TWI744758B - Investment timing evaluation system - Google Patents

Investment timing evaluation system Download PDF

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TWI744758B
TWI744758B TW108147985A TW108147985A TWI744758B TW I744758 B TWI744758 B TW I744758B TW 108147985 A TW108147985 A TW 108147985A TW 108147985 A TW108147985 A TW 108147985A TW I744758 B TWI744758 B TW I744758B
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stock
stock price
confidence interval
value area
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TW202125385A (en
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蔡淵輝
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致理學校財團法人致理科技大學
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Abstract

An investment timing evaluation system is provided. The system performs the following processes: obtaining stock market indexes over years; calculating stock price fluctuation data based on the stock market indexes and a price-to-earning ratio of a stock; averaging the stock market indexes; defining a confidence interval based on the averaged stock market indexes; determining two stock prices of the stock price fluctuation data respectively as a stock price low point that is equal to or higher than a lower limit value and as a stock price point that is equal to or lower than a higher limit value of the confidence interval; and evaluating whether or not time points at which the stock price low and high points are appropriate investment timing points.

Description

投資時機評估系統 Investment timing evaluation system

本發明涉及投資,特別是涉及一種投資時機評估系統。 The invention relates to investment, and in particular to an investment opportunity evaluation system.

隨著訊息科技突飛猛進,人們對於即時且方便的資訊獲取需求呈現爆炸性的成長。而股票投資一直是一般大眾選擇的理財方式,若能於眾多股票資訊中迅速取得股票漲跌先機,即時且正確提供作為投資人買賣決策,絕對是一般投資人眾所盼求。然而,現有股票投資平臺僅停留在資訊收集、股票數據展示,投資者易被大量數據誤導,無法正確評估投資風險,而錯誤判斷投資時機。 With the rapid advancement of information technology, people's demand for instant and convenient information acquisition has exploded. And stock investment has always been the financial management method chosen by the general public. If you can quickly obtain the stock ups and downs from the numerous stock information, and provide investors with real-time and correct buying and selling decisions, it is definitely what ordinary investors want. However, existing stock investment platforms only focus on information collection and stock data display. Investors are easily misled by large amounts of data, fail to correctly assess investment risks, and misjudge investment timing.

本發明所要解決的技術問題在於,針對現有技術的不足提供一種投資時機評估方法,包含以下步驟:取得歷年來和持續更新的每日的股市指數,以建立交易數據資料庫;基於交易數據資料庫,考量股票的本益比,推算出股價波動數據;從交易數據資料庫取得一日期範圍內的多日的股市指數,並將多日的股市指數的總和除以日期範圍的天數,以計算出平均股市指數,平均股市指數反應日期範圍內的股價的常態變動;基於平均股市指數,以定義信賴區間;比對股價波動數據的股價與信賴區間的下限值和上限值,以判斷等於或高於信賴區間的下限值的股價為股價低點,判斷等於或高於信 賴區間的上限值的股價為股價高點;以及計算在股價低點時買入股票到在股價高點時賣出股票的報酬率,以評估股價低點和股價高點的時間點是否分別為買入股票和賣出股票的適當投資時機點。 The technical problem to be solved by the present invention is to provide an investment timing evaluation method for the shortcomings of the prior art, which includes the following steps: obtain historical and continuously updated daily stock market indexes to establish a transaction data database; based on the transaction data database , Considering the price-to-earnings ratio of stocks to calculate stock price fluctuation data; obtain multi-day stock market indices within a date range from the transaction data database, and divide the sum of the multi-day stock market indices by the number of days in the date range to calculate Average stock market index, the average stock market index reflects the normal changes in stock prices within the date range; based on the average stock market index, to define the confidence interval; compare the stock price of stock price fluctuation data with the lower limit and upper limit of the confidence interval to determine whether it is equal to or The stock price above the lower limit of the confidence interval is the low point of the stock price, and it is judged that it is equal to or higher than the confidence interval The stock price that depends on the upper limit of the interval is the stock price high; and the rate of return from buying stocks when the stock price is low to selling stocks when the stock price is high is calculated to assess whether the time points of the low and high stock prices are different It is an appropriate investment timing point for buying and selling stocks.

在一實施態樣中,所述投資時機評估方法更包含以下步驟:基於交易數據資料庫,建構股市曲線在曲線圖中;以及基於股價波動數據,建構股價波動曲線在曲線圖。 In an implementation aspect, the investment timing evaluation method further includes the following steps: constructing a stock market curve in the graph based on the transaction data database; and constructing a stock price fluctuation curve in the graph based on the stock price fluctuation data.

在一實施態樣中,所述投資時機評估方法更包含以下步驟:在曲線圖中基於平均股市指數定義在信賴區間外的低值區以及高值區;判斷股價等於或高於信賴區間的上限值的股價波動曲線的股市曲線點落入高值區;以及判斷股價等於或低於信賴區間的下限值的股價波動曲線的股市曲線點落入低值區。 In an implementation aspect, the investment timing evaluation method further includes the following steps: define a low value area and a high value area outside the confidence interval based on the average stock market index in the graph; determine that the stock price is equal to or higher than the upper value of the confidence interval The stock market curve point of the stock price fluctuation curve with the limit value falls into the high value zone; and the stock market curve point of the stock price fluctuation curve that determines that the stock price is equal to or lower than the lower limit of the confidence interval falls into the low value zone.

在一實施態樣中,所述投資時機評估方法更包含以下步驟:基於平均股市指數,以定義佔信賴區間、低值區與高值區之總和不同比例的多個信賴區間。 In an implementation aspect, the investment timing evaluation method further includes the following steps: based on the average stock market index, multiple confidence intervals with different proportions of the total of the confidence interval, the low value area and the high value area are defined.

在一實施態樣中,所述投資時機評估方法更包含以下步驟:依據一投資風險度選擇訊息,從多個信賴區間選擇其中一比例的信賴區間作為股價低點和股價高點的判斷依據。 In an implementation aspect, the investment timing evaluation method further includes the following steps: according to an investment risk degree selection information, a confidence interval of a ratio is selected from a plurality of confidence intervals as a basis for judging the low and high stock prices.

另外,本發明提供一種投資時機評估系統,包含股市指數紀錄模組、股價波動推算模組、股市指數平均模組、信賴區間定義模組、股價高低點評估模組以及投資評估模組。股市指數紀錄模組配置以取得歷年來和持續更新的每日的股市指數,以建立交易數據資料庫。股價波動推算模組連接股市指數紀錄模組,配置以基於交易數據資料庫,考量股票的本益比,推算出股價波動數據。股市指數平均模組連接股市指數紀錄模組,配置以從交易數據資料庫取得一日期範圍內的多日的股市指數,並將多日的股市指數的總 和除以日期範圍的天數,以計算出平均股市指數。平均股市指數反應日期範圍內的股價的常態變動。信賴區間定義模組連接股市指數平均模組,配置以基於平均股市指數,以定義信賴區間。股價高低點評估模組連接信賴區間定義模組以及股價波動推算模組。股價高低點評估模組配置以比對股價波動數據的股價與信賴區間的下限值和上限值,以判斷等於或高於信賴區間的下限值的股價為股價低點,判斷等於或高於信賴區間的上限值的股價為股價高點。投資評估模組連接股價高低點評估模組,配置以計算在股價低點時買入股票到在股價高點時賣出股票的報酬率,以評估股價低點和股價高點的時間點是否分別為買入股票和賣出股票的適當投資時機點。 In addition, the present invention provides an investment timing evaluation system, which includes a stock market index recording module, a stock price fluctuation estimation module, a stock index averaging module, a confidence interval definition module, a stock price high and low point evaluation module, and an investment evaluation module. The stock index record module is configured to obtain daily and continuously updated stock market indexes over the years to establish a transaction data database. The stock price volatility estimation module is connected to the stock market index recording module and configured to calculate the stock price volatility data based on the transaction data database, considering the price-to-earnings ratio of the stock. The stock market index averaging module is connected to the stock market index record module, configured to obtain multi-day stock market indexes within a date range from the transaction data database, and calculate the total number of stock market indexes over multiple days. Sum is divided by the number of days in the date range to calculate the average stock market index. The average stock market index reflects the normal changes in stock prices within the date range. The confidence interval definition module is connected to the stock market index averaging module and configured to define the confidence interval based on the average stock market index. The stock price high and low point evaluation module is connected with the confidence interval definition module and the stock price fluctuation estimation module. The stock price high and low point evaluation module is configured to compare the stock price of the stock price fluctuation data with the lower limit and upper limit of the confidence interval, and judge the stock price equal to or higher than the lower limit of the confidence interval as the low point of the stock price, and judge whether it is equal to or high The stock price at the upper limit of the confidence interval is the stock price high. The investment evaluation module is connected to the stock price high and low evaluation module, configured to calculate the rate of return from buying stocks when the stock price is low to selling stocks when the stock price is high, to evaluate whether the time points of the low and high stock prices are different It is an appropriate investment timing point for buying and selling stocks.

在一實施態樣中,所述投資時機評估系統更包含曲線圖建構模組,連接股市指數紀錄模組以及股價波動推算模組。曲線圖建構模組配置以基於交易數據資料庫,以在曲線圖中建構股市曲線,並基於股價波動數據,以在曲線圖中建構股價波動曲線。 In an implementation aspect, the investment timing evaluation system further includes a graph construction module, which is connected to the stock index recording module and the stock price fluctuation estimation module. The graph construction module is configured to construct a stock market curve in the graph based on the transaction data database, and to construct a stock price fluctuation curve in the graph based on the stock price fluctuation data.

在一實施態樣中,信賴區間定義模組在曲線圖中基於平均股市指數定義在信賴區間外的低值區以及高值區。股價高低點評估模組配置以判斷股價等於或高於信賴區間的上限值的股價波動曲線的股市曲線點落入高值區,而股價等於或低於信賴區間的下限值的股價波動曲線的股市曲線點落入低值區。 In an implementation aspect, the confidence interval definition module defines the low value area and the high value area outside the confidence interval based on the average stock market index in the graph. The stock price high and low point evaluation module is configured to determine that the stock price curve point of the stock price volatility curve whose stock price is equal to or higher than the upper limit of the confidence interval falls into the high value zone, and the stock price volatility curve of which the stock price is equal to or lower than the lower limit of the confidence interval The curve point of the stock market falls into the low value zone.

在一實施態樣中,信賴區間定義模組基於平均股市指數,以定義佔信賴區間、低值區與高值區之總和不同比例的多個信賴區間。 In an implementation aspect, the confidence interval definition module is based on the average stock market index to define multiple confidence intervals that account for different proportions of the total of the confidence interval, the low value area, and the high value area.

在一實施態樣中,股價高低點評估模組依據從外部裝置輸入的一投資風險度選擇訊息,從多個信賴區間選擇其中一比例的信賴區間作為股價低點和股價高點的判斷依據。 In an implementation aspect, the stock price high and low point evaluation module selects a trust interval of a ratio from a plurality of trust intervals based on an investment risk selection information input from an external device as a basis for judging the stock price low point and the stock price high point.

為使能更進一步瞭解本發明的特徵及技術內容,請參閱以下有 關本發明的詳細說明與圖式,然而所提供的圖式僅用於提供參考與說明,並非用來對本發明加以限制。 In order to further understand the features and technical content of the present invention, please refer to the following Regarding the detailed description and drawings of the present invention, the provided drawings are only for reference and description, and are not used to limit the present invention.

S101~S129:步驟 S101~S129: steps

10:股市指數紀錄模組 10: Stock index record module

11:股市指數 11: Stock market index

12:交易數據資料庫 12: Transaction data database

20:股價波動推算模組 20: Stock price fluctuation estimation module

21:股價波動數據 21: Stock price fluctuation data

30:股市指數平均模組 30: Stock index average module

31:平均股市指數 31: Average stock market index

40:信賴區間定義模組 40: Confidence Interval Definition Module

41:信賴區間 41: Confidence Interval

42:低值區 42: Low value area

43:高值區 43: high value area

50:股價高低點評估模組 50: Stock price high and low point evaluation module

51:股價低點 51: Stock price low

52:股價高點 52: Stock price high

60:投資評估模組 60: Investment Evaluation Module

61:報酬率 61: rate of return

62:投資時機點 62: Investment timing

70:曲線圖建構模組 70: Graph construction module

71:股市曲線 71: The Stock Market Curve

72:股價波動曲線 72: Stock price volatility curve

U1、U2、U3、U4:上限值 U1, U2, U3, U4: upper limit

L1、L2、L3、L4:下限值 L1, L2, L3, L4: lower limit

CT1、CT2、CT3、CT4:價差 CT1, CT2, CT3, CT4: spread

圖1為本發明實施例的投資時機評估方法的流程圖。 Fig. 1 is a flowchart of an investment opportunity evaluation method according to an embodiment of the present invention.

圖2為本發明實施例的投資時機評估系統的方塊圖。 Fig. 2 is a block diagram of an investment opportunity evaluation system according to an embodiment of the present invention.

圖3為本發明實施例的投資時機評估系統的操作介面示意圖。 FIG. 3 is a schematic diagram of the operation interface of the investment opportunity evaluation system according to an embodiment of the present invention.

圖4為本發明實施例的投資時機評估系統及方法在信賴區間比例為60%時的曲線圖。 FIG. 4 is a graph of the investment timing evaluation system and method according to an embodiment of the present invention when the confidence interval ratio is 60%.

圖5為本發明實施例的投資時機評估系統及方法在信賴區間比例為70%時的曲線圖。 FIG. 5 is a graph of the investment timing evaluation system and method according to an embodiment of the present invention when the confidence interval ratio is 70%.

圖6為本發明實施例的投資時機評估系統及方法在信賴區間比例為80%時的曲線圖。 FIG. 6 is a graph of the investment timing evaluation system and method according to an embodiment of the present invention when the trust interval ratio is 80%.

圖7為本發明實施例的投資時機評估系統及方法在信賴區間比例為90%時的曲線圖。 FIG. 7 is a graph of the investment timing evaluation system and method according to an embodiment of the present invention when the confidence interval ratio is 90%.

圖8為本發明實施例的投資時機評估系統計算出報酬率的顯示介面示意圖。 FIG. 8 is a schematic diagram of a display interface for calculating a rate of return by the investment timing evaluation system according to an embodiment of the present invention.

以下是通過特定的具體實施例來說明本發明所公開的實施方式,本領域技術人員可由本說明書所公開的內容瞭解本發明的優點與效果。本發明可通過其他不同的具體實施例加以施行或應用,本說明書中的各項細節也可基於不同觀點與應用,在不悖離本發明的構思下進行各種修改與變更。另外,本發明的附圖僅為簡單示意說明,並非依實際尺寸的描繪,事先 聲明。以下的實施方式將進一步詳細說明本發明的相關技術內容,但所公開的內容並非用以限制本發明的保護範圍。 The following are specific specific examples to illustrate the disclosed embodiments of the present invention, and those skilled in the art can understand the advantages and effects of the present invention from the content disclosed in this specification. The present invention can be implemented or applied through other different specific embodiments, and various details in this specification can also be based on different viewpoints and applications, and various modifications and changes can be made without departing from the concept of the present invention. In addition, the drawings of the present invention are merely schematic illustrations, and are not drawn according to actual size. statement. The following embodiments will further describe the related technical content of the present invention in detail, but the disclosed content is not intended to limit the protection scope of the present invention.

應當可以理解的是,雖然本文中可能會使用到“第一”、“第二”、“第三”等術語來描述各種元件或者訊號,但這些元件或者訊號不應受這些術語的限制。這些術語主要是用以區分一元件與另一元件,或者一訊號與另一訊號。另外,本文中所使用的術語“或”,應視實際情況可能包含相關聯的列出項目中的任一個或者多個的組合。 It should be understood that although terms such as “first”, “second”, and “third” may be used in this document to describe various elements or signals, these elements or signals should not be limited by these terms. These terms are mainly used to distinguish one element from another, or one signal from another signal. In addition, the term "or" used in this article may include any one or a combination of more of the associated listed items depending on the actual situation.

請參閱圖1,其為本發明實施例的投資時機評估方法的流程圖。如圖1所示,本實施例的投資時機評估方法可包含步驟S101~S129,可依序執行如下。 Please refer to FIG. 1, which is a flowchart of an investment timing evaluation method according to an embodiment of the present invention. As shown in FIG. 1, the investment timing evaluation method of this embodiment may include steps S101 to S129, which may be sequentially executed as follows.

在步驟S101,取得歷年來和持續更新的每日的全球股市指數、台股指數或其他指數,並建立交易數據資料庫以紀錄取得的股市指數。 In step S101, obtain daily and continuously updated global stock market indexes, Taiwan stock indexes or other indexes, and establish a transaction data database to record the obtained stock market indexes.

在步驟S103,基於交易數據資料庫的多日的股市指數,在曲線圖中建構一股市曲線。 In step S103, a stock market curve is constructed in the curve chart based on the multi-day stock market index of the transaction data database.

在步驟S105,基於交易數據資料庫的股市指數隨時間的變化,並考量股票的本益比等影響投資收益的因素,以推算出股價波動數據。 In step S105, the stock market index changes over time based on the transaction data database, and factors that affect investment income such as the price-to-earning ratio of the stock are considered to calculate stock price fluctuation data.

在步驟S107,基於股價波動數據,建構一股價波動曲線。為方便投資者比對,此股價波動曲線可與步驟S103的股市曲線建構同一曲線圖中。 In step S107, a stock price fluctuation curve is constructed based on the stock price fluctuation data. In order to facilitate investors' comparison, the stock price fluctuation curve can be constructed in the same graph as the stock market curve in step S103.

在步驟S109,從交易數據資料庫取得一日期範圍內的多日的股市指數,並將多日(例如60天)的股市指數的總和除以此日期範圍的天數(例如60天),以計算出一平均股市指數,此平均股市指數反應此日期範圍內的股價的常態變動。 In step S109, obtain multi-day stock market indexes within a date range from the transaction data database, and divide the sum of the stock market indexes for multiple days (for example, 60 days) by the number of days in this date range (for example, 60 days) to calculate Produce an average stock market index that reflects the normal changes in stock prices within this date range.

在步驟S111,基於平均股市指數,以定義在該曲線圖中,該股價波動數據的的一信賴區間,並可定義在此信賴區間外的高值區以及低值 區,其中高值區的股價指數等於或高於信賴區間的股價指數,而低值區股價指數等於或低於信賴區間的股價指數。信賴區間、高值區以及低值區可標示於步驟S107的曲線圖中。 In step S111, based on the average stock market index, a confidence interval for the stock price fluctuation data in the graph is defined, and a high value area and a low value outside the confidence interval can be defined Zone, where the stock price index of the high value zone is equal to or higher than the stock price index of the confidence interval, and the stock price index of the low value zone is equal to or lower than the stock price index of the confidence interval. The confidence interval, the high value area and the low value area may be marked in the graph of step S107.

在步驟S113,從股價波動數據中取樣一股價。 In step S113, a stock price is sampled from the stock price fluctuation data.

在步驟S115,比對在步驟S113所取樣的股價與信賴區間的下限值,以判斷取樣的股價(例如前幾日的股價)是否等於或低於信賴區間的下限值。若否,再次執行步驟S113,從股價波動數據中取樣另一股價。若是,接著執行步驟S117。 In step S115, the stock price sampled in step S113 is compared with the lower limit of the confidence interval to determine whether the sampled stock price (for example, the stock price of the previous few days) is equal to or lower than the lower limit of the confidence interval. If not, step S113 is executed again to sample another stock price from the stock price fluctuation data. If yes, proceed to step S117.

在步驟S117,判定等於或低於信賴區間的下限值(即落入低值區)的股價為一股價低點。 In step S117, it is determined that the stock price that is equal to or lower than the lower limit of the confidence interval (that is, falls in the low value zone) is a stock price low.

在步驟S119,從股價波動數據中取樣下一股價。此下一股價是指在步驟S113的日期之後的股價,並不限於步驟S115取樣的股價的隔日的股價,實務上可為多日之後的股價。應理解,投資獲利的基本原則為在股價低點買入股票,並在日後股價上漲後賣出股票,即藉由買低賣高,來賺取價差。因此,在步驟S119中取樣的股價需高於步驟S115所取樣的股價。 In step S119, the next stock price is sampled from the stock price fluctuation data. The next stock price refers to the stock price after the date of step S113, and is not limited to the stock price of the next day of the stock price sampled in step S115, and may be the stock price several days later in practice. It should be understood that the basic principle of investment profit is to buy stocks at low stock prices and sell stocks when the stock prices rise in the future, that is, by buying low and selling high, to earn the spread. Therefore, the stock price sampled in step S119 needs to be higher than the stock price sampled in step S115.

在步驟S121,比對在步驟S119所取樣的股價與信賴區間的上限值,以判斷取樣的此股價是否等於或高於信賴區間的上限值。 In step S121, the stock price sampled in step S119 is compared with the upper limit of the confidence interval to determine whether the sampled stock price is equal to or higher than the upper limit of the confidence interval.

在步驟S123,判定等於或高於信賴區間的上限值的(即落入高值區)為一股價高點。 In step S123, it is determined that the stock price is equal to or higher than the upper limit of the confidence interval (that is, falls in the high value zone) as a stock price high.

在步驟S125,計算在股價低點時買入股票(買低),到日後在股價高點時賣出股票(賣高)的一報酬率。 In step S125, a rate of return is calculated for buying the stock when the stock price is low (buying low) and then selling the stock when the stock price is high (selling high) in the future.

在步驟S127,判斷是否計算出的報酬率是否符合期望,例如判斷報酬率是否等於或高於一報酬率門檻比率。應理解,可依據投資者的個人投資獲利期望,決定此報酬率門檻比率,例如只要是正報酬(報酬率門檻比率 >0%)就符合期望,進行投資。 In step S127, it is determined whether the calculated rate of return meets expectations, for example, it is determined whether the rate of return is equal to or higher than a threshold rate of return. It should be understood that the threshold rate of return can be determined according to the investor’s personal investment profit expectations, for example, as long as it is a positive return (the threshold rate of return >0%) to meet expectations and invest.

在步驟S129,若計算出的報酬率符合期望,可將步驟S119取樣的股價低點和股價高點推薦給投資者。相反地,若計算出的報酬率不符合期望,則可回到步驟S113和步驟S119重新取樣其他股價。應理解,股價低點與股價高點之間的股價差距越大,即以越低的價格買入股票,後以越高的價格將此股票賣出,報酬率越高。 In step S129, if the calculated rate of return meets expectations, the low and high stock prices sampled in step S119 can be recommended to investors. Conversely, if the calculated rate of return does not meet expectations, return to step S113 and step S119 to resample other stock prices. It should be understood that the greater the stock price gap between the stock price low and the stock price high, that is, the lower the price of buying the stock and the higher the price of selling the stock, the higher the rate of return.

實務上,可依據需求適當調整這些步驟的執行順序或適當省略步驟,例如省略步驟S103、S107的曲線建構或是省略其他步驟,本文實施例僅為舉例說明,本發明不以此為限。 In practice, the execution order of these steps can be appropriately adjusted or the steps can be appropriately omitted according to requirements, such as omitting the curve construction of steps S103 and S107 or omitting other steps. The embodiments herein are only examples for illustration, and the present invention is not limited thereto.

請參閱圖2,其為本發明實施例的投資時機評估系統的方塊圖。如圖1所示,本發明實施例的投資時機評估系統包含股市指數紀錄模組10、股價波動推算模組20、股市指數平均模組30、信賴區間定義模組40、股價高低點評估模組50以及投資評估模組60。 Please refer to FIG. 2, which is a block diagram of an investment opportunity evaluation system according to an embodiment of the present invention. As shown in FIG. 1, the investment timing evaluation system of the embodiment of the present invention includes a stock market index recording module 10, a stock price fluctuation estimation module 20, a stock market index averaging module 30, a confidence interval definition module 40, and a stock price high and low point evaluation module. 50 and investment evaluation module 60.

股市指數紀錄模組10配置以取得歷年來的股市指數11和持續更新的每日的股市指數11,以建立交易數據資料庫12。應理解,可依據需求決定交易數據資料庫12紀錄哪些日期的股市指數11,而這些股市指數11可為MSCI世界股市指數、台股指數或其他國家的各種股市指數,在此僅舉例說明,本發明不以此為限。 The stock market index record module 10 is configured to obtain the stock market index 11 over the years and the continuously updated daily stock market index 11 to establish a transaction data database 12. It should be understood that the stock market indexes 11 of which dates are recorded in the transaction data database 12 can be determined according to demand, and these stock market indexes 11 can be MSCI World Stock Index, Taiwan Stock Index or various stock market indexes of other countries. The invention is not limited to this.

股價波動推算模組20連接股市指數紀錄模組10,配置以從股市指數紀錄模組10取得交易數據資料庫12的股市指數11。舉例而言,當股票個股的股價100元、盈餘10元時,本益比=100/10=10,意味著投資者若購買此股,需要20年才能回本。顯然投資時機的評估不僅需參考股市指數11,需同時考量股票個股成本和獲利。因此,股價波動推算模組20基於交易數據資料庫12中紀錄的股市指數11,考量股票的本益比,以推算出股價波動數據21。 上述本益比為成本和獲利的比例,取決於股價和每股盈餘,以下列方程式表示為:本益比=現在股價/預估未來每股盈餘。 The stock price fluctuation estimation module 20 is connected to the stock market index recording module 10 and is configured to obtain the stock market index 11 of the transaction data database 12 from the stock market index recording module 10. For example, when the stock price is 100 yuan and the surplus is 10 yuan, the P/E ratio=100/10=10, which means that if an investor buys this stock, it will take 20 years to pay back. Obviously, the assessment of investment timing needs not only to refer to the stock index 11, but also to consider the cost and profit of individual stocks. Therefore, the stock price fluctuation estimation module 20 calculates the stock price fluctuation data 21 based on the stock market index 11 recorded in the transaction data database 12, considering the price-to-earnings ratio of the stock. The above-mentioned price-to-earnings ratio is the ratio of cost to profit, which depends on the stock price and earnings per share. It is expressed in the following equation: PE ratio = current stock price/estimated future earnings per share.

股市指數平均模組30連接股市指數紀錄模組10,配置以從交易數據資料庫12取得一日期範圍內的多日的股市指數11,並將多日的股市指數11的總和除以此日期範圍的天數(例如60天),以取得平均股市指數31。此平均股市指數31反應日期範圍內的股價的常態變動。亦即,藉由取日指數的平均值的方式,排除偶爾而非時常發生的事件(例如921大地震)所造成的股價大幅變動,不作為投資評估時機點的判斷依據。 The stock market index averaging module 30 is connected to the stock market index recording module 10, configured to obtain the multi-day stock market index 11 within a date range from the transaction data database 12, and divide the sum of the multi-day stock market index 11 by this date range The number of days (for example, 60 days) to obtain an average stock market index of 31. This average stock market index 31 reflects the normal changes in stock prices within the date range. That is, by taking the average value of the daily index, it excludes the large changes in stock prices caused by occasional rather than frequent events (such as the 921 earthquake), which is not a basis for judging the timing of investment evaluation.

信賴區間定義模組40連接股市指數平均模組30,配置以基於平均股市指數31,以定義信賴區間41或稱為常態區間、可信區間,其為常態變動的股市指數範圍。 The confidence interval definition module 40 is connected to the stock market index averaging module 30, and is configured to be based on the average stock market index 31 to define a confidence interval 41 or called a normal interval or a credible interval, which is a range of a stock market index that changes normally.

股價高低點評估模組50連接信賴區間定義模組40以及股價波動推算模組20,配置以比對股價波動數據21的股價與信賴區間41的下限值411和上限值,以判斷等於或高於信賴區間41的下限值411的股價為股價低點51,以及判斷等於或高於信賴區間41的上限值的股價為股價高點52。 The stock price high and low point evaluation module 50 is connected to the confidence interval definition module 40 and the stock price fluctuation estimation module 20, and is configured to compare the stock price of the stock price fluctuation data 21 with the lower limit value 411 and the upper limit value of the confidence interval 41 to determine whether it is equal to or The stock price higher than the lower limit value 411 of the confidence interval 41 is the stock price low 51, and the stock price equal to or higher than the upper limit value of the confidence interval 41 is judged to be the stock price high 52.

投資評估模組60連接股價高低點評估模組50,配置以計算在股價低點51時買入股票到在股價高點52時賣出股票的報酬率61,以評估出現取樣的股價低點51的時間點是否為買入股票的適當投資時機點62,而出現取樣的股價高點52的時間點為賣出股票的適當投資時機點62。 The investment evaluation module 60 is connected to the stock price high and low point evaluation module 50, and is configured to calculate the return rate 61 from buying stocks at the stock price low point 51 to selling stocks at the stock price high point 52 to evaluate sampled stock price low points 51 Whether the time point is the appropriate investment timing point 62 for buying stocks, and the time point when the sampled stock price high 52 occurs is the appropriate investment timing point 62 for selling stocks.

請一併參閱圖2~圖7,其中圖2為本發明實施例的投資時機評估系統的方塊圖;圖3為本發明實施例的投資時機評估系統的操作介面示意圖;圖4~圖7分別為本發明實施例的投資時機評估系統及方法在信賴區間比例為60%、70%、80%和90%時的曲線圖。 Please refer to Figures 2-7 together, in which Figure 2 is a block diagram of the investment timing evaluation system according to an embodiment of the present invention; Figure 3 is a schematic diagram of the operation interface of the investment timing evaluation system according to an embodiment of the present invention; Figures 4-7 respectively It is a graph of the investment timing evaluation system and method of the embodiment of the present invention when the trust interval ratio is 60%, 70%, 80%, and 90%.

如圖2所示,本發明實施例的投資時機評估系統可包含曲線圖建 構模組70,連接股市指數紀錄模組10以及股價波動推算模組20,配置以基於交易數據資料庫12,以在一曲線圖中建構一股市曲線71,並基於股價波動數據21,以在同一或另一曲線圖中建構一股價波動曲線72。 As shown in FIG. 2, the investment timing evaluation system of the embodiment of the present invention may include curve graph construction The structure module 70 is connected to the stock market index recording module 10 and the stock price fluctuation estimation module 20, and is configured to construct a stock market curve 71 based on the transaction data database 12 in a graph, and based on the stock price fluctuation data 21, A stock price fluctuation curve 72 is constructed in the same or another graph.

如圖2所示的信賴區間定義模組40可依據股價範圍定義出信賴區間41、低值區42以及高值區43,並標示於曲線圖中。股價高低點評估模組50判斷具有等於或高於信賴區間41的上限值的股價的股市曲線71點(即股價低點51)落入高值區43,而具有等於或低於信賴區間41的下限值411的股價的股市曲線71點(即股價高點52)落入低值區42。 The confidence interval definition module 40 shown in FIG. 2 can define the confidence interval 41, the low value area 42 and the high value area 43 according to the stock price range, and mark them in the graph. The stock price high and low point evaluation module 50 judges that 71 points of the stock market curve with a stock price equal to or higher than the upper limit of the confidence interval 41 (ie, the stock price low point 51) fall into the high value zone 43, and have a stock price equal to or lower than the confidence interval 41 71 points (ie, the stock price high point 52) of the stock market curve of the lower limit 411 of the stock price falls into the low value zone 42.

不同投資者的投資手段和習慣不盡相同,例如買入和賣出股票的頻率、不同時間點擁有的資金、可承擔的投資風險高低不同,為了能更能提供更加客製化的投資輔助,本發明實施例提供多個不同比例的信賴區間41。 Different investors have different investment methods and habits, such as the frequency of buying and selling stocks, the funds they own at different points in time, and the level of investment risks that can be assumed. In order to provide more customized investment assistance, The embodiment of the present invention provides a plurality of confidence intervals 41 with different ratios.

具體地,信賴區間定義模組40可基於平均股市指數31,以定義佔信賴區間41、低值區42與高值區43之總和不同比例的多個信賴區間41。投資者可操作一外部裝置(例如電腦、手機等電子裝置)輸入一投資風險度選擇訊息至本發明實施例的投資時機評估系統。信賴區間定義模組40可依據投資風險度選擇訊息,從多個不同比例的信賴區間41中選擇其中一比例的信賴區間41,作為股價高低點評估模組50判斷股價低點51和股價高點52的依據。 Specifically, the confidence interval definition module 40 may be based on the average stock market index 31 to define multiple confidence intervals 41 that account for different proportions of the total of the confidence interval 41, the low value area 42 and the high value area 43. Investors can operate an external device (such as a computer, a mobile phone, and other electronic devices) to input an investment risk selection message to the investment opportunity evaluation system of the embodiment of the present invention. The confidence interval definition module 40 can select a confidence interval 41 from a plurality of confidence intervals 41 with different ratios according to the selection information of the investment risk degree, and use it as the stock price high and low point evaluation module 50 to judge the stock price low 51 and stock price high. 52 basis.

舉例而言,如圖3所示,在本實施例中,信賴區間定義模組40可提供比例60%、70%、80%、90%的信賴區間41供使用者選擇,實務上可替換或額外提供不同比例的信賴區間41。 For example, as shown in FIG. 3, in this embodiment, the confidence interval definition module 40 can provide the confidence interval 41 with a ratio of 60%, 70%, 80%, and 90% for the user to choose, which can be replaced or replaced in practice. In addition, different ratios of confidence intervals 41 are provided.

如圖4~圖8所示的曲線圖中的股市曲線71與股價波動曲線72相同,不同之處在於提供不同比例的信賴區間41,其中曲線圖的縱軸為股價,橫軸為時間(年、月、日)。應理解,如圖4~圖8所示的數據皆僅為舉例說明,本發明不受限於實施例的舉例。 The stock market curve 71 in the graphs shown in Figures 4 to 8 is the same as the stock price volatility curve 72. The difference is that different ratios of confidence intervals 41 are provided. The vertical axis of the graph is the stock price, and the horizontal axis is the time (year). ,Month Day). It should be understood that the data shown in FIGS. 4 to 8 are only examples, and the present invention is not limited to the examples of the embodiments.

例如,當投資者選擇60%,信賴區間定義模組40提供比例60%的信賴區間41資訊給曲線圖建構模組70,以在曲線圖建構模組70建構的曲線圖中,呈現信賴區間41。如圖4所示,呈現比例60%的信賴區間41,其具有下限值L1和上限值U1。股價指數低於下限值L1的區域定義為低值區42,而股價指數高於上限值U1的區域定義為高值區43。低值區42與高值區43佔信賴區間41、低值區42與高值區43之總和的40%,其中低值區42與高值區43可分別佔20%。 For example, when the investor selects 60%, the confidence interval definition module 40 provides the 60% confidence interval 41 information to the graph construction module 70 to present the confidence interval 41 in the graph constructed by the graph construction module 70 . As shown in FIG. 4, a confidence interval 41 with a ratio of 60% is present, which has a lower limit value L1 and an upper limit value U1. The area where the stock price index is lower than the lower limit value L1 is defined as the low value area 42, and the area where the stock price index is higher than the upper limit value U1 is defined as the high value area 43. The low value area 42 and the high value area 43 account for 40% of the sum of the confidence interval 41, the low value area 42 and the high value area 43, and the low value area 42 and the high value area 43 can respectively account for 20%.

又例如,當投資者選擇70%,信賴區間定義模組40提供比例70%的信賴區間41資訊給曲線圖建構模組70,以在曲線圖建構模組70建構的曲線圖中,呈現比例70%的信賴區間41。如圖5所示,呈現比例70%的信賴區間41,其具有下限值L2和上限值U2。低值區42與高值區43佔信賴區間41、低值區42與高值區43之總和的30%。 For another example, when the investor selects 70%, the confidence interval definition module 40 provides the 70% confidence interval 41 information to the graph construction module 70, so as to display the ratio 70 in the graph constructed by the graph construction module 70 % Confidence interval 41. As shown in Fig. 5, a confidence interval 41 with a ratio of 70% is present, which has a lower limit value L2 and an upper limit value U2. The low value area 42 and the high value area 43 account for 30% of the sum of the confidence interval 41, the low value area 42 and the high value area 43.

又例如,當投資者選擇80%,信賴區間定義模組40提供比例80%的信賴區間41資訊給曲線圖建構模組70,以在曲線圖建構模組70建構的曲線圖中,呈現比例80%的信賴區間41。如圖6所示,呈現比例80%的信賴區間41,其具有下限值L3和上限值U3。低值區42與高值區43佔信賴區間41、低值區42與高值區43之總和的20%。 For another example, when the investor selects 80%, the confidence interval definition module 40 provides information about the 80% confidence interval 41 to the graph construction module 70, so as to display the ratio 80 in the graph constructed by the graph construction module 70 % Confidence interval 41. As shown in FIG. 6, a confidence interval 41 with a ratio of 80% is present, which has a lower limit value L3 and an upper limit value U3. The low value area 42 and the high value area 43 account for 20% of the sum of the confidence interval 41, the low value area 42 and the high value area 43.

又例如,當投資者選擇90%,信賴區間定義模組40提供比例90%的信賴區間41資訊給曲線圖建構模組70,以在曲線圖建構模組70建構的曲線圖中,呈現比例90%的信賴區間41。如圖7所示,呈現比例90%的信賴區間41,其具有下限值L4和上限值U4。低值區42與高值區43佔信賴區間41、低值區42與高值區43之總和的10%。 For another example, when the investor selects 90%, the confidence interval definition module 40 provides the 90% confidence interval 41 information to the graph construction module 70, so as to display the ratio 90 in the graph constructed by the graph construction module 70 % Confidence interval 41. As shown in FIG. 7, a confidence interval 41 with a ratio of 90% is present, which has a lower limit value L4 and an upper limit value U4. The low value area 42 and the high value area 43 account for 10% of the sum of the confidence interval 41, the low value area 42 and the high value area 43.

如圖6所示,在全球經濟向上成長的過程中,股市曲線71的股價呈現持續上漲趨勢,如從2016年11月9日到2018年11月22日期間,股價持續上 漲,股價隨時間呈持續上漲的過程中,將產生股價相對低點和股價相對高點,藉由在股價相對低點買入股票,而在股價相對高點賣出股票,可賺取中間價差。其中,從2017年1月25日起到2018年11月23日期間,股價維持高於或等於信賴區間41的上限值U3而落入高值區43。若以股市曲線71來看,顯然這段期間,未有股價低點(落入低值區42),若因此未推薦使用者進行買入股票的操作,將造成投資者損失。 As shown in Figure 6, during the upward growth of the global economy, the stock price of the stock market curve 71 showed a continuous upward trend. For example, from November 9, 2016 to November 22, 2018, the stock price continued to rise. When the stock price continues to rise over time, there will be a relatively low stock price and a relatively high stock price. By buying stocks at relatively low stock prices and selling stocks at relatively high stock prices, you can earn an intermediate spread . Among them, from January 25, 2017 to November 23, 2018, the stock price remained higher than or equal to the upper limit U3 of the confidence interval 41 and fell into the high value zone 43. Looking at the stock market curve 71, it is obvious that during this period, there is no stock price low (falling in the low value zone 42). Therefore, if the user is not recommended to buy stocks, it will cause investors to lose money.

因此,在本發明實施例中,進一步基於交易數據資料庫12的股價指數,和考量股票的本益比,推算出股價波動數據21,以建立股價波動曲線72。舉例而言,如圖4和圖8所示,在2012年6月26日的股價等於信賴區間41的下限值L1,此股價為股價低點51,此時投資者投入低資金買入股票,直到在2012年7月18日的股價等於信賴區間41的上限值U1,此時投資者賣出股票,如此可賺取中間價差,報酬率61為4.3%。又例如,在2016年6月13日達到股價低點51時買入股票,而後在2016年7月11日達到股價高點52時將此股票賣出,報酬率61為1.5%。又例如,在2017年8月11日達到股價低點51時買入股票,而後在2017年9月11日將此股票賣出,報酬率61為3%。以上僅舉例說明,本發明不受限於此。 Therefore, in the embodiment of the present invention, further based on the stock price index of the transaction data database 12 and considering the price-to-earnings ratio of the stock, the stock price fluctuation data 21 is calculated to establish the stock price fluctuation curve 72. For example, as shown in Figure 4 and Figure 8, the stock price on June 26, 2012 is equal to the lower limit L1 of the confidence interval 41. This stock price is the stock price low of 51. At this time, investors invest low capital to buy stocks , Until July 18, 2012, the stock price is equal to the upper limit U1 of the confidence interval 41. At this time, the investor sells the stock, so that he can earn the intermediate spread, and the return rate of 61 is 4.3%. Another example is to buy the stock when it reaches the stock price low of 51 on June 13, 2016, and then sell the stock when it reaches the stock price high of 52 on July 11, 2016, with a return of 61 of 1.5%. For another example, the stock was bought when the stock price reached the low point of 51 on August 11, 2017, and then the stock was sold on September 11, 2017, with a return rate of 61 of 3%. The above are only examples, and the present invention is not limited thereto.

投資者可依據個人投資習慣、可承擔的投資風險高低、選擇不同比例的信賴區間41。如圖4~圖7所示,比例越小的信賴區間41,則信賴區間41的股價指數範圍越小,如此股價越容易到達信賴區間41的下限值L1、L2、L3、L4或上限值U1、U2、U3、U4,據此評估投資者的投資時機點62時,投資者買進、賣出股票的頻率會越大,此為投資者多次進場和入場股票市場,每次賺取小額差價為主的保守型投資。 Investors can choose different ratios of confidence intervals according to their personal investment habits, the level of investment risk they can bear, and 41. As shown in Figure 4 to Figure 7, the smaller the ratio of confidence interval 41, the smaller the stock price index range of confidence interval 41, so that the easier it is for the stock price to reach the lower limit L1, L2, L3, L4 or upper limit of the confidence interval 41 Values U1, U2, U3, and U4. Based on this, when the investor’s investment timing is assessed at 62, the more frequently investors will buy and sell stocks. This means that investors enter and enter the stock market multiple times. Earn a conservative investment based on a small price difference.

綜上所述,本發明的有益效果在於,本發明提供一種投資時機評估系統及方法,其可提供投資者基於個人欲投入股票市場的資金、投資習 慣例如買進賣出的頻率、可承擔的風險、每次期望獲利和報酬率等因素以選擇不同比例的信賴區間,並基於投資者選擇的不同比例的信賴區間,以評估投資者在股市市場中適當的投資時機點,輔助投資者安穩的進出場。 To sum up, the beneficial effect of the present invention is that the present invention provides an investment opportunity evaluation system and method, which can provide investors with funds and investment habits that investors want to invest in the stock market based on individuals. Used to choose different ratios of confidence intervals based on factors such as the frequency of buying and selling, the risk that can be assumed, the expected profit each time, and the rate of return. Appropriate investment timing points in the market assist investors to enter and exit the market steadily.

以上所公開的內容僅為本發明的優選可行實施例,並非因此侷限本發明的申請專利範圍,所以凡是運用本發明說明書及圖式內容所做的等效技術變化,均包含於本發明的申請專利範圍內。 The content disclosed above is only the preferred and feasible embodiments of the present invention, and does not limit the scope of the patent application of the present invention. Therefore, all equivalent technical changes made using the description and schematic content of the present invention are included in the application of the present invention. Within the scope of the patent.

S101~S129:步驟 S101~S129: steps

Claims (2)

一種投資時機評估系統,包含:一股市指數紀錄模組,配置以取得歷年來和持續更新的每日的一股市指數,以建立一交易數據資料庫;一股價波動推算模組,連接該股市指數紀錄模組,配置以基於該交易數據資料庫,考量股票的本益比,推算一股價波動數據;一曲線圖建構模組,連接該股價波動推算模組,配置以基於該股價波動數據,以建構一股價波動曲線在一曲線圖中;一股市指數平均模組,連接該股市指數紀錄模組,配置以從該交易數據資料庫取得一日期範圍內的多日的該股市指數,並將多日的該股市指數的總和除以該日期範圍的天數,以計算出一平均股市指數,該平均股市指數反應該日期範圍內的股價的常態變動;一信賴區間定義模組,連接該股市指數平均模組以及該曲線圖建構模組,配置以基於該平均股市指數,以定義分別為60%、70%、80%、90%比例的多個股價信賴區間,各該股價信賴區間具有一上限值以及一下限值,不同比例的該多個股價信賴區間分別具有不同的多個該上限值並分別具有不同的多個該下限值,其中比例越小的該股價信賴區間的該股價波動數據的股價的範圍越小、該上限值與該下限值的差值越小,該信賴區間定義模組定義在該曲線圖中,股價指數等於或低於各該股價信賴區間的該下限值的區域定義為一低值區,股價指數等於或高於各該股價信賴區間的該上限值的區域定義為一高值區;一股價高低點評估模組,連接該信賴區間定義模組以及該股價波動推算模組,配置以比對該股價波動曲線的股價與所選擇的該股價信賴區間的該下限值和該上限值,以判斷等於或低於所選擇的該股價信賴區間的該下限值而落入該低值區的股價為一 股價低點,判斷等於或高於所選擇的該股價信賴區間的該上限值而落入該高值區的股價為一股價高點;以及一投資評估模組,連接該股價高低點評估模組,配置以計算在該股價低點時買入股票到在該股價高點時賣出股票的一報酬率,以評估該股價低點和該股價高點的時間點是否分別為買入股票和賣出股票的適當投資時機點;其中,比例60%的該股價信賴區間的該低值區與該高值區佔該股價信賴區間、該低值區與該高值區之總和的40%;其中,比例70%的該股價信賴區間的該低值區與該高值區佔該股價信賴區間、該低值區與該高值區之總和的30%;其中,比例80%的該股價信賴區間的該低值區與該高值區佔該股價信賴區間、該低值區與該高值區之總和的20%;其中,比例90%的該股價信賴區間的該低值區與該高值區佔該股價信賴區間、該低值區與該高值區之總和的10%。 An investment timing evaluation system, including: a stock market index record module, configured to obtain a stock market index that has been updated over the years and continuously updated daily to establish a transaction data database; a stock price fluctuation estimation module, connected to the stock market index The record module is configured to calculate a stock price fluctuation data based on the transaction data database and consider the price-to-earning ratio of the stock; a graph construction module is connected to the stock price fluctuation estimation module, and is configured to be based on the stock price fluctuation data. Construct a stock price volatility curve in a graph; a stock market index averaging module, connected to the stock index record module, configured to obtain multiple days of the stock market index within a date range from the transaction data database, and more The sum of the stock market index for each day is divided by the number of days in the date range to calculate an average stock market index that reflects the normal changes in stock prices within the date range; a confidence interval definition module connects the stock market index average The module and the graph construction module are configured to define multiple stock price confidence intervals with 60%, 70%, 80%, and 90% ratios based on the average stock market index, and each stock price confidence interval has an upper limit Value and lower limit value, the multiple stock price confidence intervals of different proportions have different upper limit values and different lower limit values respectively, wherein the smaller the ratio is, the stock price fluctuation of the stock price confidence interval The smaller the range of the stock price of the data, the smaller the difference between the upper limit and the lower limit, the confidence interval definition module is defined in the graph, and the stock price index is equal to or lower than the lower limit of the confidence interval of each stock price. The limit area is defined as a low value area, and the area where the stock price index is equal to or higher than the upper limit of the stock price confidence interval is defined as a high value area; a stock price high and low point evaluation module is connected to the confidence interval definition module The set and the stock price fluctuation estimation module are configured to compare the stock price of the stock price fluctuation curve with the lower limit and the upper limit of the selected stock price confidence interval to determine whether it is equal to or lower than the selected stock price trust The lower limit of the interval and the stock price falling into the low value area is one If the stock price is low, it is judged that it is equal to or higher than the upper limit of the selected stock price confidence interval and the stock price falling in the high value zone is a stock price high; and an investment evaluation module is connected to the stock price high and low evaluation model Group, configure to calculate a rate of return from buying stocks when the stock price is low to selling stocks when the stock price is high, to evaluate whether the time points of the stock price low and the stock price high are respectively buying stocks and The appropriate investment timing for selling stocks; among them, the low value area and the high value area of the stock price confidence interval of 60% account for 40% of the sum of the stock price confidence interval, the low value area and the high value area; Among them, the low value area and the high value area of the stock price confidence interval account for 30% of the sum of the stock price confidence interval, the low value area and the high value area; of which, 80% of the stock price trust The low value area and the high value area of the interval account for 20% of the sum of the stock price confidence interval, the low value area and the high value area; among them, the low value area and the high value area of the stock price confidence interval account for 90% The value area accounts for 10% of the sum of the stock price confidence interval, the low value area and the high value area. 如申請專利範圍第1項所述的投資時機評估系統,其中該曲線圖建構模組更配置以基於該交易數據資料庫中的多日分別的多個該股市指數,以在該曲線圖中建構一股市曲線。 For example, the investment timing evaluation system described in item 1 of the scope of patent application, wherein the graph construction module is further configured to construct the graph based on a plurality of the stock market indexes in the transaction data database for multiple days A stock market curve.
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