Discussion on the Anti-Trend Expert Systems of RSI, BIAS, KDJ and W&R

2014 ◽  
Vol 926-930 ◽  
pp. 3786-3789
Author(s):  
Xiao Ming Huang ◽  
Hai Ping Huang ◽  
Pin Wang

Based on mass real data with the method of statistical experiment, this paper attempts to take the winning rate, annual rate of return and net profit margin as the management objectives for the comparative analysis on the strengths and weaknesses of the four systems of RSI, BIAS, KDJ and W&R among the securities trading software through testing, the results of which show that RSI expert system is the best one with its overall testing results superior to other anti-trend expert systems (MA, MACD, MTM). So it is suggested that investors should choose only RSI expert system.

2013 ◽  
Vol 433-435 ◽  
pp. 1685-1688 ◽  
Author(s):  
Pin Wang ◽  
Hai Ping Huang

Using the method of statistical experiment and based on real and open data of securities, the research conducted a test to the W&R and RSI expert system of securities trading software. Taking annual net profit margin, rate of return, and win rate as the management objectives, the research compared and analyzed the two similar reversal trend indicators on the basis of mathematic statistics theories, and achieved results that the annual rate of return and net profit margin of the RSI expert system are superior to that of the W&R expert system for 4.72 times, and that the annual number of trades of RSI is superior to that of W&R for 0.893 times.


2014 ◽  
Vol 926-930 ◽  
pp. 3802-3805 ◽  
Author(s):  
Pin Wang ◽  
Hai Ping Huang

Ith the method of empirical analysis, based on the huge amounts of real data opened by securities market, through testing the expert system of securities trading software MTM, MACD and MA, with odds, annual returns and net profit margin as management goals, statistical theory as research basis, comparatively analyzed the advantages and disadvantages of the three systems. Except for annual transaction times of number, MA expert system is slightly better than the MACD expert system; while MA expert system, no matter in odds, net profit margin or in annual returns, trading opportunities, is better than that of MTM expert system in all-round way.


2013 ◽  
Vol 850-851 ◽  
pp. 1040-1043 ◽  
Author(s):  
Pin Wang ◽  
Hai Ping Huang

This paper presents tests security transaction BOLL expert systems, through statistical experiments, with the wining rate, annual rate of return and net profit rate as the management objectives, on basis of the mass data generated by the security market; The results show that win rate value of BOLL expert system as high as 88.95%, and annual rate of return and net profit rate are 33.37% and 13.9% respectively. Compared with RSI expert system, the transaction times are only 52.09% of RSI expert system, which should be the true reason why the rate of turn of BOLL expert system is not high.


2013 ◽  
Vol 798-799 ◽  
pp. 757-760 ◽  
Author(s):  
Hai Ping Huang ◽  
Pin Wang

Based on the public and actual massive data of securities market, through testing the MA and RSI expert system of securities trading software by simulation experiment method, with the winning percentage, the annual rate of return, and the net profit margin as the management objectives, and with the theory of mathematical statistics as the research basis, the article carried out the comparative analysis of strength and weakness of these two systems. Except the annual transaction number, RSI expert system is comprehensively superior to MA expert system.


2013 ◽  
Vol 850-851 ◽  
pp. 1106-1109 ◽  
Author(s):  
Hai Ping Huang ◽  
Xiao Ming Huang ◽  
Pin Wang

This paper presents tests and comparisons between SAR and BOLL, tow security transaction expert systems, through statistical experiments, with the wining rate, annual rate of return and net profit rate as the management objectives, on basis of the mass data generated by the security market; the results suggest a ratio among the wining rate, annual return rate and net profit rate of the two as 0.876, 0.936 and 0.936 respectively, and the yearly numbers of transactions of SAR is 3.7 times more than that of BOLL. The lower rate of SAR is, as believed, a result of the higher transaction cost of it comparing with BOLL.


2017 ◽  
Vol 16 (01) ◽  
Author(s):  
Elissa Dan Suprihati

Analisis rasio laporan keuangan yang lazim digunakan adalah analisis rasio likuiditas atau rasio modal kerja, analisis rasio solvabilitas, dan analisis rasio rentabilitas/profitabilitas. Analisis rasio likuiditas merupakan rasio yang digunakan untuk mengukur kemampuan perusahaan dalam memenuhi kewajiban jangka pendek perusahaan. Analisis rasio solvabilitas merupakan rasio untuk mengukur kemampuan perusahaan dalam memenuhi kewajiban jangka panjang perusahaan. Analisis rasio rentabilitas/profitabilitas merupakan rasio yang digunakan untuk mengukur kemampuan perusahaan dalam menghasilkan laba yang dihasilkan dari penjualan. Untuk mengetahui kondisi laporan keuangan pada CV. Dunia Warna pada tahun 2012-2014, mengetahui analisa rasio keuangan pada CV. Dunia Warna pada tahun 2012-2014. dan  manfaat dari analisa rasio laporan keuangan untuk menilai kinerja keuangan pada CV. Dunia Warna. Current Ratio periode 2012–2014 perusahaan di atas 200 % maka berarti aktiva lancar pada setiap tahunnya dapat menjamin seluruh hutang lancar yang di milikinya. Perusahaan dapat memenuhi kewajiban jangka pendeknya. Quick Ratio yang dihasilkan perusahaan berada di atas 100 %, berarti aktiva lancar dikurangi persediaan dapat menjamin seluruh hutang lancarnya. Dengan quick ratio di atas 100 % maka suatu perusahaan sudah bisa di katakan likuid.  Total Debt to Equity Ratio , Times Interest Earned Ratio, dan Total Debt to Total Capital Assets Ratio pada perusahaan ini mengalami kenaikan maka dapat di katakan perusahaan tersebut solvabel, karena perbandingan jumlah hutang dengan total modal dan total aktiva sangat tinggi, maka solvabilitas perusahaan sudah mampu untuk memenuhi kewajiban jangka panjang pada perusahaan tersebut. Net Earning Power Ratio menunjukkan perusahaan mampu menginvestasikan aktiva, karena rasio mengalami peningkatan. Rate of Return for the Owner menunjukkan bahwa perusahaan mampu menghasilkan laba dari modal sendiri yang dimiliki karena secara keseluruhan rasio mengalami peningkatan. Net Profit Margin menunjukkan bahwa perusahaan mampu menghasilkan laba dari penjualan bersih, karena rasio mengalami peningkatan. Gross Profit Margin on Sales menunjukkan bahwa perusahaan mampu menghasilkan sedikit laba dari penjualan,karena prosentase rasionya mengalami penurunan.Basic Earning Power Ratio menunjukkan bahwa perusahaan dapat menciptakan EBIT dengan jumlah yang sedikit.Kata kunci :  Likuiditas, Solvabilitas, Profitabilitas


2019 ◽  
Vol 42 ◽  
pp. e42458
Author(s):  
Ênio Gomes Flôr Souza ◽  
Ellen Abreu da Cruz ◽  
Michelangelo de Oliveira Silva ◽  
Fabiano Barbosa de Souza Prates ◽  
Aurélio Paes Barros Júnior ◽  
...  

The objective of this work was to determine the adequate nitrogen (N) dose via fertigation associated with the maximum economic production of maize for silage, in two agricultural crops (summer and winter), in the municipality of Canindé de São Francisco-SE, Brazil. The experimental design was in randomized blocks, with four replicates. The treatments consisted of four doses of N (0, 80, 160, and 240 kg ha-1) using urea. The cultivar planted was the hybrid Bt Feroz. The evaluated characteristics were as follows: shoot fresh and dry mass productivity, gross and net incomes, the rate of return and net profit margin. There was an interaction between N doses and agricultural crops for all variables. Higher agroeconomic efficiency in the production of maize for silage was obtained from the winter harvest. In the summer crop, the rate of return (1.82) and the net profit margin (45.52%) were highest when the plants were fertigated with 56.04 and 58.92 kg ha-1 of N, respectively. In winter, the yields of fresh mass, gross and net incomes increased linearly with increasing doses of N, with a profit proportional to the invested capital since nitrogen fertigation did not influence the rate of return (2.24) and the net profit margin (55.22%).  


2020 ◽  
Vol 25 (2) ◽  
pp. 101-117
Author(s):  
Sefka Anggraini Putri ◽  
Reni Oktavia ◽  
Widya Rizki Eka Putri

The purpose of this study was to examine the effect of financial performance on the rate of return. The indicators used to measure financial performance are return on investment, net profit margin, earnings per share, operating cash flow, economic value added. This study uses secondary data with a population of companies listed on the Indonesia Stock Exchange (BEI) 2014-2018. The method used to determine the sample using purposive sampling. Consists of 19 industrial mining companies with 56 samples. The analysis method used is multiple regression analysis. The results of hypothesis testing show that the Return on Investment (ROI) has no significant effect on the Rate of Return (ROR), Net Profit Margin (NPM) has significant effect on the Rate of Return (ROR), Earning Per Share (EPS) has no significant effect on the Rate of Return (ROR), Operating Cash Flow(OCF) has no significant effect on the Rate of Return (ROR), Economic Value Added (EVA) has no significant effect on the Rate of Return (ROR)


2019 ◽  
Vol 4 (2) ◽  
pp. 157
Author(s):  
Ana Fitriyatul Bilgies

This study aims to determine the effectiveness of credit control to increase profitability at PT. BPR. Bina Nusa, Gresik Branch. The research method uses descriptive methods with a quantitative approach. The results showed that the credit policy adopted by PT. BPR. Bina Nusa Gresik Branch is said to be effective even though credit control is less than optimal because there is an increase in bad loans, but it does not affect the results of the calculation of profitability ratios namely Gross profit margin in 2015 amounted to 20.93%, in 2016 amounted to 21.33%, in 2017 amounted to 22.28 %, and 2018 amounted to 25.90%. Net profit margin in 2015 was 15.70%, in 2016 it was 17.73%, in 2017 it was 20.07% and in 2018 it was 21.84%. Return on assets in 2015 amounted to 5.41% in 2016 amounted to 6.33%, in 2017 amounted to 6.85%, in 2018 amounted to 6.67%. The rate of return on loans in 2015 was 57.16%, in 2016 it was 56.82%, in 2017 it was 52.57%, in 2018 it was 53.85%. Return on equity in 2015 was 23.72%. In 2016 it was 26.92%. In 2017 it was 29.31% and in 2018 it was 30.73%. as a whole can be said to be good because of the achievement of the profitability ratio percentage of PT. BPR. Bina Nusa Gresik Branch is within the limits of Bank Indonesia regulations.        Penelitian ini bertujuan untuk mengetahui keefektifitasan dalam pengendalian kredit untuk meningkatkan profitabilitas pada PT. BPR. Bina Nusa Cabang Gresik. Metode penelitian menggunakan metode deskriptif dengan pendekatan kuantitatif. Hasil penelitian menunjukkan bahwa kebijakan kredit yang diterapkan oleh PT. BPR. Bina Nusa Cabang Gresik dikatakan efektif meskipun pada pengendalian kredit kurang optimal karena terdapat peningkatan kredit macet, namun hal itu tidak mempengaruhi hasil perhitungan rasio profitabilitas yaitu Gross profit margin pada tahun 2015 sebesar 20,93%, tahun 2016 sebesar 21.33%, tahun 2017 sebesar 22.28%, dan tahun 2018 sebesar 25.90%. Net profit margin pada tahun 2015 sebesar 15.70%, tahun 2016 sebesar 17.73%, tahun 2017 sebesar 20.07% dan pada tahun 2018 sebesar 21.84%. Return on assets pada tahun 2015 sebesar 5.41% tahun 2016 sebesar 6.33%, tahun 2017 sebesar 6.85%, tahun 2018 sebesar 6.67%. Rate return on loans pada tahun 2015 sebesar 57.16%, tahun 2016 sebesar 56.82%, tahun 2017 sebesar 52.57%, tahun 2018 sebesar 53.85%. Return on equity pada tahun 2015 sebesar 23.72%. Tahun 2016 sebesar 26.92%. Tahun 2017 sebesar 29.31% dan tahun 2018 sebesar 30.73%. secara keseluruhan dapat dikatakan baik karena pencapaian persentasi rasio profitabilitas PT. BPR. Bina Nusa Cabang Gresik berada pada batas ketentuan Bank Indonesia.


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