Đầu tư giá trị và tỷ suất sinh lời tại Việt Nam - 25

6

0.10866

(0.56818)

DIC

6

0.06773

(0.55906)

GMC

6

0.07926

(0.36698)

HAG

6

0.03466

(0.24769)

HAP

6

0.00641

(0.59651)

HT1

6

0.23370

(0.53378)

KMR

6

0.04359

(0.59740)

LGC

6

0.11485

(0.22503)

PAC

6

0.12472

(0.24262)

REE

6

0.04967

(0.42698)

RIC

6

0.15217

(0.53720)

SFC

6

0.03307

(0.43461)

SGT

6

0.90427

(0.69852)

SJS

6

0.01869

(0.50700)

SVI

6

0.14924

(0.19089)

TPC

6

0.01493

(0.36182)

TS4

6

0.04127

(0.66719)

VNS

6

0.07136

(0.49646)

(0.37081)

F_SCORE (t)

PEG (t)

return (Ri) (t+1)

DQC

9

0.27603

0.66657

DVP

9

0.26306

0.15759

LGC

9

0.21698

(0.47368)

SBT

9

0.36947

1.06622

TCR

9

0.02540

0.04639

VTO

9

0.09098

0.16163

ANV

8

0.03171

0.27290

LAF

8

0.01534

(0.16292)

PIT

8

0.22934

(0.06425)

PJT

8

0.32668

0.43866

TRC

8

0.07654

0.01647

TYA

8

0.13896

(0.02128)

VIP

8

0.18918

0.02564

VPK

8

0.52264

0.91549

DPM

7

0.25223

0.05281

DPR

7

0.09034

0.01234

FMC

7

0.10349

0.24224

GTA

7

0.61694

0.13462

HRC

7

0.20603

(0.26915)

7

0.50956

0.07968

KHP

7

0.05499

0.07222

KSH

7

0.06378

(0.51773)

MCP

7

0.35381

0.58688

RDP

7

0.29598

0.14807

SRF

7

0.30296

0.26134

SZL

7

0.32677

0.06010

TCM

7

0.09047

(0.16419)

AGF

6

0.04326

0.46606

BHS

6

0.17142

0.28428

BMC

6

0.90613

3.10717

HAG

6

0.03392

(0.23426)

HMC

6

0.30708

0.02334

KBC

6

0.06740

(0.31064)

NSC

6

0.89145

0.56859

PHR

6

0.11945

0.14063

PTC

6

0.14689

0.24060

PVD

6

0.42022

(0.21731)

SFC

6

0.21108

(0.08177)

TAC

6

0.15393

0.48980

TNA

6

0.08356

0.04822

TRA

6

0.82520

0.38345

VHG

6

0.04721

(0.27745)

VNM

6

0.43369

0.30406

VNS

6

0.06031

0.36927

VSC

6

0.29472

0.31569

0.20810

F_SCORE (t)

PEG (t)

return (Ri) (t+1)

BMC

9

0.02183

(0.05241)

PJT

9

0.78618

0.02044

SJD

9

0.45319

0.34569

TBC

9

0.72083

0.21807

TMP

9

0.52188

0.28049

ABT

8

0.84096

0.15209

ACL

8

0.01689

(0.38085)

BTP

8

0.18436

1.29240

CCI

8

0.63389

0.03382

DPM

8

0.06255

0.32278

DPR

8

0.04373

0.10359

8

0.02183

0.06092

HVX

8

0.42707

(0.01373)

MHC

8

0.01810

(0.10345)

RAL

8

0.66831

0.26221

VPK

8

0.04336

1.95342

CLC

7

0.50809

0.18022

DSN

7

0.23792

0.96057

GIL

7

0.18000

(0.16564)

NSC

7

0.46866

0.85114

PET

7

0.08168

0.28997

PHR

7

0.08713

(0.08955)

PTL

7

0.05291

(0.54098)

TDW

7

0.82968

(0.09156)

TNC

7

0.11064

(0.03429)

TRC

7

0.03543

0.14243

TYA

7

0.37345

(0.08333)

VHC

7

0.15565

(0.20368)

AGF

6

0.06233

(0.18563)

CMV

6

0.27249

0.06814

FPT

6

0.31806

(0.19497)

GDT

6

0.67118

0.14916

GMC

6

0.33018

0.41601

HLG

6

0.21456

(0.32605)

HMC

6

0.05019

(0.22069)

MCP

6

0.13819

(0.00357)

REE

6

0.43817

0.21267

SBT

6

0.24047

(0.11317)

SHP

6

0.48039

0.84417

TCR

6

0.08264

(0.41321)

TDC

6

0.01588

(0.20927)

TIC

6

0.26787

0.11764

TSC

6

0.02334

(0.62319)

VSC

6

0.64331

0.24181

VSI

6

0.15573

(0.09936)

0.11936

F_SCORE (t)

PEG (t)

return (Ri) (t+1)

DCL

9

0.04019

0.92517

HOT

9

0.41498

0.05320

HVX

9

0.08988

0.18182

9

0.11285

0.47770

PVD

9

0.07620

1.41389

TBC

9

0.30576

0.62356

TMP

9

0.35288

0.67665

VPK

9

0.02806

(0.27451)

BMP

8

0.50888

0.55970

LM8

8

0.10035

0.63698

NSC

8

0.57473

0.21892

SRC

8

0.05760

0.52615

TAC

8

0.25759

0.19992

VCF

8

0.61011

(0.36643)

VNL

8

0.61796

0.61125

VNS

8

0.34950

1.04820

ASP

7

0.02254

0.61364

BTP

7

0.10243

0.23870

DVP

7

0.40943

0.21481

DXG

7

0.26769

1.17793

HAS

7

0.17673

0.34694

KDC

7

0.71689

0.23021

KHA

7

0.79228

1.21651

L10

7

0.42441

0.65687

NVT

7

0.33903

0.60870

PGC

7

0.11629

0.59399

PPC

7

0.26593

0.05790

RDP

7

0.17251

0.10043

SJD

7

0.13461

0.61145

ST8

7

0.34350

0.74332

TLH

7

0.55192

0.84314

TRA

7

0.41445

0.18405

TYA

7

0.74157

0.68182

DRC

6

0.12257

0.39833

DXV

6

0.04366

0.58065

FLC

6

0.05139

0.39676

HTV

6

0.09952

0.31696

KSA

6

0.09545

(0.01053)

NBB

6

0.01415

0.91138

PDN

6

0.62373

0.72418

PJT

6

0.37738

0.26510

SAM

6

0.05013

0.41547

SFI

6

0.21037

0.62534

6

0.43526

(0.31293)

TMS

6

0.27522

0.49294

VIC

6

0.27843

0.02362

VNM

6

0.53136

0.17662

0.46035

F_SCORE (t)

PEG (t)

return (Ri) (t+1)

BBC

9

0.89304

0.40325

DCL

9

0.17741

0.62538

DHC

9

0.16276

0.63515

NKG

9

0.06552

0.29907

TBC

9

0.69972

0.42831

TCM

9

0.08811

0.11548

CIG

8

0.03202

(0.38889)

CLC

8

0.38899

0.25073

EVE

8

0.52529

0.07996

GAS

8

0.47039

(0.29441)

KBC

8

0.09427

0.54286

LAF

8

0.00935

0.45161

LBM

8

0.90078

0.12021

PPC

8

0.06068

0.35073

SJS

8

0.07391

(0.05858)

SRC

8

0.14546

0.51865

TCL

8

0.99292

0.26463

TRA

8

0.38838

0.04058

VIP

8

0.05346

0.37871

C32

7

0.19759

0.23766

CLW

7

0.40273

0.26442

CMG

7

0.08910

0.69565

CMT

7

0.19511

0.25000

DLG

7

0.32221

0.27748

DQC

7

0.14305

0.97151

DRH

7

0.20878

0.58333

FLC

7

0.08713

0.15145

HAX

7

0.22463

0.38571

HDG

7

0.26497

0.36500

HPG

7

0.14586

(0.07867)

HTL

7

0.21913

3.85783

ICF

7

0.33079

(0.03704)

ITD

7

0.12982

1.01538

7

0.55358

(0.05363)

LIX

7

0.57430

0.40717

NSC

7

0.62003

0.24028

NVT

7

0.02430

(0.49275)

PTB

7

0.45468

0.34793

PTC

7

0.01007

0.85246

PVD

7

0.05704

(0.23454)

PVT

7

0.00790

0.02720

SBA

7

0.15559

0.13402

SVC

7

0.98924

0.57504

TCO

7

0.28473

0.07942

UIC

7

0.52649

0.27024

VHG

7

0.00508

0.31250

VIC

7

0.06536

0.16637

VNE

7

0.01755

1.28581

VNS

7

0.08937

0.03673

BTT

6

0.28532

0.14095

DIC

6

0.14168

0.08848

DTT

6

0.24653

0.30769

HHS

6

0.08235

(0.04007)

KMR

6

0.04959

(0.06770)

LGC

6

0.62060

2.07800

MHC

6

0.08940

0.13238

PXS

6

0.43173

0.22272

SC5

6

0.09175

0.04643

ST8

6

0.61225

0.50352

SVI

6

0.48615

0.02752

TIX

6

0.78863

0.20473

TMS

6

0.93942

0.54059

TSC

6

0.00678

2.44045

TV1

6

0.62853

0.03996

VID

6

0.04556

0.15909

0.37665

F_SCORE (t)

PEG (t)

return (Ri) (t+1)

APC

9

0.32980

0.02997

CMX

9

0.00405

(0.12500)

DHA

9

0.73677

0.56967

GAS

9

0.65812

(0.11901)

SFI

9

0.16561

0.07942

9

0.75853

0.96989

TCR

9

0.02932

0.61538

AGF

8

0.04810

(0.35187)

CDC

8

0.39166

0.16595

CMG

8

0.24955

0.27193

COM

8

0.59438

0.39535

DQC

8

0.09649

0.37642

DRH

8

0.59602

7.38889

DXV

8

0.72294

(0.06667)

HAX

8

0.21148

1.39815

HPG

8

0.11440

0.18771

HT1

8

0.23451

0.32850

HTL

8

0.09382

1.29587

ITC

8

0.03176

0.11250

MCG

8

0.01001

(0.38889)

NAV

8

0.16712

0.43300

NT2

8

0.04626

0.09200

OPC

8

0.73831

0.24864

PNC

8

0.04839

(0.14400)

PVD

8

0.07199

(0.46097)

SHP

8

0.19527

0.02566

SJD

8

0.28654

(0.19335)

SRC

8

0.88973

0.38400

SVT

8

0.27667

0.47143

TCL

8

0.26674

0.00962

TMP

8

0.33592

0.13289

VFG

8

0.20198

0.77765

VIS

8

0.21586

0.41270

VNE

8

0.07123

(0.16528)

VOS

8

0.01062

(0.50000)

VSH

8

0.21914

0.15662

VTO

8

0.78710

0.10080

BRC

7

0.21811

0.11970

D2D

7

0.36678

0.11673

DHC

7

0.29984

1.08314

DVP

7

0.96387

0.47982

GDT

7

0.40017

0.75766

GMD

7

0.14093

0.55639

HAI

7

0.11351

(0.39539)

HBC

7

0.58503

0.45402

7

0.02029

0.82353

ICF

7

0.10380

(0.32000)

JVC

7

0.01540

(0.78392)

KBC

7

0.22268

(0.09211)

KHA

7

0.13952

0.14779

KSA

7

0.08889

(0.13043)

KSB

7

0.75829

1.02067

LIX

7

0.85776

1.26286

NKG

7

0.41474

0.64477

PDR

7

0.87462

0.01248

PET

7

0.27212

(0.16710)

PTL

7

0.02326

(0.13636)

PVT

7

0.51790

(0.03390)

PXI

7

0.02614

(0.22271)

PXS

7

0.10226

(0.23241)

SFC

7

0.17295

(0.06904)

SJS

7

0.41524

(0.01905)

SPM

7

0.12272

(0.32000)

ST8

7

0.39995

0.24124

STT

7

0.04223

(0.16667)

TCM

7

0.33218

(0.09122)

TDH

7

0.19126

(0.13340)

TNT

7

0.01397

6.74293

TYA

7

0.18750

0.44257

VSI

7

0.19160

0.39630

ACC

6

0.51633

(0.01189)

BHS

6

0.33826

1.00429

BTP

6

0.09478

0.08795

CII

6

0.13543

0.33965

DMC

6

0.96277

0.75163

DTA

6

0.12970

(0.12069)

DTT

6

0.33478

0.52106

GMC

6

0.36234

0.14332

KDH

6

0.07457

0.32362

LCG

6

0.02092

(0.21429)

NLG

6

0.63418

0.30795

NNC

6

0.16324

0.40124

PIT

6

0.02802

(0.03750)

PJT

6

0.30178

0.47771

PNJ

6

0.86220

0.56820

PTB

6

0.76066

1.69385