امور مالی: تجزیه و تحلیل تصادفی چیست؟

00:24 prices of the stock and plot um for us But 00:27 there's more to it than just tracking the stock price 00:29 and reaching some arbitrary price point And then you know 00:32 selling or buying based on what some crystal ball tells 00:35 you to do What about the speed at which the 00:38 price is changing Dirt inks Stock has been rising pretty 00:42 steadily over the last six trading days since they aounced 00:44 a breakthrough in their dirt production process which has led 00:47 to tons of investors Jumping on board Is buyers driving 00:51 up the price right That's what drives up prices more 00:54 demand than supply You want to hit your wagon to 00:56 the gravy train But what if the price gains are 00:58 slowing In other words the price is still increasing but 01:02 increasing by less and less each day indicating that the 01:05 stock is possibly reaching a maximum value before Oh no 01:09 then maybe a correcting downward If we could also measure 01:13 the rate at which the prices air changing Well we 01:15 might be able to predict when or if the price 01:18 is going to reach a maximum value Like example Let's 01:22 say you're the getaway guy for a bank robbery but 01:24 the pressure gets to be too much for you and 01:27 you take off the stranding your former friends Now what 01:30 if we not only track the speed of your car 01:33 but also the rate at which the speed is changing 01:36 Your car still might be speeding up from fifty miles 01:39 an hour to sixty sixty five sixty seven but it's 01:43 speeding up at a slower and slower rate But the 01:46 decreasing rate at which the speed is changing indicates that 01:49 you the driver might be reaching a top speed Soon 01:53 We stress the might because it's not a guarantee here 01:56 Nor is it a guarantee in forecasting future movements So 01:59 getting back to sea stocks It's absolutely true that changes 02:02 in the rate of change of stock price can often 02:04 precede the stock price reaching a high point or a 02:06 low point or even topping out and then dropping or 02:09 bottoming out and then rising again right It's kind of 02:12 random Well stochastic analysis is a great way to forecast 02:15 possible price changes We're getting a look under the hood 02:18 of the stock Not just that the actual performance of 02:21 the stock but at the rate at which that performance 02:24 is changing kind of helps investors attach odds of a 02:27 stock going up and hitting some point or going down 02:30 hitting some other bad point And they can actually then 02:32 make bets that kind of reflect the odds or what 02:35 they think will happen effectively We're not only going to 02:37 look at the way the stock looks in the mirror 02:39 but also look at it ier workings like an X 02:42 ray we see in the mirror It's well just chart 02:45 of closing price is plotted over time What we see 02:47 in the stochastic analysis X ray machine is a measure 02:50 of the rate at which those prices are changing So 02:52 let's start by acknowledging the elephant in the room How 02:55 does measuring the mo mentum of the stock help us 02:58 We'll take a look at the closing prices of a 03:00 big fat growth mojo company Facebook For a time the 03:03 closing prices of Facebook were closing higher and higher values 03:07 each day from left to right across this timeline we 03:09 see that the prices in general continually closing at higher 03:12 and higher values But if we examine the growth we 03:15 see it doesn't always happen at the same rate For 03:17 the first half of this plot well we can see 03:19 the price increases from one seventy knew about one seventy 03:21 eight a difference of eight bucks Check out the middle 03:24 of the graph about three quarters the way across there 03:26 the price started one seventy eight The middle went upto 03:28 one eighty three a difference of five bucks While the 03:30 price is still increasing but not as fast it went 03:33 up fewer dollars in less time than the first time 03:36 right from three quarters of the way to the end 03:39 It's still increasing but now at an even slower rate 03:42 that about three quarters the way along the plot we 03:44 were at price of one eighty three And crossing that 03:47 final quarter on Lee showed growth of another in to 03:50 wish bucks right Well the rate at which the prices 03:52 are climbing is slowing clearly In other words the moment 03:56 um of the stock price is decreasing from what it 03:58 was at the far left Over here we can mash 04:01 the accelerator the floor and our speed goes up very 04:04 quickly Or we can use a light touch on the 04:06 gas pedal and increase our speed slowly The first case 04:09 our speed has large momentum In the second case our 04:11 speed has little mo mentum There are four obvious pattes 04:15 related to a stocks mojo which are calculated using stochastic 04:18 analysis that we should be aware of There are other 04:20 more subtle pattes here is well but well we're just 04:23 going to skip him for now But stocks price could 04:25 be climbing from day to day but the momento of 04:27 the stock could be decreasing In other words the rate 04:30 of growth is slowing This could but doesn't have to 04:33 indicate that the price is going to reach a peak 04:35 and then begin to drop The stock's price could be 04:37 decreasing and the mo mentum of the stock also decreasing 04:41 In other words the rate of the decline is slowing 04:43 down This might be a clue that the price will 04:45 bottom out soon rebound and start to increase again again 04:48 with the word might here being the key words No 04:51 guarantee ever particularly in stock picking We could have a 04:53 stock with a continually increasing price profile This stock could 04:56 also have an increasing MO mentum profile In other words 04:59 the price is going up Mohr each time Interval This 05:03 might be the ultimate siren Call that a stock is 05:05 headed to unheard of heights and we want to own 05:08 it But lastly we might have a stock whose price 05:10 is dropping daily The mo mentum might also be increasing 05:13 In other words the price is dropping at a rate 05:16 more and more and more each time interval which might 05:19 mean we're headed for a berth on the Titanic Go 05:21 get your violent So how do we actually calculate the 05:25 mo mentum or speed at which the price is changing 05:28 Well almost every investing platform whether professional or for the 05:31 home investor like you and me does it for you 05:34 already But it can also be done by hand The 05:37 first process involves calculating the stochastic oscillator That's the percent 05:41 K thingy there which is a direct measure of stocks 05:44 Mo mentum the lowest low closing price and highest high 05:48 closing price are just what they sound like the lowest 05:50 lowest lowest closing price stock took on over our time 05:53 period typically a fourteen days We look at things here 05:56 the highest highs the highest closing price the same time 05:58 period Once we have a percent K for a bunch 06:01 of successive time periods we also need a simple well 06:03 three day moving average of percent Cave denoted by percent 06:06 D This moving average will take the first three values 06:09 of percent k and find their simple average And we'll 06:11 drop the first of the three percent K values and 06:13 add the first unused value of percent k next in 06:16 line and find a new average and so on Until 06:18 we've used all the percent K values what the two 06:21 sets of values percent Kane percent D are plotted on 06:24 the same graph checkout line graph of the bottom of 06:26 this chart and then we start interpreting Seriously though no 06:30 one does it by hand but we will well because 06:32 of the nature of how it's calculated The value of 06:34 K will always be between zero and one hundred So 06:36 certain way points between zero hundred become indicators of whether 06:39 a stock might either be over bottom or over Seoul 06:42 a stock that's over bots one that analysts believe that 06:45 for a variety of reasons is trading above its actual 06:48 value They believe it may be due for a downward 06:50 price correction at some point in the future Example a 06:53 company experiences a bump in stock price after a press 06:55 release saying they have a new hotshot CEO coming on 06:57 board to right the ship While the stock price may 07:00 rises people jump on board but may also auto correct 07:03 downward Once the company gets back to business as usual 07:06 a stock that is oversold is considered to be priced 07:09 below its actual value The price is probably likely then 07:13 to rebound upward in the opposite direction right But let's 07:15 say a report untruthfully link the company to human rights 07:19 violations in one of their overseas factories The stock price 07:22 might drop is an immediate overreaction Until the real story 07:25 comes out exonerating the company well At this point the 07:28 price would probably rebound right well Stocks that have a 07:31 percent K above eighty are considered overbought while stocks of 07:34 the percent K below twenty or considered oversold The actual 07:38 value percent K however isn't the only way we can 07:41 use to casting analysis help us track of stocks momentum 07:44 and also compare the values of percent k the stochastic 07:47 oscillator there in the present di the simple three day 07:49 moving average of percent K to gain other insights into 07:52 a stocks mojo When the two lines present Cade present 07:55 here plotted together they'll often be very close to each 07:57 other But time to percent K line will either dropped 08:00 down through the present the line or cross upwards through 08:03 the present deal A line When we have sent Kay 08:05 dropped down through the venti This is signaled that the 08:07 price may be on its way up When the percent 08:09 K line rises up through the present the line well 08:11 possibly signals a drop in price Or rather the odds 08:14 get higher based on these pattes Now because some of 08:17 us don't have the memories of elephants let's recap a 08:19 bit stochastic analysis and specifically the stochastic oscillator measure the 08:24 speed at which a value like the stock price is 08:26 changing Often called mo mentum the stochastic oscillator percent K 08:30 and a three day moving average plenty or typically calculated 08:33 for us and plotted over a period of days weeks 08:35 or even months when percent K gets above eighty the 08:38 stocks considered over bought and once below twenty it's considered 08:41 oversold Also the behavior of the percent came percent D 08:44 lines taking together can produce signals to either buy or 08:47 sell Remember it's not just about the trend in the 08:50 stock price itself It also matters what's going on inside 08:53 the stock in terms of the momentum of the price 08:55 And in a showdown of these trading pattes versus fundamental 08:58 activities in the company like how well or poorly business 09:01 is doing the latter always wins The latter always directs 09:05 the stock price over just these simple pattes that statistician's 09:08 like the point to to make up little games in 09:10 their heads So that's stochastic analysis so complicated A cave 00:09:14.162 >[Endtime] انسان نمی تواند این کار را انجام دهد شما می دانید متاسفم آنجا اوت

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