定期定額、定期定值與定期定股：以國內ETF為例之績效優勢分析

NCUIR > School of Management at National Central University > Executive Master of Finance Management > Electronic Thesis & Dissertation > Item 987654321/88490

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/88490

Title:	定期定額、定期定值與定期定股：以國內ETF為例之績效優勢分析
Authors:	吳啟新;Wu, Chi-Hsin
Contributors:	財務金融學系在職專班
Keywords:	ETF;定期定額;定期定值;定期定股
Date:	2022-06-28
Issue Date:	2022-07-14 13:46:59 (UTC+8)
Publisher:	國立中央大學
Abstract:	本論文探討定期定額、定期定值與定期定股的投資策略，本研究擷取前10檔ETF從上市至2022年1月止的月平均資料，帶入定期定額、定期定值、定期定股的投資策略下檢視發現，不論在全期間、近一年、近兩年、近五年、近十年、近十五年期間，定期定值都有較其他兩組投資策略表現好，而在近五年的表現更是打敗各ETF平均月報酬，也就是說在長期的表現下，定期定值的投資策略皆較其他兩組具有優勢。 ;This paper discusses the investment strategies of regular quota, regular fixed value and regular fixed share. This research captures the monthly average data of the top 10 ETFs from their listing to January 2022, and brings them into regular quota, regular fixed value and regular fixed share. The inspection under the investment strategy found that no matter in the whole period, the past one year, the past two years, the past five years, the past ten years, and the past fifteen years, the regular valuation has performed better than the other two groups of investment strategies. The performance in the past five years has even beaten the average monthly returns of various ETFs. That is to say, in the long-term performance, the investment strategies with regular valuation have advantages over the other two groups.
Appears in Collections:	[Executive Master of Finance Management] Electronic Thesis & Dissertation

Files in This Item:

File	Description	Size	Format
index.html		0Kb	HTML	63	View/Open

社群 sharing

Loading...