株価決定要因
「株価は、森羅万象を反映して形成される」と言われています。これを数値化、統計処理を行う株価モデルを構築する場合に使われるマクロ、ファンダメンタル、マーケット等の各種指標。実務としては各要因を主成分分析などで分析して把握する方法も使われます。マクロ経済では、設備投資、消費、市況、輸出・為替、金利など、ファンダメンタルでは、各企業のROE、ROE分解の各比率などです。グロースやバリューを示す指標も使われます。
ゴールデン・チャート社提供
「株価は、森羅万象を反映して形成される」と言われています。これを数値化、統計処理を行う株価モデルを構築する場合に使われるマクロ、ファンダメンタル、マーケット等の各種指標。実務としては各要因を主成分分析などで分析して把握する方法も使われます。マクロ経済では、設備投資、消費、市況、輸出・為替、金利など、ファンダメンタルでは、各企業のROE、ROE分解の各比率などです。グロースやバリューを示す指標も使われます。
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