我觀察到,市場整體的月營收,其長期波動方向,有蠻明顯的循環趨勢,不會這個月大家的營收年增率都大漲,但下個月馬上集體大跌,我試著找出各行各業中的代表性公司,把它們的月營收年增率加起來作為一個指標,在研判大盤多空趨勢與轉折上,的確有其效果,今天來跟大家分享這樣的觀察心得
首先,我先寫了一個腳本,來計算出我挑出來的,各行各業龍頭,其月營收年增率的總和及移動平均
array:lead[100](0); array:pcg[100](0); lead[1]=GetSymbolField("1102.tw","月營收","M");//台泥 lead[2]=GetSymbolField("2317.tw","月營收","M");//鴻海 lead[3]=GetSymbolField("1216.tw","月營收","M");//統一 lead[4]=GetSymbolField("1301.tw","月營收","M");//台塑 lead[5]=GetSymbolField("1304.tw","月營收","M");//台聚 lead[6]=GetSymbolField("1312.tw","月營收","M");//國喬 lead[7]=GetSymbolField("1326.tw","月營收","M");//台化 lead[8]=GetSymbolField("1455.tw","月營收","M");//集盛 lead[9]=GetSymbolField("1476.tw","月營收","M");//儒鴻 lead[10]=GetSymbolField("1477.tw","月營收","M");//聚陽 lead[11]=GetSymbolField("1513.tw","月營收","M");//中興電 lead[12]=GetSymbolField("1515.tw","月營收","M");//力山 lead[13]=GetSymbolField("1521.tw","月營收","M");//大億 lead[14]=GetSymbolField("1527.tw","月營收","M");//鑽全 lead[15]=GetSymbolField("1560.tw","月營收","M");//中砂 lead[16]=GetSymbolField("1565.tw","月營收","M");//精華 lead[17]=GetSymbolField("1582.tw","月營收","M");//信錦 lead[18]=GetSymbolField("1605.tw","月營收","M");//華新 lead[19]=GetSymbolField("1717.tw","月營收","M");//長興 lead[20]=GetSymbolField("1723.tw","月營收","M");//中碳 //lead[21]=GetSymbolField("1726.tw","月營收","M");//永記 lead[22]=GetSymbolField("1736.tw","月營收","M");//喬山 lead[23]=GetSymbolField("1773.tw","月營收","M");//勝一 lead[24]=GetSymbolField("1795.tw","月營收","M");//美時 lead[25]=GetSymbolField("1907.tw","月營收","M");//永豊餘 lead[26]=GetSymbolField("2002.tw","月營收","M");//中鋼 lead[27]=GetSymbolField("2006.tw","月營收","M");//東鋼 lead[28]=GetSymbolField("2015.tw","月營收","M");//豊興 lead[29]=GetSymbolField("2029.tw","月營收","M");//盛餘 lead[30]=GetSymbolField("2027.tw","月營收","M");//大成鋼 lead[31]=GetSymbolField("2031.tw","月營收","M");//新光鋼 lead[32]=GetSymbolField("2049.tw","月營收","M");//上銀 lead[33]=GetSymbolField("2059.tw","月營收","M");//川湖 lead[34]=GetSymbolField("2103.tw","月營收","M");//台橡 lead[35]=GetSymbolField("2105.tw","月營收","M");//正新 lead[36]=GetSymbolField("2204.tw","月營收","M");//中華車 lead[37]=GetSymbolField("2207.tw","月營收","M");//和泰車 lead[38]=GetSymbolField("2231.tw","月營收","M");//為升 lead[39]=GetSymbolField("2233.tw","月營收","M");//宇隆 lead[40]=GetSymbolField("2301.tw","月營收","M");//光寶 lead[41]=GetSymbolField("2303.tw","月營收","M");//聯電 lead[42]=GetSymbolField("2308.tw","月營收","M");//台達電 lead[43]=GetSymbolField("2313.tw","月營收","M");//華通 lead[44]=GetSymbolField("2324.tw","月營收","M");//仁寶 lead[45]=GetSymbolField("2327.tw","月營收","M");//國巨 lead[46]=GetSymbolField("2330.tw","月營收","M");//台積電 lead[47]=GetSymbolField("2337.tw","月營收","M");//旺宏 lead[48]=GetSymbolField("2344.tw","月營收","M");//華邦電 lead[49]=GetSymbolField("2345.tw","月營收","M");//智邦 lead[50]=GetSymbolField("2347.tw","月營收","M");//聯強 lead[51]=GetSymbolField("2352.tw","月營收","M");//佳世達 lead[52]=GetSymbolField("2353.tw","月營收","M");//宏碁 lead[53]=GetSymbolField("2354.tw","月營收","M");//鴻準 lead[54]=GetSymbolField("2357.tw","月營收","M");//華碩 lead[55]=GetSymbolField("2368.tw","月營收","M");//金像電 lead[56]=GetSymbolField("2376.tw","月營收","M");//技嘉 lead[57]=GetSymbolField("2377.tw","月營收","M");//微星 lead[58]=GetSymbolField("2379.tw","月營收","M");//瑞昱 lead[59]=GetSymbolField("2382.tw","月營收","M");//廣達 lead[60]=GetSymbolField("2383.tw","月營收","M");//台光電 lead[61]=GetSymbolField("2385.tw","月營收","M");//群光 lead[62]=GetSymbolField("2393.tw","月營收","M");//億光 lead[63]=GetSymbolField("2395.tw","月營收","M");//研華 lead[64]=GetSymbolField("2408.tw","月營收","M");//南亞科 lead[65]=GetSymbolField("2409.tw","月營收","M");//友達 lead[66]=GetSymbolField("2439.tw","月營收","M");//美律 lead[67]=GetSymbolField("2449.tw","月營收","M");//京元電 lead[68]=GetSymbolField("2454.tw","月營收","M");//聯發科 lead[69]=GetSymbolField("2603.tw","月營收","M");//長榮 lead[70]=GetSymbolField("2606.tw","月營收","M");//裕民 lead[71]=GetSymbolField("2610.tw","月營收","M");//華航 lead[72]=GetSymbolField("2615.tw","月營收","M");//萬海 lead[73]=GetSymbolField("2707.tw","月營收","M");//晶華 lead[74]=GetSymbolField("2729.tw","月營收","M");//瓦城 lead[75]=GetSymbolField("2731.tw","月營收","M");//雄獅 lead[76]=GetSymbolField("2912.tw","月營收","M");//統一超 lead[77]=GetSymbolField("3008.tw","月營收","M");//大立光 lead[78]=GetSymbolField("3034.tw","月營收","M");//聯詠 lead[79]=GetSymbolField("3037.tw","月營收","M");//欣興 lead[80]=GetSymbolField("3042.tw","月營收","M");//晶技 lead[81]=GetSymbolField("3130.tw","月營收","M");//104 lead[82]=GetSymbolField("3231.tw","月營收","M");//緯創 lead[83]=GetSymbolField("3406.tw","月營收","M");//玉晶光 lead[84]=GetSymbolField("3481.tw","月營收","M");//群創 lead[85]=GetSymbolField("3576.tw","月營收","M");//聯合再生 lead[86]=GetSymbolField("3665.tw","月營收","M");//貿聯 lead[87]=GetSymbolField("3702.tw","月營收","M");//大聯大 lead[88]=GetSymbolField("3707.tw","月營收","M");//漢磊 //lead[89]=GetSymbolField("3708.tw","月營收","M");//上緯 //lead[90]=GetSymbolField("3711.tw","月營收","M");//日月光 //lead[91]=GetSymbolField("3714.tw","月營收","M");//富采 lead[92]=GetSymbolField("4438.tw","月營收","M");//廣越 lead[93]=GetSymbolField("5434.tw","月營收","M");//崇越 lead[94]=GetSymbolField("6269.tw","月營收","M");//台郡 lead[95]=GetSymbolField("6285.tw","月營收","M");//啟碁 lead[96]=GetSymbolField("6505.tw","月營收","M");//台塑化 lead[97]=GetSymbolField("9910.tw","月營收","M");//豊泰 lead[98]=GetSymbolField("9921.tw","月營收","M");//巨大 lead[99]=GetSymbolField("8299.tw","月營收","M");//群聯 lead[100]=GetSymbolField("8086.tw","月營收","M");//宏捷科 variable:i(0); for i=1 to 100 begin if lead[i][12]<>0 then pcg[i]=(lead[i]-lead[i][12])/lead[i][12]; end; value1=array_sum(pcg,1,100); value2=average(value1,4); plot1(value1); plot2(value2);
然後我把這兩個指標跟加權指數作對照
從上面這張圖來看,的確有很明顯亦步亦趨的循環現象
有興趣的朋友可以依此作為例子,重新調整您認為的產業龍頭,畫出您專屬的大盤多空長線領先指標
不過記得你用的龍頭公司上市期間要夠長
我上面的腳本用了一些剛上市不久的公司,這樣系統因為缺資料就只畫出有資料的部份,指標長度變短,就看不出其循環性了