以數字命理驗證股票選股策略-日經225指數成分股為例

An Empirical Research of Numerology on Stock Selection Strategy: An Example of the Nikkei 225 Index's Component Stocks

柯佳瑩(Chia-Ying Ke)

指導教授 ： 張宮熊

國立屏東科技大學/管理學院/企業管理系所/碩士(2014年)

https://doi.org/10.6346/NPUST.2014.00070

摘要

本研究探討數字命理與選股實證，以2000年1月4日至2012年12月28日，共計13年之日經指數組成之225家上市公司為主要研究之對象，擷取月調整後收盤價作為研究標的之原始資料，以滾動視窗法及月末報酬、季末報酬、半年末報與年末報酬率，分別計算股價之月、季、半年及年報酬率，採用中國之八卦派、梅花易數派、數字磁場派、新宿派及西洋之生命靈數，共五種命理分類吉凶方法進行驗證，檢視吉凶分類在報酬率上是否有按照吉凶高低排列。研究結果發現，八卦派、梅花易數派、數字磁場派及新宿派多數沒有按照吉凶高低排列，唯生命靈數在股票市場上有按照吉凶高低排列，證實了以數字命理作為選股投資的依據確實有部分的可行性，期盼生命靈數可在股票市場中可以讓投資者作為進一步參考依據。

關鍵字

數字命理 ； 八卦派 ； 梅花易數派 ； 數字磁場派 ； 新宿派 ； 生命靈數 ； 日經225指數

並列摘要

In the Study, four Chinese and a western numerologies were used upon stock selection strategy using Nikkei 225 Index's Component Stocks as sample during the period from January 4, 2000 to December 28, 2012. The adjusting monthly closing stock price were used as the sample data through the Rolling-Window Method, End monthly, quarterly, half yearly and yearly. All date are examined by Bagua School, Meihuayishu School, Digital Magnetic Field School , Shinjuku School and Number Future, sampling stocks were classified as good and bad group against numeric data, I further incorporated with the test analysis applied on the rate of return in monthly, quarterly, half yearly and yearly, to verify if separately classified good/bad group the rate of return was listed in the order of good/bad from high to low. The empirical results indicated that grouped stocks by Bagua School, Meihuayishu School, Digital Magnetic Field and Shinjuku School were not listed the order of good/bad from high to low.Only grouped stocks by Number Future was listed in the order of good/bad from high to low. The result showed that it is possible to serve number numerology as the referable base in the investment of selection strategy on Nikkei 225 Index's component stocks.

並列關鍵字

Numerology ； Stock Selection Strategy ； Bagua School ； Meihuayishu School ； Digital Magnetic Field School ； Shinjuku School ； Number Future ； Nikkei 225 Index

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