【出版时间及名称】：2009年12月亚太地区证券市场数量化投资策略报告
        【作者】：野村证券
        【文件格式】：PDF
        【页数】：36
        【目录或简介】：
Contents
Market overview 3
Performance of FTSE All World Asia Pacific ex Japan regional sector indices in
November 2009 4
Regional sector weightings for the FTSE AW Asia Pacific ex Japan Index 5
Asia-Pacific market financial statistics 6
P/E bands for Asia-Pacific markets 7
Valuation indicators, revision indices & RSI for FTSE AW Asia-Pacific ex Japan
sector Indices in November 2009 9
Revision indices for FTSE AW Asia-Pacific ex Japan regional industries 10
Factor performance for Asia-Pacific ex Japan 12
Historical factor return (Asia-Pacific ex-Japan) 15
Hong Kong 17
Singapore 18
Korea 19
Taiwan 20
Malaysia 21
Thailand 22
Australia 23
China 24
India 25
Overall quantitative indicator summary (end-November 2009) 26
Appendix I: Analysis of factor performance 27
Appendix II: Risk premium for Asia-Pacific markets 28
Appendix III: Cumulative breadth for Asia-Pacific markets 30
Appendix IV: Nomura Global Quantitative Research 32