Download - 金融统计分析
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2002 . 1
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1 2 3 4 5
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M0 M1 M2 T []
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1 1234 2 3 [] 4
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1 2 3 1 2 3
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12345
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1979 1979
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M0 M1 M2 M0 M1M0+ M2 M1+
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=+ M0M1 =+ M2
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1 2 3 4 5
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1 2 3
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1 2 3 4 5
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1 2 3 4 5
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2-1 A L--------------------------------------------------------------------------------------------------------1 13229 1 30633 1 12649 1 10981 2 12 2 16115 3 586 3 35372 1583 26553 14358 8824 2072 2 1195 171 3 1486 4 366 5 -1191--------------------------------------------------------------------------------------------------------
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2-2 ----------------------------------------------------------------------------------------------------------------- A L-----------------------------------------------------------------------------------------------------------------15249 14258216275 275310 1 123810 15462 26739 2803 343635398 4112641496 314003570691 4150162224 5287 63311 7 -2638-----------------------------------------------------------------------------------------------------------------
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2-3 ---------------------------------------------------------------------------------------------------------------A L---------------------------------------------------------------------------------------------------------------170 16302182 2202530 1141246202 2494 11257 3120 2479 33255 34467 436524 52036334 6975 7 -311---------------------------------------------------------------------------------------------------------------
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2-4 ---------------------------------------------------------------------------------------------------------------A L---------------------------------------------------------------------------------------------------------------114220 188971275250 134820 11593 10178 270862 24642 3 254114 2795 6739 46280 1126 2287 321 43678 5 -3486---------------------------------------------------------------------------------------------------------------
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2-5 ---------------------------------------------------------------------------------------------------------------A L---------------------------------------------------------------------------------------------------------------113661 190989278681 134820 11617 10178 277064 24642 256169 6739 46280 3151 23542 34652 42025---------------------------------------------------------------------------------------------------------------
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M0M1M2 M0 M1 M2
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M0 4L11M0 10178 =1L1110981 - 2A22803
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M1 M1 ------ M0 =1L13882 +2L2123810M1 4L11M1 34820 =4L11 M0 10178 +4L11 24642
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M2 M2 M1 5L1256169 =5L126739 +5L1246280 +5L123151 5L126739 =4L126739 5L1246280 =1L132655 +2L2343635 5L123151 =4L221126 +3L22025
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M2 5L1M2 90989 =5L11M1 34820 +5L1256169
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P46-47 P48--49 P50----57
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1 1 2
1998 1999 % 52934 62826 9892 1001 19124 26458 7334 74 100(1) 18660 25298 6638 67 91 2 24 24 0 0 0 (3) 440 1136 696 7 92 3166 3166 0 03 29036 28716 -320 -34 236 4144 3908 405 1372 342 -1030 -10
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1998 1999 % 52934 62826 9892 1001 53778 61266 7488 76 1001 18870 21962 3092 412 28710 32230 3520 47 3 6198 7074 876 122 0 238 238 23 2450 2972 522 5 4 734 732 -2 05 -4082 -2382 1646 17
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11999199874887488309241%352047%87612%2199998921999663867%1999390840%
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2 ----------------------------------------------------------------------------------------------------------------------------- 1993 1994 + %----------------------------------------------------------------------------------------------------------------------------- 39748.3 51747.7 11999 1001 2948.9 4401.5 1453 122 5832.1 7601.1 1769 15 1 5294.4 6922.8 1628 14 2 537.7 595.6 58 13 0 0 0 04 74.5 460.1 386 35 30892.8 38640.0 7747 656 0.0 645.0 645 5-----------------------------------------------------------------------------------------------------------------------------
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----------------------------------------------------------------------------------------------------------------------------- 1993 1994 + %----------------------------------------------------------------------------------------------------------------------------- 39748.3 51747.7 11999 1001 2275.2 3788.8 1514 132 26087.7 35674.0 9586 80 1 9692.9 12389.9 2697 22 2 1247.9 1943.1 695 6 3 14582.9 20516.0 5933 49 4 564.0 825.0 261 23 9680.3 10316.0 636.2 54 0 353.9 354 35 228.6 195.7 -33 06 2377.3 2919.0 542 57 -900.8 1500.2 599.4 -5-----------------------------------------------------------------------------------------------------------------------------
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121994356749586593349%269722%319947747
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P57
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M = M2 / MB MB M2 = MB M M 1 ---- 2----- 3----- 4 ----- P59
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P60
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12 34
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1 2 3 4 5 6
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1 2 3 4
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& 1 = P76~~77 2 3 P80
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1 2 3DMI P81
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M A C D P82 R S I P84 W M S % P85
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KD KD W M SKD WMSWMSKD KD K --- D --- OBV ARBR AR --- BR ---- A R
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C R AR BR V R
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B I A S KP S Y PSYn= A / n 50% n--- A---n
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1
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1----
R ----- P1 ----- P0 ----- D ------ 2 -----
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2 1
---- ----- -----
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2
P95 1 2
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3 1 2 3
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4
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5 1 2
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1 2
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1P98
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2
M
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MM
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4%22.4%15.2%
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3
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SML i P103 1 2
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APT 1 2 1 2 3 3
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4APTP1055 1 2 36 -----
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1 2 3
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1 2 3 4 5 1
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1 A
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B
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2 A
B
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3 qir A
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B
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4ABCD10003A8%B4%C24%D2%3r =8%4
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1A
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2)B
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3C
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4D
4CA D B
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Z=1.2X1+1.4X2+3.3X3+0.6X4+0.99X5 X1= - / X2= / X3= / X4= / X5= / Z1.8
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1 ------ ------- ------- 2 ----- -------- 3 ----- ------ -----
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1 = - P113 2 = P114
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1 2 P115 3 = /
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19991~~199910------------------------------------------------------------------------------------------------- 1 2 3 4 5 6 8-------------------------------------------------------------------------------------------------A 1.0123 1.0134 1.0145 1.0278 1.0280 1.0315 1.0320B 1.0130 1.0145 1.0130 1.0258 1.0220 1.0325 1.0350--------------------------------------------------------------------------------------------------
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1 A1.0320/1.0123-1=19.46% B1.0350/1.0130-1=21.72% 2 A0.008943 B0.009233 3 A0.1946/0.008943=21.76 B0.2172/0.009233=23.52 BA
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---
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1 2 3 4
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1----- 2 3 4 5 6 7
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1 2 3
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----- 1980------ 1994------ 1 2 3 4 5
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199441
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1 2P126 3P127
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---- 1 100=827.85
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2 1=0.6172
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1 2 3 4 5 6
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----- 1 %=/-1 100% %=/-1 100% 2 %=/-1 100% %=/-1 100%
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P139
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1949~~1952 1953~~1972 1973~~1980 1981~~1984 1985~~1993 1994~~ 12 34
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1--- 2 ----
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1---- e = Pa / Pb e -----A Pa Pb -----AB 2----- e1/e0 = Pa1/Pa0 / Pb1/Pb0
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P149
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J 1 6912
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2 J J 912
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J
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-- 1 P152
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P152157
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1
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2 122.05105.69 122.05/105.69-1100%=15.48%15.48% 105.69/122.05-1 100%= -13.4%13.4%
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P157
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1993-----
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1 2 3
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P164--------------------------------------------------------------------------------------------------------------- ---------------------------------------------------------------------------------------------------------------1 A B C
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--------------------------------------------------------------------------------------------------------------- 2 A / B 3 ---------------------------------------------------------------------------------------------------------------
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123
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P141
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1 2
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11980 219821995 31996 P170
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GDP=C+G+I+X-M =+++- GNDY=C+G+I+CAB=GDP+NY+NCT = +++ =++
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1 23------
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1 2 3 4
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P177 1 2 3 P177
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1---- 2 3
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1 ---- 2 3 P183
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P184
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1---- 2----
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1 P189 2 1GDP P190 2 P190 3 4 5
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P192
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P194
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1 2 3 1 2 3 4 4 5
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1 1 2 2P199 3
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1 2 --- ---- 1-----20% =/23---- 1 =/
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4 5-----20% =/ 6 12 35 46 5
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P202
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1 1712500610018201=/GDP = 1712 / 6100= 28%20%2= / = 1712 / 1820 =94%100%3= / = 500 / 1820 = 27.5%20%
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-------- P205GDP
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GDP M1M2
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2 7101200
= / =710/ 1200/12 =7.1 >3 >6
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1 2 3 4 5 1 2
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P223 1 1 2 3 4 5 6 7 8
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2 1 2 3 4 5
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P225230
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11----- 2---- 3---- 4 5 21--- 2----P190
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1 2 3 P233 4---
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ABA50%B70%10%8%10%5% A10% 0.5+8% 0.5=9% B10% 0.7+8% 0.3=9.4% A5% 0.5+8% 0.5=6.5% B5% 0.7+8% 0.3=5.9% ABA2.5%B3.5%ABB
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5 1---- 2P195
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6 --------------------------------------------------------------------------------------------------------------- %--------------------------------------------------------------------------------------------------------------- 102761.64 1288.09 1.27 69473.04 841.26 1.23 27333.16 271.55 1.00 14798.60 218.61 1.50 8193.30 59.54 0.73 15941.27 206.11 1.31 3206.71 85.45 2.74---------------------------------------------------------------------------------------------------------------
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115941.27/102761.64=15.51% 215941.27/69473.04=22.9% 3 206.11/841.26=24.5% 4
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7 1 1/ 2- / 3/ 4/ 5 6 2
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1 2 3 4 5=+/ 6=/ 7=/
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1 2P240 --- ---- 3P243
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4 1 2 =+/ 5 + + + = ------------------------------------------------------- 100% 6P206
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P246
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123 1 2
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1 2 3
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123 ROEROA ROE =
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1200020201%20%3030300030%1=/ 2=/ 3=/
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1 2 3 4 5 1PM = / 2AU = /
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1 2 3 4 5 6
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1 1=/ 2= / 3=/
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2 1/ 2/ 3/ 3 4 5 6 7
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----- 12 1 1 2 3 21234
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P229232
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------ 1968--------- ------
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1 ---- 2 1 2 3 3
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---------------------------------------------------------------------------------------------------------------------------------------------------- ----------------------------------------------------------------------------------------------------------------------------------------------------1 38491 9188 9505 431 576152 26944 6691 336353 11547 9188 2814 431 239804 -135 -1355 1601 1611 10 1611 16116 3067 19036 1597 177 2387778 8480 -8247 -394 264 -135 -329 34 168 305 -473 -2 32----------------------------------------------------------------------------------------------------------------------------------------------------
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-- ------------------------------------------------------------------------------------------------------------------------------------------------ --- ----------------------------------------------------------------------------------------------------------------------------------------- 10 8514 -8079 -89 -209 -137 011 8869 4889 1284 17195 4167 3640412 355 12968 1373 17404 4304 3640413 447 128 6 16 597 597 59714 7723 4519 1173 13415 13415 1341515 355 9697 -105 9946 9946 994616 608 -2 -2 -4 1014 1461 1051 2063 206317 91 47 138 138 13818 729 729 729 72919 -38 -38 -38 -3820 2280 2280 2280 2280 21 62 60 2 62 6222 889 889 889 88923 -2146 -2146 -2146 -214624 1614 4761 109 464 701 429 5654 2425 8078 807825 1878 1877 1878 187726 -1487 -1487 -1487 -1487----------------------------------------------------------------------------------------------------------------------------------------------------
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1 9188- 19036+ 168 =4889- 12968 =-8079 2 ----2063=2063 3 32237+4167 =36404 =36404
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1 2 3 4
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1 2
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355+9696+-105 = 9946
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----- 12 1 2 3 4
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1 2 3 4 5 6 7 8 9 10 11 12 13
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12
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------------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------------1 46742.4 6 2512 2848 7 -1290.63 22444 8 -3404 18280 9 13505 3200--------------------------------------------------------------------------------------------------------------- GDP93510GDP
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% GDP93510%1 46742.4 100 50.02 28486.1 3.03 2244448.0 24.04 18280 39.1 19.55 3200 6.8 3.46 251 0.5 0.37 -1290.6-2.8 -1.48 -340-0.7 -0.49 1350 2.9 1.4
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1.87.1%48%+39.1%=87.1%;2.6.8%3.54.1% 6.1%+48%=54.1%;4.0.5%5.2.9%
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GDP1.GDP0.272.GDP0.203.GDP0.0344. GDP0.5
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7149.93534.9 --------------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------------- 3534.9 -------------------------------------------------------------------------------- 3541 2189.4 47.3 1304.3--------------------------------------------------------------------------------------------------------------- 74---------------------------------------------------------------------------------------------------------------
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=/ 100
% 7149.9 100 3534.9 49.4 3541 49.5 2189.4 30.6 47.3 0.7 1304.3 18.2 74 1.0
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49.4%49.5%30.6%18.2%
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P 371
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P373----- 1 2 3 4
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----- 1 2 3
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8P381 5 11
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