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發行量加權股價指數
加權指數掩護性臺指買權價外5%報酬指數
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日期價格指數值報酬指數值漲跌點數漲跌百分比價格指數值報酬指數值漲跌點數漲跌百分比月份月底加權股價指數漲跌%加權指數掩護性臺指買權價外5%報酬指數漲跌%領先/落後%
3
2022/11/2914709.6430528.67152.771.0506361.250011月-222022/11/2914709.6413.59%6361.257.9%-5.69%加權指數 vs 加權指數掩護性買權 統計資料 (月資料)
4
2022/11/2814556.8730211.62-221.64-1.506304.910010月-222022/10/3112949.75-3.54%5895.29-3.1%0.42%大盤月漲跌樣本數(月)大盤
平均報酬
掩護性買權
策略平均報酬
報酬差異
平均值
掩護效果
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2022/11/2514778.5130671.45-5.49-0.0406382.43009月-222022/9/3013424.58-11.07%6085.04-10.5%0.52%大漲 >5%88.9%7.4%-1.47%無掩護效果
6
2022/11/241478430682.84175.461.206375.7008月-222022/8/3115095.440.64%6802.661.6%0.92%小漲、盤整 0%~5%132.0%2.1%0.08%有掩護效果
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2022/11/2314608.5430318.6966.340.4606312.98007月-222022/7/2915000.071.18%6698.563.2%2.02%下跌 <0%15-4.4%-3.8%0.66%有掩護效果
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2022/11/2214542.230181.0192.810.6406291.12006月-222022/6/3014825.73-11.79%6490.93-10.1%1.73%報酬差異 = 掩護性買權報酬 - 大盤平均報酬
資料時間:2019/12/1 ~2022/11/29 統計數據來源:臺灣指數公司 
資料整理:Mr.Market市場先生
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2022/11/2114449.3929988.31-55.6-0.3806251.9005月-222022/5/3116807.771.30%7217.251.2%-0.08%
10
2022/11/1814504.9930103.62-30.24-0.2106267.12004月-222022/4/2916592.18-6.22%7130.28-5.3%0.96%
11
2022/11/1714535.2330166.4-2.12-0.0106273.74003月-222022/3/3117693.470.23%7526.250.1%-0.09%
12
2022/11/1614537.3530170.51-8.96-0.0606267.45002月-222022/2/2517652.18-0.13%7515.550.0%0.12%
13
2022/11/1514546.3130189.11371.412.6206271.08001月-222022/1/2617674.4-2.99%7516.17-2.5%0.45%
14
2022/11/1414174.929418.21167.341.1906270.870012月-212021/12/3018218.844.54%7711.64.4%-0.09%
15
2022/11/1114007.5629070.92503.83.7306220.540011月-212021/11/3017427.762.59%7383.122.8%0.18%
16
2022/11/1013503.7628025.33-135.05-0.9906135.310010月-212021/10/2916987.410.31%7183.650.5%0.16%
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2022/11/913638.8128305.61291.052.1806178.68009月-212021/9/3016934.77-3.18%7150.17-2.1%1.12%
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2022/11/813347.7627701.59124.030.9406076.92008月-212021/8/3117490.291.41%7300.361.8%0.43%
19
2022/11/713223.7327443.89197.021.5106020.73007月-212021/7/3017247.41-2.86%7168.47-1.4%1.50%
20
2022/11/413026.7127035.0140.110.3105936.33006月-212021/6/3017755.464.03%7267.233.7%-0.29%
21
2022/11/312986.626951.77-113.57-0.8705918.26005月-212021/5/3117068.43-2.84%7005.59-3.5%-0.68%
22
2022/11/213100.1727187.4662.960.4805960.26004月-212021/4/2917566.666.91%7260.576.2%-0.73%
23
2022/11/113037.2127056.7987.460.6805933.36003月-212021/3/3116431.132.99%6837.933.3%0.33%
24
2022/10/3112949.7526875.28161.331.2605895.29002月-212021/2/2615953.85.39%6618.175.8%0.42%
25
2022/10/2812788.4226540.47-137.95-1.0705825.11001月-212021/1/2915138.312.75%6255.02-0.2%-2.92%
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2022/10/2712926.3726826.77197.321.5505878.010012月-202020/12/3114732.537.36%6265.167.4%0.01%
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2022/10/2612729.0526417.2562.930.505795.750011月-202020/11/3013722.899.38%5835.018.3%-1.07%
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2022/10/2512666.1226286.65-190.86-1.4805763.620010月-202020/10/3012546.340.25%5387.250.4%0.16%
29
2022/10/2412856.9826682.7637.780.2905838.83009月-202020/9/3012515.61-0.60%5365.31-0.1%0.49%
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2022/10/2112819.226604.35-126.9-0.9805826.84008月-202020/8/3112591.45-0.58%5371.61.0%1.62%
31
2022/10/2012946.126867.69-30.66-0.2405876.74007月-202020/7/3112664.88.98%5316.3810.1%1.09%
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2022/10/1912976.7626931.3-147.92-1.1305883.77006月-202020/6/3011621.246.21%4830.056.9%0.70%
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2022/10/1813124.6827238.3158.631.2205950.75005月-202020/5/2910942.16-0.45%4518.051.5%1.91%
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2022/10/1712966.0526908.03-162.07-1.2305878.55004月-202020/4/3010992.1413.23%4453.36.7%-6.54%
35
2022/10/1413128.1227244.35317.392.4805952.07003月-202020/3/319708.06-14.03%4174.1-14.4%-0.32%
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2022/10/1312810.7326585.61-270.51-2.0705808.06002月-202020/2/2711292.17-1.77%4873.49-1.7%0.08%
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2022/10/1213081.2427146.98-24.79-0.1905930.61001月-202020/1/3111495.1-4.18%4957.14-4.1%0.06%
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2022/10/1113106.0327198.43-596.25-4.3505941.580012月-192019/12/3111997.144.42%5170.474.7%0.24%
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2022/10/713702.2828435.8-189.77-1.3706211.60011月-192019/11/2911489.574940.22
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2022/10/613892.0528829.6290.620.6606297.450010月-19
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2022/10/513801.4328641.56224.911.6606256.41009月-19
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2022/10/413576.5228174.81276.042.0806154.49008月-19
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2022/10/313300.4827601.9-124.1-0.9206029.32007月-19
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2022/9/3013424.5827859.42-109.68-0.8106085.04006月-19
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2022/9/2913534.2628087.0568.190.5106134.54005月-19
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2022/9/2813466.0727945.29-360.52-2.6106103.26004月-19
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2022/9/2713826.5928693.4548.40.3506265.89003月-19
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2022/9/2613778.1928592.98-340.19-2.4106243.9002月-19
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2022/9/2314118.3829294.27-166.25-1.1606395.02001月-19
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2022/9/2214284.6329639.23-139.89-0.9706465.6300
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2022/9/2114424.5229928.95-124.78-0.8606518.0600
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2022/9/2014549.330187.51123.620.8606574.1500
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2022/9/1914425.6829930.43-136.08-0.9306518.300
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2022/9/1614561.7630212.2-108.28-0.7406579.6600
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2022/9/1514670.0430436.3111.730.0806628.3800
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2022/9/1414658.3130363.77-236.1-1.5906612.5800
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2022/9/1314894.4130852.6986.980.5906718.8300
58
2022/9/1214807.4330672.46224.011.5406679.4900
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2022/9/814583.4230197.78173.371.206576.3400
60
2022/9/714410.0529838.1-267.15-1.8206497.6500
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2022/9/614677.230389.3416.10.1106617.6500
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2022/9/514661.130353.92-11.94-0.0806609.6200
63
2022/9/214673.0430372.86-128.82-0.8706612.8900
64
2022/9/114801.8630639.3-293.58-1.9406671.0600
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2022/8/3115095.4431245.85141.810.9506802.6600
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2022/8/3014953.6330952.1127.440.1806739.3200
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2022/8/2914926.1930892.09-352.25-2.3106725.8400
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2022/8/2615278.4431619.4278.40.5206882.9800
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2022/8/2515200.0431453.34130.850.8706847.1300
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2022/8/2415069.1931170.55-26.7-0.1806785.5800
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2022/8/2315095.8931217.56-149.25-0.9806795.2400
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2022/8/2215245.1431524.04-163.64-1.0606861.4900
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2022/8/1915408.7831861.6312.020.0806933.3400
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2022/8/1815396.7631833.17-68.69-0.4406926.2400
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2022/8/1715465.4531971.1444.880.2906954.7300
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2022/8/1615420.5731871.723.220.0206927.0800
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2022/8/1515417.3531862.57128.380.8406920.8600
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2022/8/1215288.9731597.1591.120.606865.800
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2022/8/1115197.8531406.04258.831.7306825.5600
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2022/8/1014939.0230845.08-111.26-0.7406708.2600
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2022/8/915050.2831058.1729.870.206750.5600
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2022/8/815020.4130990.22-15.63-0.106733.7700
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2022/8/515036.0431021.45333.842.2706734.100
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2022/8/414702.230332.58-74.82-0.5106593.6100
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2022/8/314777.0230453.4829.790.206618.3500
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2022/8/214747.2330382.48-234.46-1.5606599.5600
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2022/8/114981.6930862.41-18.38-0.1206701.9600
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2022/7/2915000.0730879.57108.170.7306698.5600
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2022/7/2814891.930630.82-29.69-0.206646.900
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2022/7/2714921.5930656.81114.810.780665100
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2022/7/2614806.7830390.4-129.55-0.8706594.3800
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2022/7/2514936.3330615.98-13.03-0.0906637.6600
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2022/7/2214949.3630634.9211.660.0806639.5500
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2022/7/2114937.730609.71204.481.3906632.7300
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2022/7/2014733.2230175.4639.140.2706541.2400
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2022/7/1914694.0830071.97-25.56-0.1706518.7200
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2022/7/1814719.6430113.26169.021.1606527.6700
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2022/7/1514550.6229765.04112.10.7806452.1900
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2022/7/1414438.5229527.24113.840.7906400.3300
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2022/7/1314324.6829243.18374.062.6806338.7100