2009/11/05 XBRL Study Presentation by Kasai-san

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presentation by Kasai-san on 2009/11/05

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2009/11/05 XBRL Study Presentation by Kasai-san

  1. 1. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k
  2. 2. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k • •
  3. 3. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k • XBRL 1. 2. 2009 10 1
  4. 4. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k • – – ROE ROA • – PBR PER • – • – – ÷
  5. 5. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k • – – ÷ • – CF ÷ – CF÷ 2
  6. 6. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m 2009 10 w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k PBR PER 500 1200 250 400 200 800 300 150 600 200 100 400 100 50 200 0 0 0 0.0 0.02 0.04 0.06 0 1 2 3 4 5 6 -6 -5 -4 -3 -2 -1 0 ROE 250 1200 800 200 600 800 150 600 400 100 400 200 50 200 0 0 0 -6 -4 -2 0 0.0 0.2 0.4 0.6 0.8 1.0 -0.4 0.0 0.2 0.4 0.6 0.8
  7. 7. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k • – • 1. 2. 3. IC Information Coefficient
  8. 8. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k • PBR • 0.010 • 0.005 5– 1 0.0 1.17% -0.005 -0.010
  9. 9. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k 300 500 0 1 250 400 200 300 150 200 100 100 50 0 0 0 1 2 3 4 5 6 -3 -2 -1 0 1 2 3
  10. 10. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k 0.8 0.6 0.4 0.2 10 0.0 -0.2 -3 -2 -1 0 1 2 3
  11. 11. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k 0.8 0.6 y = - 2.14% - 0.59%x 0.4 0.2 10 0.0 -0.2 -3 -2 -1 0 1 2 3
  12. 12. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k 70% 60% 50% 40% 30% 20% 10% 0% -10% -20% -30% 200201 200301 200401 200501 200601 200701 200801 200901 ROE
  13. 13. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k • – 2009 9 – 30 – TOPIX – 1 – 1 30%
  14. 14. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k 11/6 orz
  15. 15. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k
  16. 16. H H F-XC A N GE F-XC A N GE PD PD ! ! W W O O N N y y bu bu to to k k lic lic C C w w m m 11/6 w w w w o o .d o .c .d o .c c u-tr a c k c u-tr a c k • – S-PLUS http://www.msi.co.jp/splus/ • S-PLUS R – – Perl Ruby – – – RDB,csv,xls – RjpWiki http://www.okada.jp.org/RWiki/

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