股價凈值比 的英文怎麼說

中文拼音 [jiàjìngzhí]
股價凈值比 英文
pbr
  • : Ⅰ名詞1 (大腿) thigh; haunches 2 (機關、企業、團體中的組織單位) section of an office or enterp...
  • : 名詞1. (價格) price 2. (價值) value 3. [化學] (化合價) valence
  • : Ⅰ形容詞1 (清潔; 干凈) clean 2 (凈盡;沒有剩餘) empty; hollow; bare 3 (純) net Ⅱ動詞(使干凈;...
  • : Ⅰ動詞1 (比較; 較量高下、 長短、距離、好壞等) compare; compete; contrast; match; emulate 2 (比...
  • 股價 : index and quotation
  1. According the original thoughts, this paper circumstantiates how to carry this theory into chinese practice and how to eliminate the fundamental shortcomings if foreign standards applied mechanically. therefore, in a creative way, this paper establishes a feasible eva appraisal system according to chinese listed companies " character and demonstrates it on some listed companies, such as sichuan changhong co. ; tsingtao brewery company ; and harbor line companies. in one word, this paper wishes to provide a set of more practical and predictable standard in comparison with roe and eps

    本論文正是根據其理論,首先著重對目前如何將經濟增加實際運用於評估中國上市公司業績,進行針對性的分析和探討,從而逐步剔除機械套用國外指標體系的根本性缺陷,然後按照中國證券投資市場的特徵,創造性地建立一套符合中國實情地指標體系,同時運用這一指標體系對四川長虹、青島啤酒以及整個港口行業的上市公司五年間的業績變化情況做了仔細的運算和分析,並與現行的資產收益率、每收益進行實證分析、較,以期為上市公司業績評提供一種更有預見性、更可行的指標體系。
  2. So we consider five financial indexes includes stock b / p, e / p, current stock size, current stock stru and financial levge by the international tradition, then descriptive statistical test method and cross section statistical test method proved that b / p and current stock size have marked effect on the securities yield besides coefficient b. in the third chapter, the article fut forward a risk factor model, estimates yield sequences of every risk factor by weight regression, and then estimates each risk factor coefficient of different stock by time sequence regression, at last we can reckon the portfolio risk o2p and yield rp which consists n stocks

    結合國際慣例,文章考慮了票的( b p ) ,市盈率倒數( e p ) ,流通規模( size ) ,流通例( stru )和財務杠桿( levge )等五個財務指標,應用描述性統計檢驗和橫截面統計檢驗等多種方法,結果表明,除系數以外,( b p )和流通規模( size )對證券收益率部有重要的影響。在論文的第三章,提出了一個基於多因素的風險因子模型,並用加權回歸和時間序列回歸等方法估計出了不同證券的各風險因子系數(類似於單指數模型中的系數) ,據此,即可衡量出一個包括n只票的組合的風險_ p ~ 2和收益率r _ p 。
  3. Firstly, the author evaluated the fund through the technology and tested it with examples. basted on the capital asset pricing model and the theory of portfolio, the paper used the ratio of profit according time to evaluate the profit ; used the a and 3 to evaluate the risk ; used the sp, tp, a p to evaluate the profit according to the risk ; used the ability of liquid and so on to evaluate the fund portfolio. otherwise, the author corrected the asset of fund according to the specialty of our country

    技術面評以證券投資組合理論和資本資產定模型為基礎,運用時間加權收益率對基金收益進行評;運用系數、系數對基金風險進行評;運用夏普指數、特雷納指數、詹森指數、積極投資效率指數對基金進行收益和風險配;運用基金平均市盈率、票集中度、票日換手率、基金流動性和基金平均漲幅對基金進行組合質量評;並根據我國市的特點對基金進行修正計算,對基金實際進行評估。
  4. On the other hand, the ipos can averagely get a positive abnormal return over market portfolio between september and december, which means ipos can obtain better return in every last - half year relatively. 5 ) higher exchanging rate of the first circulating day for an ipo can not obtain a higher medium and long return, and it even has a negative relationship with the later

    格的影響因素而言,發行后每收益、發行后每資產特別是bm率、流通數尤其是流通市、總本或流通盤占總例、行業屬性等在較長的時間內對新的二級市場收益有明顯的影響。
  5. With the characteristic of stock price being too high, the difference of floating and non - floating shares, deep speculation, over - concentrated share right, share price being far from the enterprises " value as propelled by capital, share price and the size of floating stock being inverse proportion, so china ' s stock market is premature. it is unrealistic that we define the proportion of conversion stock by the ratio of stock market price or earnings per share. on the other hand, we can not ignore completely the price floating stocks

    確定折例的方法有七種; ( 1 )每收益之; ( 2 )以eps不被稀釋為約束條件來確定臨界折例; ( 3 )每; ( 4 )每資產之; ( 5 )以l - c模型來確定折例; ( 6 )每企業; ( 7 )每成本加成法(每資產加成法) 。
  6. How does the accounting information express their value - relevance ? these questions are important not only for academic scholars but for investors in the securities markets. in order to answer these questions, the thesis uses " feltham - ohlson valuation model " as the theoretical framework and selects book value ( bv ) and net earnings ( e ) as proxies of accounting information to do research

    本文選擇「帳面資產」和「會計盈餘」數據作為公開會計信息的代表,運用「費森?奧爾森估模型」分析資產倍率和市盈率的性質,並用我國a市場上市公司1994 ? 98年數據和1993 ? 97年年度報告會計數據檢驗這兩個率的投資決策有用性,以求較深入地回答上述問題。
  7. Take profit rate < 30, flowing rate > 2 and net profit rate < 1 as the classificatory standard of conservative strategy of value stock portfolio, and profit rate < 10, flowing rate > 2 and net profit rate < 1 as general, and profit rate < 30, flowing rate > 2 and net profit rate < 1 as positive. at last the value stock portfolio strategy, whose profit rate per stock > 0. 6, net capital profit rate > 300 %, net profit rate < 1, is chosen as sample of the positive

    採用市盈率30 ,流動2 ,市率1 ,為標準定義保守型投資策略;市盈率10 ,流動2 ,市率1 ,為標準定義綜合型投資策略;最後按每收益0 . 6 ,資產收益率300 % ,市率1 ,選擇積極型投資策略的樣本。
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