[] [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] [24] [25] [26] [27] [28] [ 29 ] [30] [31] [32] [33] [34] [35] [36] [37] [38] [39] [40] [41] [42] [43] [44] [45] [46] [47] [48] [49] [50] [51] [52] [53] [54] [55] [56] [57] [58] [59] [60] [61] [62] [63] [64] [65] [66] [67] [68] [69] [70] [71] [72] [73] [74] [75] [76] [77] [78] [79] [80] [81] [82] [83] [84] [85] [86] [87] [88] [89] [90] [91] [92] [93] [94] [95] [96] [97] [98] [99] [100] [101] [102] [103] [104] [105] [106] [107] [108] [109] [110] [111] [112] [113] [114] [115] [116] [117] [118] [119] [120] [121] [122] [123] [124] [125] [126] [127] [128] [129] [130] [131] [132] [133] [134] [135] [136] [137] [138] [139] [140] [141] [142] [143] [144] [145] [146] [147] [148] [149] [150] [151] [152] [153] [154] [155] [156] [157] [158] [159] [160] [161] [162] [163] [164] [165] [166] [167] [168] [169] [170] [171] [172] [173] [174] [175] [176] [177] [178] [179] [180] [181] [182] [183] [184] [185] [186] [187] [188] [189] [190] [191] [192] [193] [194]


29

. -14:

/

/ - : 1928 - 1987

1

3

6

12

0.000

0.724

0.724

0.832

0.832

0.910

0.910

0.970

0.970

1.023

1.023

1.074

1.074

1.121

1.121

1.168

1.168

1.215

1.215

1.263

1.263

1.313

1.313

1.367

1.367

1.423

1.423

1.489

1.489

1.571

1.571

1.671

1.671

1.811

1.811

2.044

2.044

2.489

2.489

8.630

« », «», « », «», « », «», « » .

( ), 1.423 2.489, . , 2.489 ( , 5 % ) / .

, 10 ( 0.832, 10 % ) . .

, / -/. (breadth momentum) , .



. -15:

/

/ - ; 1928 - 1987

1

3

6

12

0.000 0.194 0.312 0.407 0.492 0.589 0.680 0.775 0.880 0.998 1.110 1.247 1.366 1.491 1.654 1.867 2.128 2.446 2.896 3.828

0.194 0.312 0.407 0.492 0.589 0.680 0.775 0.880 0.998 1.110 1.247 1.366 1.491 1.654 1.867 2.128 2.446 2.896 3.828 24.857

1 1 1 1 1 1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1 1 1

1 1 1 1 1 1 1 1 1 1

1

1

« », «», « », «» « », «», « » .



. -16:

/

/ - : 928 - 1987

1

3

6

12

0.000 0.795 0.895 0.968 1.036 1.093 1.152 1.203 1.25 1.314 1.368 1.425 1.475 1.545 1.621 1.722 1.834 1.960 2.128 2.540

0.795 0.895 0.968 1.036 1.093 1.152 1.203 1.257 1.314 1.368 1.425 1.475 1.545 1.621 1.722 1.834 1.960 2.128 2.540 5.332

« », «», « », «» « », «», « » .

[] [1] [2] [3] [4] [5] [6] [7] [8] [9] [10] [11] [12] [13] [14] [15] [16] [17] [18] [19] [20] [21] [22] [23] [24] [25] [26] [27] [28] [ 29 ] [30] [31] [32] [33] [34] [35] [36] [37] [38] [39] [40] [41] [42] [43] [44] [45] [46] [47] [48] [49] [50] [51] [52] [53] [54] [55] [56] [57] [58] [59] [60] [61] [62] [63] [64] [65] [66] [67] [68] [69] [70] [71] [72] [73] [74] [75] [76] [77] [78] [79] [80] [81] [82] [83] [84] [85] [86] [87] [88] [89] [90] [91] [92] [93] [94] [95] [96] [97] [98] [99] [100] [101] [102] [103] [104] [105] [106] [107] [108] [109] [110] [111] [112] [113] [114] [115] [116] [117] [118] [119] [120] [121] [122] [123] [124] [125] [126] [127] [128] [129] [130] [131] [132] [133] [134] [135] [136] [137] [138] [139] [140] [141] [142] [143] [144] [145] [146] [147] [148] [149] [150] [151] [152] [153] [154] [155] [156] [157] [158] [159] [160] [161] [162] [163] [164] [165] [166] [167] [168] [169] [170] [171] [172] [173] [174] [175] [176] [177] [178] [179] [180] [181] [182] [183] [184] [185] [186] [187] [188] [189] [190] [191] [192] [193] [194]