股價創 252 日新高(突破日)
Active還原股價首次站上過去 252 個交易日最高;20 日內重複觸發只計一次
120 days after: historical avg +4.75%
Over 12 occurrences, 120-day forward avg gained 4.75%, beat the market by 2.64 pts; win rate 58.3%.
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估值偏貴。本益比落在全市場第 94 百分位,比多數個股貴。以自身歷史看,目前本益比約在第 100 百分位。
營收衰退。最新月營收年增率約 -5.3%,較去年同月下滑。
以下訊號在最近一筆資料中成立,附這檔股票自身歷史上每次出現後的前瞻報酬統計
還原股價首次站上過去 252 個交易日最高;20 日內重複觸發只計一次
120 days after: historical avg +4.75%
Over 12 occurrences, 120-day forward avg gained 4.75%, beat the market by 2.64 pts; win rate 58.3%.
把這檔股票每天的本益比,換算成「截至當天為止的自身歷史百分位」,再看不同估值位階之後 240 個交易日的還原股價報酬。
| PE percentile band | Sample days | 240-day avg return | Median | Win rate | Avg excess (vs index) |
|---|---|---|---|---|---|
| 0-20 | 286 | +8.8% | +4.4% | 61.5% | -1.7% |
| 20-40 | 22 | Insufficient data | |||
| 40-60 | 80 | +8.2% | +9.4% | 61.3% | -11.6% |
| 60-80 | 139 | +7.9% | +10.4% | 50.4% | -12% |
| 80-100 You are here | 388 | +39.9% | +58.4% | 75.3% | +36.5% |
百分位以當天為止的自身歷史滾動計算(expanding),不含未來資訊;前瞻報酬為還原股價 240 交易日。樣本日重疊,僅供分布參考。
目前本益比約 78.97,落在自身歷史第 99.7 百分位,屬於 80-100 區間。
把自身歷史的每一天,依估值位階(本益比自身歷史三分位)與 60 日動能方向分成六格,看各情境之後 120 個交易日的還原股價報酬。
Currently in “昂貴(自身歷史後 1/3) × 60 日動能向上”: across 369 historical days, 120-day forward avg gained 18.9%, win rate 74.5%, beat the market by 14.9%.
Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.
「月營收年增率 ≥ 20%」過去 243 個月,每月平均約 404 檔個股符合條件;這些個股之後 60 個交易日的還原股價報酬,等權平均為 6.99%,平均贏過大盤 2.32 個百分點,在 64.2% 的月份中跑贏發行量加權股價報酬指數。
每月對全市場符合訊號的股票取等權平均前瞻 60 日還原報酬,再對月份平均;超額相對發行量加權股價報酬指數
這些訊號現在沒有發生,列出歷史樣本以供對照
單月營收年增率達 20% 以上;事件日為公告截止日後第一個交易日,避免提前用到未公告資訊
27 times historically; 60-day forward avg -3.99%, win rate 37.5%, beating the market by -8.04 pts on average.
外資(不含自營商)買賣超連續 5 日為正,事件日為第 5 日;20 日內重複觸發只計一次
28 times historically; 60-day forward avg +7.28%, win rate 73.1%, beating the market by +5.23 pts on average.
本頁內容為歷史資料統計與教育用途,不構成投資建議。投資一定有風險,過去績效不代表未來表現,交易前請自行評估並承擔風險。