMVs) among indicators within an event

.... Formula (5)

URS = inv (or inv ^-1 ) unit ratio

inv (or inv ^-1 ) = measured value of the reciprocal in each indicator

The index scores obtained by the above method can be useful for investors as a simple valuation score. However, if you assign a weight, you can get a refined score. There are two methods of applying weights to random weights, correlation coefficients, and regression coefficients.

The following equation is used to calculate the indicator transformation value applying the weight.

Weighted Indicator Conversion Value (WTV) = inv (or inv ^-1 ) × URS × OFW ...... Equation (6)

......수식(7)Index evaluation score (WTAMV) between indicators in weighted items

Equation (7)

OFW = weights (arbitrary, fixed, correlated, regression, etc.)

h = weight value between indicators

The enterprise indicator evaluation score and the investment indicator evaluation score obtained through the subtotal averaging process are divided by the sum and multiplied by the investment probability to calculate the comprehensive distributed investment evaluation index.

× INWIV ...수식(8)Comprehensive Distributed Investment Evaluation Index (TPTV) =

× INWIV ... formula (8)

ECOIV: Score Score

ICOIV: Score of Investment Indicator

INWIV: probability

However, in calculating the comprehensive distributed investment valuation index, not only the above example but also various methods such as a method of obtaining scores by dividing three indicator values by N and a method of adding and averaging company and investment indicator values, and then averaging them with probability values again. The index can be selected.

In the amount of investment (INC) for each item that satisfies the optimal trading conditions selected by the selection unit (S209) of FIG. 2, the investment amount is equally divided by the number of investment items (N). How and

.........수식(9)

Equation (9)

When following the method of allocating the investment according to the TPTV ratio, the equation for calculating the weight for each item is as follows.

...............수식 (10)

Equation (10)

The expected return (S214) in the expected return calculation unit (S211) is obtained by multiplying the investment and the expected fluctuation rate for each item divided by the above investment into a distributed trade item, and calculates the investment as 뺌. When the investment of each stock is called IINC, the stock is n, and the expected rate of increase is PX, the sum of expected returns and expected returns for each stock is calculated by the following equation.

Estimated Revenue (PRINC) = (IINC × PX)-IINC ....... Equation (11)

.......수식(12)Expected Revenue Amount (TPRINC) =

Equation (12)

FIG. 4 is a diagram illustrating an embodiment of outputting results of finally selected stocks through a distributed investment stock search system at an output unit. In the output, stocks that have been successfully determined as diversified investment stocks are output as shown in Figure 4, and the stocks that have not been determined are excluded from the report, or for the exclusion reason on the website.

The present invention collects investment information that is utilized individually to create a process in a scientific method and to use it in the selection of diversified investment stocks to help investors to use as useful data in the search for diversified investment stocks.

Although the present invention has been described with reference to specific embodiments, the present invention is not limited thereto, and various changes can be made by those skilled in the art without departing from the scope of the present invention in each component. Thus, including such described or obviously foreseeable variations, the scope of the present invention will be limited only by the matters set forth in the claims.

Claims (16)

A system for providing diversified investment item search information based on individualized run probabilities and corporate and investment valuations, including an information provider server computer that communicates with each of the user's computers accessed through the website. In the computer; An input unit which downloads the user's search condition command information and information necessary to search for diversified investment items from Korea Securities Computerization and stores them in a memory; A first memory means for storing the data received from the Korea Securities Computation necessary for calculating the condition for calculating the comprehensive distributed investment index and the comprehensive distributed investment index of the user; A probability calculation unit including a step of obtaining related information from the first memory and calculating a probability and an expected price change rate according to a command condition of a user; An enterprise index evaluation index calculation unit for evaluating enterprise index evaluation by an index method and calculating an enterprise index evaluation index; An investment index evaluation index calculation unit for evaluating the investment index evaluation by the index method and calculating the investment index evaluation index; Comprehensive distributed investment index calculation step of obtaining a comprehensive distributed investment index on the basis of probability, enterprise, investment indicator evaluation; A selection unit for searching the final diversified investment item based on a user-selected selection condition based on the probability of the corresponding item, the corporate and investment index evaluation data, and the comprehensive distributed investment trading index; A second memory means for storing the user's command data designated to calculate the diversified investment amount and the expected return for each item so that the final diversified investment items meet the optimum trading conditions, and information of the item selected as the final distributed investment trade item in the selection unit; Calculating the optimal trade conditions including the step of calculating the diversified investment amount for each item and the expected return from the investment by applying the weight desired by the user to the item selected as the final distributed investment item; A transmitter for transmitting the final diversified investment item and the optimal trading conditions to a user's computer; Distributed investment item search information providing system, characterized in that comprises a In the distributed investment item search information providing system of claim 1, wherein the probability enterprise investment index evaluation index calculation unit: A probability calculation unit including calculating a rising or falling probability of an item based on probability-related information from the data stored in the first memory, and additionally calculating, in the probability calculating unit, an expected price fluctuation rate of the future corresponding probability; An enterprise index evaluation index calculation unit for calculating an enterprise index of an item through an index method based on the enterprise index related information from the data stored in the first memory; An investment index evaluation index calculation unit for calculating an investment index of an item through an index method based on the investment index related information from the data stored in the first memory; A comprehensive distributed investment index calculation unit for calculating a comprehensive distributed investment index based on the calculated probability and the enterprise and investment index evaluation index from the data stored in the first memory; Distributed investment item search information providing system comprising a. In the distributed investment item search information providing system according to claim 1, wherein the optimum trading condition calculation unit: An optimum distributed investment amount calculation unit for calculating an optimal distributed investment amount of optimal trading conditions items from the data stored in the second memory; An expected profit calculator configured to calculate an expected return of optimal trading conditions items from the data stored in the second memory; Distributed investment item search information providing system comprising a. In the distributed investment item search information providing system of claim 1, A distributed investment item search executed in a system constituting a server computer which communicates with each of user computers connected through the Internet and a database accessed by the server computer; An input step of receiving an item and a method desired by the customer through a web browser; An input step of importing and inputting relevant information from the Korea Securities Computerization; Transmitting a successful search item to a user computer through the Internet; If the search is not successful, the step of calculating again on the modified condition through the feedback command or ending the analysis and transmitting the result to the user computer; Information providing method executable on a computer, characterized in that it comprises a. In the distributed investment item search information providing system of claim 1, Assume that the probability of run is a betrayal event to provide the above information. P (D-1 / D) =

Distributed investment item search information providing system, characterized in that calculated using . The diversified investment item search information providing system of claim 1, wherein the probability of a past run probability distribution is used as an index when it is assumed that it is not a betrayal event other than the probability that is a betrayal event of paragraph 5. Event search information providing system. In the distributed investment item exploration information providing system of claim 1, when the expected change rate in point D (PX) is obtained from the past share price change rate (X) corresponding to the point D, which is a prediction point after the last run to find the probability, PX =

Distributed investment item search information providing system, characterized in that calculated using the formula . In the case of using the index method as the method for evaluating the enterprise index, the enterprise index valuation calculation section of paragraph 1 above obtains the enterprise index valuation index covering the entire corporate index by averaging the partial sum of the ratio system and averaging the subtotal data again. Search information provision system. In the paragraph 1, in the index evaluation calculation, the lower the numerical value so that the user can look at the vacancy rate unit in one direction, the index value that receives positive evaluation is taken as the reciprocal and used as the index index data. Search information provision system. When calculating the valuation index from the investment index valuation calculation section in paragraph 1, the fixed value in the index is S (for example, 100 points) in the index expansion method, and the maximum measured value in each index (inverse) is minv (or minv ^-1 ). Where URS = URS =

Distributed investment item search information providing system, characterized in that calculated using the formula. If the index conversion score of an individual item is TV when calculating the evaluation index from the investment indicator evaluation calculation section of paragraph 1, the TAMV in the item is

Distributed investment item search information providing system, characterized in that calculated using the formula. When the valuation index is calculated by the investment index valuation calculation unit in paragraph 1, if the index conversion score of the weighted individual item is WTV and the weight is OFW, the valuation score between the weighted items (WTAMV) =

Distributed investment item search information providing system, characterized in that calculated using the formula. When calculating the TPTV from the Comprehensive Distributed Investment Index Export Division of Paragraph 1, the enterprise index evaluation score is ECOIV, the investment indicator evaluation score is ICOIV, and the probability value is INWIV.

A distributed investment item search information providing system, characterized in that calculated using the formula of INWIV. According to the method of allocating the investment according to the TPTV ratio in the distributed investment amount calculation section of paragraph 3, the weight of each item is

Distributed investment item search information providing system, characterized in that calculated using the formula. The distributed investment item search information providing system of claim 1, wherein the distributed investment item search information includes a information provider that is higher in the scope of the information providing company exemplified as the range of the distributed trade item search processing server requested by the user. system. In the above paragraph 13, the method of calculating the total distributed investment index is not limited to the above-mentioned formula, but the method of obtaining a score by dividing three indicator values by N, adding and averaging the company and investment indicator values, and then averaging the probability value again, Distributed exploration item search information providing system, characterized in that it is possible to calculate a comprehensive diversified investment index by clicking a variety of methods to obtain the index by applying a weight.

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