韩国市场反弹与价值效应,2009年8月

Msci Inc.
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摘要

与世界股市一样,韩国股市也从今年以来的最低点大幅反弹。本研究公报使用巴拉韩国股票模型(KRE2)来研究韩国股票近期表现的重要风格驱动因素。我们特别关注价值型股票,自2008年第四季度以来,价值型股票的表现与股市的其他股票越来越不同。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Market Rebound and the Value Effect in Korea, August 2009
Like other markets around the world, the Korean stock market has rebounded sharply from its low since the beginning of this year. This research bulletin uses the Barra Korea Equity Model (KRE2) to examine the important style drivers in the recent performance of Korean equities. We pay special attention to value stocks, whose behavior has become increasingly different from the rest of the stock market since the last quarter of 2008.
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