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本文推导出计算股票理论期望收益率的计算方法,当获得未来两期盈利预测数据和当期股票价格数据后,即可通过该方法计算出该股的理论期望收益率r_(Δarg)。同时,通过该模型,输入PE和PEG数据后,也可得到基于PE预测值的期望收益率r_(PE)和基于PEG预测值的期望收益率r_(PEG)。通过比较r_(Δagr)、r_(PE)和r_(PEG)三者之间的关系,可知PEG是优于PE的选股指标。
This paper deduces the calculation method of the expected return rate of the stock theory. After obtaining the future two-period profit forecast data and the current stock price data, we can calculate the theoretical expected rate of return r_ (Δarg) by the method. At the same time, after the input of PE and PEG data, the expected return rate r_ (PE) based on the PE forecast value and the expected return rate r_ (PEG) based on the PEG forecast value can also be obtained through the model. By comparing the relationship between r_ (Δagr), r_ (PE) and r_ (PEG), we can see that PEG is better than PE’s stock selection index.