Can Apartment:±øÅë ¾ÆÆÄÆ® ³«¼ÆÇ
- 2010/11/22 18:16
- http://blog.moneta.co.kr/ruskor/5029147/3018557
VIXÁö¼ö(º¯µ¿¼ºÁö¼ö) = °øÆ÷Áö¼ö ³«¼ÆÇ
- 2010/11/22 18:12
- http://blog.moneta.co.kr/ruskor/5029140/3018557
[½ÃÄ«°í¿É¼Ç°Å·¡¼Ò, 5°³ °³º°Á¾¸ñ º¯µ¿¼º ÃøÁ¤Å°·Î]
½ÃÄ«°í¿É¼Ç°Å·¡¼Ò(CBOE)°¡ ±¸±Û, ¾ÖÇà µî °³º° ÁÖ½ÄÀÇ ¿òÁ÷ÀÓÀ» ÃøÁ¤ÇÏ´Â º¯µ¿¼ºÁö¼ö(VIX)¸¦ ¸¸µé °ÍÀ̶ó°í ºí·ë¹ö±×Åë½ÅÀÌ 6ÀÏ º¸µµÇß´Ù.
CBOE´Â ¼º¸í¼¿¡¼ ¹Ì Áõ½Ã °øÆ÷Áö¼ö·Î ºÒ¸®´Â º¯µ¿¼ºÁö¼ö(VIX)¿Í °°Àº ¹æ½ÄÀ» Àû¿ëÇØ ±¸±Û, ¾ÖÇÃ, °ñµå¸¸»è½º, IBM, ¾Æ¸¶Á¸´åÄÄ µî 5°³ ÁÖ½Ä ¿É¼Ç¿¡ ´ëÇÑ ½ÃÀåÀÇ ºÒ¾È°¨À» ÃøÁ¤ÇÒ °ÍÀ̶ó°í ¹àÇû´Ù.
VIX´Â CBOE¿¡ »óÀåµÈ S&P500 Áö¼ö ¿É¼ÇÀÇ ³»À纯µ¿¼º(IV)À» ¹Ý¿µÇÏ´Â ÁöÇ¥·Î VIX°¡ »ó½ÂÇϸé Áõ½Ã ºÒ¾È°¨ÀÌ ³ô¾ÆÁ® Ç϶ô °¡´É¼ºÀÌ ³ôÀº °ÍÀ¸·Î ¾Ë·ÁÁ® ÀÖ´Ù.
CBOE ÃøÀº ¾ÖÇà µî ¼ÒÀ§ ÀαⰡ ¸¹°í º¯µ¿¼ºÀÌ ³ôÀº °³º° ÁֽĿ¡ VIX¸¦ Àû¿ëÇÏ´Â °ÍÀº ÇÊ¿¬ÀûÀÎ ´ÙÀ½ ´Ü°è¶ó°í ¹àÇû´Ù.
¿¡µå¿öµå Æ¿¸® CBOE ºÎȸÀåÀº "ÅõÀÚÀÚµéÀº À̸¦ ÅëÇØ Àαâ ÁֽĵéÀÇ º¯µ¿¼ºÀ» ÃøÁ¤ÇÒ ¼ö ÀÖ´Ù"°í ¸»Çß´Ù.
µµ¹Ì´Ð »ìºñ³ë ±×·ì¿øÆ®·¹À̵ù ½ºÆä¼È¸®½ºÆ®´Â "³»Àç º¯µ¿¼º(IV)Àº ¿É¼Ç °Å·¡ÀÇ Áß¿äÇÑ ¿ä¼Ò"¶ó¸ç "ÅõÀÚÀÚµéÀº ÀÌ Áö¼ö·Î ¿É¼Ç °¡°ÝÀÌ ÀûÀýÇÑÁö ÆÇ´ÜÇÒ ¼ö ÀÖ´Ù"°í ¸»Çß´Ù.
Áö³ÇØ ¿É¼Ç °Å·¡ ±Ô¸ð¿¡¼ ¾ÖÇðú °ñµå¸¸»è½º´Â °¢°¢ 3À§, 11À§¸¦ ±â·ÏÇß´Ù.
ÇÑÆí CBOE´Â ÀÌ´Þ ¸» 'CBOE S&P500 ½ºÅ¥(Skew) Áö¼ö'¸¦ µµÀÔÇÒ ¿¹Á¤ÀÌ´Ù. ÀÌ´Â ¹Ì Áõ½Ã¿¡¼ ±Ø´ÜÀûÀÎ º¯µ¿¿¡ ´ëÇÑ ÅõÀÚÀÚµéÀÇ °øÆ÷¸¦ ÃøÁ¤ÇÑ´Ù. CBOE ÃøÀº 1987³âÀÇ Æø¶ô µî ºí·¢½º¿Ï »ç°Ç¿¡ ´ëÇÑ ¿ì·Á¸¦ ¹Ý¿µÇÏ°Ô µÉ °ÍÀ̶ó°í ¼³¸íÇß´Ù.
ÁÖÁ¦ : ÀçÅÂÅ©/°æÁ¦ > ÁÖ½Ä
- ½ºÅ©·¦ 3
- Àμâ
´ë´öGDS ¸Å¸Åµ¿Çâ ³«¼ÆÇ
- 2010/11/17 10:52
- http://blog.moneta.co.kr/ruskor/5020198/3018557
ÈÞ´ëÆù ±¹»ê ºÎǰ ä¿ëÀ² ¹× ±â¼ú°æÀï·Â ³«¼ÆÇ
- 2010/10/22 09:55
- http://blog.moneta.co.kr/ruskor/4980016/3018557
<ÈÞ´ëÆù ±¹»ê ºÎǰ ä¿ëÀ² ¹× ±â¼ú°æÀï·Â>
±¸ºÐ |
ä¿ëÀ² |
±â¼ú°æÀï·Â |
±¸ºÐ |
ä¿ëÀ² |
±â¼ú°æÀï·Â | ||
RF ºÎǰ |
¾ÈÅ׳ª |
73% |
¿ÏÀü´ëµî |
Ä«¸Þ¶ó¸ðµâ |
À̹ÌÁö ¼¾¼ |
53% |
°ÅÀÇ´ëµî |
µàÇ÷º¼ |
33% |
°ÅÀÇ´ëµî |
¸ðµâºÎǰ |
78% |
¿ÏÀü´ëµî | ||
ÇÊÅÍ |
33% |
°ÅÀÇ´ëµî |
ÄÁÆ®·Ñ IC |
78% |
¿ÏÀü´ëµî | ||
FEM |
33% |
°ÅÀÇ´ëµî |
LCD ¸ðµâ |
ÆÐ³Î |
37% |
¿ÏÀü´ëµî | |
RFIC |
Æ®·£½Ã¹ö |
0% |
¸Å¿ì¿À§ |
¶óÀÌÆ® |
80% |
¿ÏÀü´ëµî | |
Àü·ÂÁõÆø±â |
3% |
¸Å¿ì¿À§ |
µå¶óÀ̹ö IC |
39% |
°ÅÀÇ´ëµî | ||
TCXO / Å©¸®½ºÅ» |
15% |
ºñ±³Àû¿À§ |
OLED ¸ðµâ |
ÆÐ³Î |
59% |
ºñ±³Àû¿À§ | |
º£À̽º ¹êµå Ĩ |
0% |
¸Å¿ì¿À§ |
µå¶óÀ̹ö IC |
27% |
ºñ±³Àû¿À§ | ||
¸ÖƼ¹Ìµð¾î Ĩ |
30% |
°ÅÀÇ´ëµî |
Àü¿ø |
PCM |
43% |
ºñ±³Àû¿À§ | |
±â±¸·ù |
90% |
¿ÏÀü´ëµî |
ÆÐŰÁö |
75% |
°ÅÀÇ´ëµî | ||
¹«¼±Åë½Å Ĩ |
0% |
¸Å¿ì¿À§ |
¼¿ |
10% |
ºñ±³Àû¿À§ | ||
DMB Ĩ |
50% |
°ÅÀÇ´ëµî |
¸Þ¸ð¸® |
65% |
¿ÏÀü´ëµî | ||
GPS Ĩ |
0% |
¸Å¿ì¿À§ |
PCB |
70% |
¿ÏÀü´ëµî | ||
°¢Á¾¼¾¼ Ĩ |
0% |
¸Å¿ì¿À§ |
[Ãâó : Çѱ¹¼öÃâÀÔÀºÇà, 2009.11]
ÁÖÁ¦ : ¿©°¡/»ýȰ/IT > ¸ð¹ÙÀÏ/IT
- ½ºÅ©·¦ 0
- Àμâ
Àü¼¼°è ȼҺ° Ä«¸Þ¶óÆù ½ÃÀå ±Ô¸ð ³«¼ÆÇ
- 2010/10/22 09:53
- http://blog.moneta.co.kr/ruskor/4980013/3018557
(´ÜÀ§: ¹é¸¸´ë)
±¸ ºÐ | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 |
---|---|---|---|---|---|---|---|
Àüü ÈÞ´ëÆù | 1,140.2 | 1,200.0 | 1,080.0 | 1,155.0 | 1,218.0 | 1,277.0 | 1,336.0 |
Ä«¸Þ¶óÆù | 692.4 | 789.5 | 753.0 | 831.0 | 908.0 | 984.5 | 1,066.0 |
Ä«¸Þ¶ó žÀçÀ² | 60.73% | 65.79% | 69.72% | 71.95% | 74.55% | 77.09% | 79.79% |
VGA | 200.6 | 202.0 | 183.0 | 177.0 | 163.0 | 154.0 | 134.0 |
100¸¸È¼Ò | 212.1 | 206.0 | 164.0 | 140.5 | 105.5 | 70.0 | 50.0 |
200¸¸È¼Ò | 187.7 | 223.0 | 210.0 | 235.0 | 219.0 | 198.0 | 163.0 |
300¸¸È¼Ò | 72.3 | 109.0 | 108.0 | 114.0 | 105.0 | 80.5 | 69.0 |
500¸¸È¼Ò | 19.7 | 44.5 | 70.5 | 125.0 | 192.0 | 266.0 | 305.0 |
800¸¸È¼Ò | - | - | 15.5 | 29.5 | 93.0 | 135.0 | 186.0 |
1,000¸¸È¼ÒÀÌ»ó | - | - | 2.0 | 10.0 | 30.5 | 81.0 | 159.0 |
±¸ ºÐ |
2007 |
2008 |
2009 |
2010 |
2011 |
2012 |
2013 |
Àüü ÈÞ´ëÆù |
1,140.2 |
1,200.0 |
1,080.0 |
1,155.0 |
1,218.0 |
1,277.0 |
1,336.0 |
Ä«¸Þ¶óÆù |
692.4 |
789.5 |
753.0 |
831.0 |
908.0 |
984.5 |
1,066.0 |
Ä«¸Þ¶ó žÀçÀ² |
60.73% |
65.79% |
69.72% |
71.95% |
74.55% |
77.09% |
79.79% |
VGA |
200.6 |
202.0 |
183.0 |
177.0 |
163.0 |
154.0 |
134.0 |
100¸¸È¼Ò |
212.1 |
206.0 |
164.0 |
140.5 |
105.5 |
70.0 |
50.0 |
200¸¸È¼Ò |
187.7 |
223.0 |
210.0 |
235.0 |
219.0 |
198.0 |
163.0 |
300¸¸È¼Ò |
72.3 |
109.0 |
108.0 |
114.0 |
105.0 |
80.5 |
69.0 |
500¸¸È¼Ò |
19.7 |
44.5 |
70.5 |
125.0 |
192.0 |
266.0 |
305.0 |
800¸¸È¼Ò |
- |
- |
15.5 |
29.5 |
93.0 |
135.0 |
186.0 |
1,000¸¸È¼ÒÀÌ»ó |
- |
- |
2.0 |
10.0 |
30.5 |
81.0 |
159.0 |
[ÀÚ·á: ÈÄÁöÄ«¸Þ¶ó ¸®¼Ä¡, 2009]
ÁÖÁ¦ : ¿©°¡/»ýȰ/IT > ¸ð¹ÙÀÏ/IT
- ½ºÅ©·¦ 0
- Àμâ