Page 7 - 台灣股市何種選股模型行得通？

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符號表

alpha (α) 超額報酬 α (excess returns)

beta (β) 系統風險 β (system risk)

BPR (或 B/P) 淨值股價比 (book value-to-price ratio)
BVPS (或 B) 每股淨值 (book value per share)

D/P 股利率 (dividend-price ratio)
EPR (或 E/P) 益本比 (earnings-to-price ratio)

EPS (或 E) 每股盈餘 (earnings per share)
GVI 成長價值指標 (Growth Value Index)

MV 總市值 (market value)
P 股價 (price)

PBR (或 P/B, PB) 股價淨值比 (price-to-book value ratio)
PE4 近四季本益比 (most recent 4-quarter

price-to-earnings ratio)
PER (或 P/E, PE) 預估本益比 (forward price-to-earnings ratio)

P/S 股價營收比 (price-to-sale ratio)
R 報酬率 (return)

ROA 資產報酬率 (return on asset)
ROE 股東權益報酬率 (return on equity)

SG 營收成長率 (sale growth)
sigma (σ) 標準差 (standard deviation)

Vol 成交量 (volume)