Description of the Research Study

Một phần của tài liệu Accep tability of the trend forecasting model using the time series analysis of stock indices (Trang 110 - 120)

Based on the list of customers (investors) and stockbrokers that provided by top 3 Vietnam stock companies: Saigon Securities Inc (SSI), Hacinco Joint Stock Company (HSC), Asia Commercial Bank Securities (ACBS), was defined as the target population. Using a random digit table, a sample of 150 stock brokers and investors was randomly selected from the list for personal interview aiming at obtaining a sample size of 120. Twenty interviewers were recruited and trained to contact and interview stock brokers and investors selected. As a result, a sample of 120 stockbrokers and investors was used for data analysis is in this study.

 Age and gender of replied respondents

Table 7 and Figure 34 reveal that the proportion of respondents in the group of 26-50 year olds is the highest at 48 percent. This can be attributed to the fact that the most of the respondents came from the group of 26-50 year olds. Thereby, it is just logical that Vietnam stock market is just a young stock market which established in 1998 and boomed from 2002 to 2007. Beside of young stock market, according to Vietnam General Office for Population Family Planning in 2010, Vietnam has a young population, 42.205 millionaire or 48% people in group 25 to 60 years old. In 26-50 years old group, the

number of male respondents is nearly triple the number of female respondents. The youngest age group of respondents is 33% of total respondents with 29 female and 10 male. The oldest age group has the smallest proportion of respondents at 19%, and in this age group the ratio of male and female replied respondents is not much different.

Table 7

Structure of Sample by Form of Age and Gender

Type 25 years old and

below 26-50 years old 51 years old and above

Male 29 43 12

Female 10 15 11

Proportion 33% 48% 19%

Figure 34. Structure of Sample by Form of the Proportion of Age and Gender

0 10 20 30 40 50 60

25 year old and below

26-50 year old 51 years old and above

29 43

12 10

15

11

Female Male

 Educational Attainment of Replied Respondents

The distribution of number of Educational Attainment of replied respondents is shown in Table 8 and Figure 35 The highest number of Educational Attainment of replied respondents was Bachelor's degree group while the lowest was Doctorate Degree group. There were 90 respondents or 75 percent with Bachelor's degree. It is not strange when most of respondents have Bachelor’s degree .The Doctorate Degree group had 2 per cent. In Vietnam, the proportion of people with a master’s degree or doctorate is relatively low. The fact that 75 percent of the respondents have a Bachelor degree indicates a relatively high level of education in the investor community in Vietnam.

Table 8

Structure of Sample by Level of Educational Attainment

Type Number Proportion

Doctorate Degree 2 2%

Master’s Degree 18 15%

Bachelor's degree 90 75%

Others 10 8%

Total 120 100%

Figure 35. Structure of Sample by Level of Educational Attainment

 Amount of money investment of replied respondents

Most of the respondents traded with an amount of money investment in the $10,001-$50,000 group (42 percent) as shown in Table 4.3 and Figure 4.3. The proportion of respondents in the $10,000 – below group and the

$50,001-$100,000 group were little different at 25 percent and 21 percent.

The smallest was the group $100,001 and above with 13 percent of total respondents. The amount of money available to be invested among the investor community in Vietnam is relatively low, compared with many other countries. We can see that only 34% of investors invested over $50,000.

2%

15%

75%

8%

Educational Attainment

Doctorate Degree Master’s Degree Bachelor's degree Others

Table 9

Structure of Sample by Form of Amount of Money Investment

Type Number Proportion

$10,000 and below 30 25%

$10,001-$50,000 50 42%

$50,001-$100,000 25 21%

$100,001 and above 15 13%

Total 120 100%

Figure 36. Structure of Sample by Amount of Money Investment

 Years of Experience of trading of respondents

Table 10 and Figure 4.4 show the distribution of respondents by Years of Experience of trading. The group 1 year and below had the highest proportion with 42 percent of the total respondents. The lowest group was 10

25%

42%

21%

13%

Amount of Money Investment

$10,000 and below

$10,001-$50,000

$50,001-$100,000

$100,001 and above

years and above with only 8 percent of the total sample size. There were 33 percent of total replied respondents in 1-5 years group. The proportion of the 6-10 years group (at 17%) was almost double the proportion of respondents in 10 years and above group.

Table 10

Structure of Sample by Years of Experience of Trading

Type Number Proportion

1 year and below 50 42%

1-5 year 40 33%

6-10 year 20 17%

10 year and above 10 8%

Total 120 100%

Figure 37. Structure of Sample by Proportion of Years of Experience of Trading

 Type of stock broking firm of respondents

42%

33%

17%

8%

Year Experience

1 year and below 1-5 year

6-10 year

10 year and above

From 120 respondents, SSI had the biggest amount of respondents which accounted for 45% per cent of the total respondents as shown in Table 11 and Figure 38. The number of respondent from ACBS was lowest with 21.7 percent of the total respondents. And HSC had 40 respondents which accounted for 33.3% per cent of the total respondents.

Table 11

Structure of Sample by Type of Stock Broking Firm

Stock company Frequency Percent Cumulative Percent

SSI 54 45.0 45.0

HSC 40 33.3 78.3

ACBS 26 21.7 100.0

Total 120 100.0

Figure 38. Structure of Sample by Type of Stock Broking Firm

45%

33%

22%

Type of Stock Broking Firm

SSI HSC ACBS

Descriptions of Reliability

Table 12 shows statements relating to the reliability of Time Series Analysis Model in assisting respondents to make investment decisions.

Statements 1,2, 3 and 4 are given weighted means of 3.74, 3.62, 3.66 and 3.69, respectively with equivalent description of ―very accurate.‖. Reliability, as a variable, got an average weighted mean of 3.67, with the equivalent description of ―very accurate‖.

Table 12

Weighted Mean Distribution of Reliability Variables

Reliability 5 4 3 2 1 Weighted

Mean

1. Predict the trend of indexes 27 47 34 12 0 3.74

2. Predict the trend of stocks 21 44 44 11 0 3.62

3. Calculate the strength of trend 21 51 34 14 0 3.66 4. Predict the reversal signal for

trend and sideways trend 31 34 42 13 0 3.69

Average Weighted Mean 3.67

Descriptions of Efficiency

Table 13 shows statements relating to the Efficiency of Time Series Analysis model in assisting respondents to make investment decisions.

Statements 1, 3 and 4 are given weighted means of 3.6, 3.51, and 3.64, respectively with equivalent description of ―very appropriate‖. Statements 2 are given weighted means of 3.48, respectively with equivalent description of

―appropriate.‖ Efficiency, as a variable, got an average weighted mean of 3.56, with the equivalent description of ―very efficient‖.

Table 13

Weighted Mean Distribution of Efficiency Variables

Efficiency 5 4 3 2 1 Weighted

Mean 1. How appropriate is the Time

series analysis model for buy decisions?

25 36 45 14 0 3.6 2. How appropriate is the Time

series analysis model for sell decisions?

20 34 49 17 0 3.48 3. How appropriate is the Time

series analysis model for hold decisions?

18 41 46 14 1 3.51 4. To what degree does your profit

improve for each trading decision when you use TSAM compared to not using it?

28 35 43 14 0 3.64 Average Weighted Mean 3.56

Descriptions of Availability

Table 14 shows statements relating to the Availability of Time Series Analysis model in assisting respondents to make investment decisions.

Statements 1, 2, 3 and 4 are given weighted means of 3.98, 4.02, 4.03 and 3.96, respectively with equivalent description of ―very available‖. Availability, as a variable, got an average weighted mean of 3.99, with the equivalent description of ―very available‖.

Table 14

Weighted Mean Distribution of Availability Variables

Availability 5 4 3 2 1 Weighted

Mean 1. How easy is it to get input data for

the Time series analysis model? 38 49 26 7 0 3.98 2. How easily can you get software

to run the Time series analysis model?

44 44 24 7 1 4.02

3. How fast is it to get updated data daily for the Time series analysis model?

37 53 27 3 0 4.03

4. How small of input data do you have to get update daily for the Time series analysis model?

42 39 32 7 0 3.96

Average Weighted Mean 3.99 Level of Acceptability

Statistics in Figure 39 shows that 43 percent of the respondents gave level of acceptability when they used the TSA model in assisting them to make investment decisions at range from 76 percent to 100 percent. There were 25% of respondents who gave level of acceptability at range from 26 percent to 50 percent. On average, level of acceptability is 72.46 percent.

Figure 39. Level of Acceptability

Table 15

0%

22%

35%

43%

Level of Acceptability

0%-25%

26%-50%

51%-75%

76%-100%

Level of Acceptability Range of acceptability

level Number of respondents Percent

0%-25% 0 0%

26%-50% 26 22%

51%-75% 42 35%

76%-100% 52 43%

Total 120 100%

Mean 72.46%

Min 40%

Max 100%

Std dev. 0.18

Một phần của tài liệu Accep tability of the trend forecasting model using the time series analysis of stock indices (Trang 110 - 120)

Tải bản đầy đủ (PDF)

(149 trang)