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Paper Abstract and Keywords
Presentation 2019-02-22 13:40
Proposal of evaluation index on relevance between Nikkei average and industry average
Takuya Takasaki, Yoshihisa Udagawa (Tokyo Polytechnic Univ.) SWIM2018-22
Abstract (in Japanese) (See Japanese page) 
(in English) The Nikkei Stock Average is widely known as an indicator to show trends in stock price movements of 225 top-rated Japanese companies. However, even if the Nikkei Stock Average rises, not all stock prices are necessarily rising. Of course there are also industries whose stock prices are falling. In this research, we propose evaluation indicators consisting of “industry indices” which are released by the Tokyo Stock Exchange and Nikkei stock price average. These indicators are defined by rise probabilities and rise rates, falling probabilities and drop rates concerning each industry indices. We propose a “rise expectation index” to predict the future stock price movements and show the results of analysis on applicability to investment strategies.
Keyword (in Japanese) (See Japanese page) 
(in English) Evaluation index / Stock price index by industry / Nikkei Stock Average, / Stock price forecast / / / /  
Reference Info. IEICE Tech. Rep., vol. 118, no. 454, SWIM2018-22, pp. 7-12, Feb. 2019.
Paper # SWIM2018-22 
Date of Issue 2019-02-15 (SWIM) 
ISSN Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF SWIM2018-22

Conference Information
Committee SWIM  
Conference Date 2019-02-22 - 2019-02-22 
Place (in Japanese) (See Japanese page) 
Place (in English) Kikai-Shinko--Kaikan Bldg. 
Topics (in Japanese) (See Japanese page) 
Topics (in English)  
Paper Information
Registration To SWIM 
Conference Code 2019-02-SWIM 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Proposal of evaluation index on relevance between Nikkei average and industry average 
Sub Title (in English)  
Keyword(1) Evaluation index  
Keyword(2) Stock price index by industry  
Keyword(3) Nikkei Stock Average,  
Keyword(4) Stock price forecast  
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1st Author's Name Takuya Takasaki  
1st Author's Affiliation Tokyo Polytechnic University (Tokyo Polytechnic Univ.)
2nd Author's Name Yoshihisa Udagawa  
2nd Author's Affiliation Tokyo Polytechnic University (Tokyo Polytechnic Univ.)
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Speaker Author-1 
Date Time 2019-02-22 13:40:00 
Presentation Time 30 minutes 
Registration for SWIM 
Paper # SWIM2018-22 
Volume (vol) vol.118 
Number (no) no.454 
Page pp.7-12 
#Pages 6 
Date of Issue 2019-02-15 (SWIM) 

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