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å: ȫ, Ʈ

Ʈ in 2019

- : ͷ Ȯϰ ϶

- : ȫ

- ̷̵ / 2019-01 / 381 / \\17,500

 

Ʈ(quant)

quantitative(, ִ) analyst(м) ռ. 迡 ڸ ų ȭ ϴ Ѵ. ̵ ǻ ˰ ڿ ȰѴ. ǻ ˰ Ʈ ڰ ϴ  ݵ Ʈ Ͼ ϰ ִ.

- [̹ Ĺ] - (Ѱ )

 

: Ʈ()ڴ ڰ DZ ׽Ʈ ִٴ ִ. ׽Ʈ Ϸ ùٸ ̸ ľ ִ. ׽Ʈ ſ 󸶳 Ӹ ƴ϶, 󸶳 ڸ ״ ˰ ȴ. ̷ ͵ ˰ Ǹ Ȯ ڿ ִ.

 

δ, پ ǥ, , δ 帧/ мؼ ߿ ȿ Ʈ ãƳ ڿ Ȱϴ ̶ ϸ  ͽϴ.

 

 

2 ȯ , [ ִ! Ʈ ] ̷Ӱ о İ ֽϴ. Ʈڿ õ åδ 10 [ ġ] 츮 åδ ó̸鼭 λ ֽϴ. /ǥ ؼ 츮 ڰ å ܱ å Ȱ밡ġ ٰ մϴ.

 

ܱ åδ ׸Ʈ [ֽĽ ̱ å Little Book that Still Beats the Market in 2006] մϴ. ̺ 巹 [߻ ] ߵ پ ǥ 򰡵 ׷ Ʈ ϸ 庸 ڼͷ ִٰ ٰŰ ׷ а 츮 ġ ƹ, ׷̾ Ʈڸ ߴٰ ֽϴ. غ ġ 밡 ǥ  ϸ鼭 ؿ ´ ֽ Ʈ ߴٴ Ʈڸ ߴٰ ֽϴ.

 

ڴ ǻ翡 ٹϸ鼭 ڽ Ʈ ڻ ϴ ׾߸ ̷ ϰ ֽϴ. 2 л ͺ 縦 4 (2015~2018) 162.61% ͷ 27%  ͷ ÷ȴٰ մϴ.

 

å پ Ʈͷ ־µ, ܼ ǥ 򰡵 Ʈ (å 1 6 ) üϴ ͸ û ٴ ϴ. ڰ ϴ ڹ ̸  پ м(ڴ ׽Ʈ ) ʸ 캾ϴ.

 

 

˰ 谡 ˾Ƽ ŸѴٰ ϴ [Ʈ Ʃ] <õ> å ֽڸ ؾ ϴ ߴµ, ſ Դϴ.

 

ֽȸ ѹα ʰ ںѰ谡 Ŀٸ ְ ۿ . ̷ ˾Ƶ κ ڴ ٸ Ѵ. ٸ Ȯ ũ⿡ Ѵ. Ȯ ũ 忡 , ģ. Ȯ ũ⸦ Ű⿡ å ڽ ο ׾Ƴ ʿ䰡 ִ. å ̷ ´ å̴.

 

 

м

1. Ʈ Ű 20 1~20 (׷) ͷ ߽ϴ.

2. ⵵ 繫ǥ

3. : 2000 7 ~ 2017 6( 17)

4. ü Ÿ ֱ: 1 1ȸ / 6

 

ǥ 밳 5 Ȥ 10ϴ Ҵµ, ڴ 20 ϰ ֽϴ. ڵ ߵ ְ Ⱓ(*) 3 (6 ) ְ ϴ ñ ־ Դϴ. ̴ ƴ϶ Ȯ 뿡 ־ ùٸ ؼ ǹ ҽϴ.

-> 12 3 Ȯ/õǹǷ 6 ְ ̸ ݿ/Ǿٰ ֽϴ. ְ ̴ ƴ϶ δٰ ոԴϴ.

 

 

Ʈڿ ⺻ 1. 繫ǥ ̿ϰų 2. ְ 3. Ķ ȿ 3 ŸϷ پ Ʈڸ ٷ ֽϴ. ߿ 繫ǥ ̿ Ʈ ι ŷڼ ٰ Ȱϱ⿡ ϴ.

 

 

뷫 캸

 

繫ǥ ̿ 跮 (: 2000 7 ~ 2017 6, 17)

 

1. ڱ ڱ п 翬 ڱ ڱ ͷ Ÿϴ. ٸ ȯ ǿܷ ͷ Դµ, ̴ Ͻ ȯ ڷ ȯ߱ Դϴ.

-> ̷ ٸ å Ͼ ٷ ϸ ϴ.

 

2. װ п м ⺸ ͷ(+ 14.20%) (+ 9.28%) Խϴ. ڴ ⿡ þ õ 3 ְ ݿǾ Ǿ ɼ ݴ پ ְ ϶߱ 1 ġ ְ ȸ ҵǾ ̶ մϴ.

 

ƴ ̷ ؼ ϸ ׼ ͷ Դٰ մϴ. ̹ ǥ 繫ǥ ̿ϴ ִ ̰ 繫ǥ ؼ ϴ ̹Ƿ () ʿ䰡 ٰ մϴ.

 

3. ͷ ̷ 翬 ͷ ͷ ҽϴ.

ͷ 5% ϰ ؼ 1⸶ ü Ÿߴٸ 17Ⱓ ͷ 17.46% ־ٰ մϴ. ( 0.1 -> 1.542)

-> ͷ ְ· ٴ ݴϴ.

-> ͷ ȣϴ μ ô Դϴ.

 

4. ٷ PER, PBR, PSR, PCR ǥ ǥ 򰡵ɼ ͷ ҽϴ.

-> ͷ Բ ġڵ ߿ϰ ̵ ǥ м ؿ м Ͱ ־ٴ ݰϴ.

 

ٸ 17 Ⱓ Ȥ 򰡵 5% ͷ ̴ 찡 Ÿϴ. 1 ̻ ̷ Ȳ ӵ ڵ Ⱓ ߳ ְڴٴ ϴ. 1990 2000 ʱ ־ IT ǥ̰ 2010~2011 ȭ ñ Ȥ ӵǰ ִ Ϻ ֽ̿ĵ ô տ Ͼϴ. ׷ ڴ γ ϴ å մϴ.

 

5. ROE, ROA ǥ: ( ϰ)ų ROE 5% ֽĵ 1⸶ ü Ÿߴٸ ͷ 1.74% Ұ߰ ROE 5% ֽĿ ߴٸ ͷ 14.89%.

-> ROE Ǿ ɼ ٰ ROE ϴµ, ߸ ʾҴٰ մϴ^^

 

6. ͷ ͷ ROE, ROA ǥ ó ( ޸) ͷ ׷ ͷ ־ϴ. ٸ ͷ Ȯ ̳ʽ ͷ ϴ.

 

7. ä ä ų ׷ ͷ ߰ 120% ׷ ͷ Ҵ Ÿϴ.

 

 

ְ ȿ

 

1. ְ ų ϰų ⵵ ְ · Ұų Ҵ 20ؼ ߽ϴ. Ϲ ֿ ͷ ٰ ˷ ִµ, м ̸ Ȯ ־ϴ.

 

2. ⵵ ְ · з (· ų )ش ͷ  ׷ ͷ Ÿϴ.

-> ռ ä ׷ ̷ Ȱ밡ġ ϴ.

 

 

Ķ ȿ

˷ 1 ȿ, Ȥ , ð мߴµ, ؿ ÿ κ ȿ ϴ. ٸ 츮 ÿ ְ ٴ ǿ Խϴ. ׷ٸ ŵŭ ߿ ̿ϸ ǰڴµ, ׷^^

 

 

: Ʈ, ߿ γ

- ̷ο ǿ ־ å (ڰ )Դϴ.

 

1. Ʈڴ γ 䱸Ѵ.

2. ̱ PBR ù̼ ־ 84.3% ս , ȸϴ ְ 79 ð ɸ 쵵 ־. ѱ ̱庸 ̶ .

3. ñⰡ γ Ʈ ڸ Ѵٸ, ڰ Ǿ ̴.

 

 

ڴ Ʈڸ ϱ ؼ γ ʿ ϰ ֽϴ. ֽ 缭 ٸ ġڴ ڹ̶ , װ ٰ Ұ ƴ϶ ܼϴٰ ǥؾ Ѵٴ ް ģ ֽϴ. Ʈڵ ġڵ Ȥ ڵ ǰ Ҵٸ ε, ϴٽ ô ƽϴ. ٷ γ ʿϱ ̰.

 

Ʈڰ ռͷ ̻ ִٴ ̷/ Ϲ ڰ ϸ鼭 庸 ͷ Ʈڰ ڹ մϴ.

 

ռ [ ִ! Ʈ ] İ , ܼ ǥ ״ٰ (3, 6, 1) ϴ ڹ ( ̰ )Ȱ ʰ ֽϴ. ż ֽ , 4 ϳ Ʈ ֱ⿡ ̹ Ʈڸ ϰ 鼭 ^^

 




ƮƮ ũα (0) ֱֱ(2)
:
|

 Ѹ ( 2)

  1. ݰ
    ݰ | 19.03/26 16:55
    |
    ҿ ϴ ߽ϴ ^^ Ʈ ־µ ظ Ʈ̳׿ ٽ ѹ ^^
    ۾
    • | 19.03/27 11:50
      ű⼭ ּ鼭, ^^ ǥ 򰡵 ֽĵ Ʈڸ Ѵٸ ̶ մϴ.
  2. 1215
    1215 | 19.03/27 14:03
    |
    Ʈ Ÿű ֽϴ. ׷ ü 鸮 ʴ ڽ Դϴ. İ оϴ. մϴ!
    ۾
    • | 19.03/28 13:08
      ̰ ŭ Ͻϴ. մϴ^^

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