search query: @indexterm RISK MEASUREMENT / total: 141
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| Author: | Ding, Shaofang Li, Yucheng |
| Title: | A forecast of profits and risks in stock investment (original in Chinese) |
| Journal: | Forecasting (c)
1993 : 5, p.8-13 |
| Index terms: | RISK MEASUREMENT INVESTMENT APPRAISAL STOCK MARKETS CAPITAL INVESTMENT PROFIT FORECASTING CHINA |
| Language: | chi |
| Abstract: | Using Markov chain, the article analyses the fluctuation of 124 sets of quotation data in Shanghai's stock market with the following conclusions: (1) The market consolidation take, 54% of the time and the upturn consolidation has great possibilities in falling while the downturn consolidation has great possibilities in rising. (2) It will need average 8 days to complete a cycle of falling--rising--falling. (3) The average rates of return on investment are 254%, 20% and 80% respectively and the average risks are 217%, 72% and 23% respectively. |
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