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上市櫃公司財務危機預警-股價技術分析應用
Thesis

上市櫃公司財務危機預警-股價技術分析應用

羅亞喬
Masters, 國立清華大學, 經營管理碩士在職專班
2016

Abstract

財務危機 資訊不對稱 技術分析 道氏理論 financial distress information asymmetry technical analysis Dow Theory
The theory and analysis method of the financial crisis advisory has been well developed. So far, the use of the financial variables to predict the alert model is the most popular way. However, the cause and the precursor of the financial crisis are always different. Most of the recent cases were ignited without any sign beforehand, resulting in more and more unpredictable risks hidden behind the existing model. The financial fraud keeps mutating along with the complexion of the globalized and derived financial product. Everything could be fake, whatever it is import/export certificate, custom declaration document, and etc. To analyze a fake financial report is helpless at all. Moreover, the blank period in between the formal announcement easily loses the validity of the financial report. It is usually too late to rescue the company when the financial situation is found to be deteriorated. The thesis tries to escape from the traditional frame, further detecting the hidden information by using the share prices. The study begins from the viewpoint of the asymmetric information, then applying Dow Theory to simulate the stock trend and price-volume patterns. From the research, it is concluded that even a company manipulates its financial report or treasury stock, the influence of the share price fluctuation can only keep for a short while. Fundamentally the stock trend still reflects actual financial performance. When the basic share fluctuation turns slow and deviates from the market index, which means the nature of the company has changed. In addition to deorbiting from the main stream of the market, the possibility of spatial interest may increase. Thus, the company should re-scrutinize each financial figure and evaluate its real operation situation with credit investigation.

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