Title page for etd-0621118-083307


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URN etd-0621118-083307
Author Yu Ting Wu
Author's Email Address No Public.
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Department Finance
Year 2017
Semester 2
Degree Master
Type of Document
Language zh-TW.Big5 Chinese
Title Investment Performance of Moving Average in Mutual Fund
Date of Defense 2018-07-06
Page Count 118
Keyword
  • Moving average
  • Mutual fund
  • Lump-sum investment
  • Technical analysis
  • Abstract This study uses the moving average as the basis, through the collocation of a number of moving averages and the fund's net value, to explore whether technical analysis can identify better entry points and earn excess returns for investors. The sample from the fund information that the TEJ had logged in from 2000 to March 2018. Through the Lump-sum investment, calculate and compare the different investment periods, 4, 13, 26, 39, 52 weeks.
    The results of the study show that regardless of the empirical results of any strategy, investment funds recommend long-term holding and better performance. Through the arrangement of multiple moving averages to find out the buying points, the overall return rate and winning rate are better, but the relative number of transactions is also the least.
    Using the combination of two moving averages, adopt the strategy of Group 12 of the strategy. When MA10 crosses the positive slope of MA20 upwards, buy funds, hold at least 13 weeks to more than 26 weeks, and its return rate is better than other group.
    Advisory Committee
  • Hong-Chih Huang - chair
  • Chin- Wen Wu - co-chair
  • Huang,Jen-Jsung - co-chair
  • Chou-Wen Wang - advisor
  • Files
  • etd-0621118-083307.pdf
  • Indicate in-campus at 5 year and off-campus access at 5 year.
    Date of Submission 2018-07-21

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