Τεχνική και...
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1
. .
MSc ( )
Team Site: A.E.A.C. Co. Project Manager-Site Administrator
e-mail: s_4goum@yahoo.com, My Blog, Twitter, Linkedin
08/10/2015
- .
(Technical Analysis)
.
(Fundamental Analysis),
( ).
1 Motor Oil,
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3) , ()
4) ,elroseKuwaitEnergyo ,Vegasil
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5) Elpedison BV ( )
https://sites.google.com/site/econewssg/homehttp://econews-sg.blogspot.com/https://twitter.com/peri_oikonomiashttp://gr.linkedin.com/pub/stratos-goumas/89/222/bba
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Keywords: technical analysis, fundamental analysis, stock market, corporation, MACD, William %R, SMA,
EMA, Stochastic Oscillator, RSI, CCI, Bollinger Bands, ROE, ROA, Current Ratio, EPS, EBITDA, EBT
(Technical Analysis)
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(Fundamental Analysis)
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------
.
(leading)
(lagging)
,
.
H ,
- -
(bull market- uptrend), (bear market- downtrend) /
(sideways trend). (
), ( )
( ).
(patterns1),
,
(indicators),
.
1) (trend) ( - -)
2) (volume).
3) (volatility).
4) (momentum).
.
1 .
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(oscillator),
,
(overbought),
,
(sell signal).
,
(oversell),
(buy signal)
.
, .
.
.
( )
1) (Simple Moving Average- SMA)
2) (Exponential Moving Average- EMA)
3) MACD (Moving Average Convergence/Divergence).
4) Bollinger Bands
5) Commodity Channel Index
6) Relative Strength Index
7) William %R
8) Stochastic Oscillator
http://en.wikipedia.org/wiki/Technical_indicatorhttp://stockcharts.com/school/doku.php?id=chart_school:technical_indicators
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1) SMA (Simple Moving Average)
,
.
,
.
,
SMA
(lagging)
. , SMA .
---- SMA
(Close Price),
(), (SMA)
SMA= + + ++ (P= Close Price, N= )
, ,
, .
,
(), 1 .
, SMA ,1 .
,
, .
, SMA 5 (5-days SMA),
SMA 50 (50-days SMA), 5-days SMA
50-days SMA, (signal)
(uptrend) 5-days SMA
50-days SMA, (signal)
(downtrend).
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SMA. , SMA 10
(10-days SMA) 1-days SMA
(signal) (uptrend)
1-days SMA (signal)
(downtrend).
, SMA
(lagging), ,
.
2) EMA (Exponential Moving Average)
EMA,
. SMA ,
(lagging) .
EMA, ,
. ,
,
---- EMA
(Close Price),
(),
(EMA)
SMA .
t=1 EMA1=SMA
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EMAt= + , t>1 , (P= Close Price) 0
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---- MACD
(Close Price)
MACD= EMA(Close Price, 12 days) - EMA(Close Price, 26 days)
Signal= EMA(MACD, 9 days)
Divergence = MACD Signal
MACD Signal,
(bear market),
.
MACD Signal,
(bull market),
.
MACD ,
4) Bollinger Bands
John Bollinger, 1
(volatility bands) .
,
.
.
Bollinger Bands
.
, Bollinger Bands
-Tops(*) W-Bottoms(*) .
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ollinger ands (middle zone)
(upper zone, lower zone).
(SMA3), 20 . H +2
(upper zone) (middle zone),
-2 (lower zone) .
*-Tops: , ,
, ( )
.
*W-Bottoms: , W,
, ( )
.
W- Bottom M-Tops
3 SMA= Simple Moving Average
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---- Bollinger Bands
(Close Price)
(Standard Deviation)
Middle Zone= 20 days SMA of Close Price
Upper Zone= Middle Zone + 2*Standard Deviation(20 days) of Close price
Lower Zone= Middle Zone - 2*Standard Deviation(20 days) of Close price
(SMA)
( )
SMA,
5) Commodity Channel Index (CCI)
onald Lambert 1
.
,
(ETFs, , ).
CCI
. CCI ,
. , CCI ,
.
, CCI
(overbought), (oversell).
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---- CCI
(Close Price),
(High Price) (Low Price).
(Typical Price)
Typical Price= + +
CCI= ,
CCI +100 ,
, .
CCI -100 ,
, .
+1 -100 CCI
, +-200,
.
6) Relative Strength Index (RSI)
Welles Wilder, 1
(oscillator).
.
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---- RSI
RSI= +
RS=
4 14 (14 days CMA). ,
(Close Price) (upward)
(downward)
1.
Close Price(t) Close Price(t-1).
Close(t) Close(t-1). >0 Upward (U) (Gain)
Close(t) Close(t-1). 1: CMA(t) = + 1
4 ,
(Smoothing Moving Average)
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3.
RSI= + 5
RSI 1
(overbought) (oversell) RSI
.
,
RSI
(oscillator)
( ) RSI
.
7) William %R
Larry William,
.
(oscillator) Fast Stochastic
Oscillator.
O William %R,
, N .
5 CMA(D,1)(), RS RSI=100.
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---- William %R
(Close Price),
(High Price) (Low Price).
14 (1 ).
%R= -100*
-1 (-,)
(overbought)
(-100,-)
(oversell), .
-50
(-50,0),
. (-100,-50)
125-days %R,
.
125-days %R
-50. .
125-days %R
-50. .
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8) Stochastic Oscillator
George Lane, ,
1
(oscillator) George Lane
(momentum) ,
.
---- Stochastic Oscillator.
(Close Price),
(High Price) (Low Price).
14 (1 ).
%K= %D=(3 days SMA) of %K
Stochastic Oscillator, , %K
%D. %D, (signal)
MACD.
%K %D (signal),
(bear market),
.
%K %D (signal),
(bull market),
.
Stochastic Oscillator,
%R.
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Stochastic Oscillator 0 +1 %R
Stochastic Oscillator,
(overbought) (oversell).
%K (,1)
(overbought) (0,20)
(oversell),
.
, (80,100),
, (,)
