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【正文】 量之差，被相信能夠反映市場的走向 INVESTMENTS | BODIE, KANE, MARCUS 1223 Sentiment Indicators: Trin Statistic 情緒指標： Trin統(tǒng)計量 ? Trin Statistic: ? 修正后的寬度指標 Ratios above are bearish 大于一就是熊市指標 a d v a n c i n gn u m b e ra d v a n c i n gv o l u m ed e c l i n i n gn u m b e rd e c l i n i n gv o l u m et r i n....?INVESTMENTS | BODIE, KANE, MARCUS 1224 Sentiment Indicators: Confidence Index情緒指標：信心指數(shù) ? Confidence index: The ratio of the average yield on 10 toprated corporate bonds divided by the average yield on 10 intermediategrade corporate bonds. ? 信心指數(shù)：高評級 10家公司債與中評級 10家公司債的收益率之比，通?？偸切∮?1，反映了對股市的信心 ? Higher values are 1，說明債市收益一般，投資者們對股市風險偏好加大，牛市信號 INVESTMENTS | BODIE, KANE, MARCUS 1225 Sentiment Indicators: Put/Call Ratio情緒指數(shù)：看跌 /看漲比率 ? Calls are the right to – A way to bet on rising prices賭漲的工具 ? Puts are the right to – A way to bet on falling prices賭跌的工具 ? A rising ratio may signal investor pessimism and a ing market 跌的情緒很重，通常預示著市場下跌 ? Contrarian investors see a rising ratio as a buying opportunity!相反就意味著上漲的趨勢 INVESTMENTS | BODIE, KANE, MARCUS 1226 Warning!警告 ? It is possible to perceive patterns that really don’t ，因此需要小心甄別 ? Figure is based on the real data. The graph in panel B was generated using “returns” created by a randomnumber 實股價，右圖隨機模擬 ? Figure shows obvious randomness in the weekly price changes behind the two panels in Figure （ ， ） INVESTMENTS | BODIE, KANE, MARCUS 1227 Figure Actual and Simulated Levels for Stock Market Prices of 52 Weeks實際與仿真股票價格在 52個星期內(nèi)的走勢 INVESTMENTS | BODIE, KANE, MARCUS 1228 Figure Actual and Simulated Changes in Stock Prices for 52 Weeks實際與仿真股票收益在 52個星期內(nèi)的走勢
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