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１２．現先乖離は日計りに役立つか |
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現先乖離とは、日経２２５株価指数（現物）と日経２２５先物（先物）との差をいう。 |
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【条件】 |
日経２２５先物の終値＞日経２２５株価指数の終値 |
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YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
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UP |
108 |
86 |
95 |
51 |
45 |
49 |
47 |
44 |
525 |
66 |
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DOWN |
111 |
112 |
93 |
67 |
50 |
57 |
54 |
47 |
591 |
74 |
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UP率 |
49.3% |
43.4% |
50.5% |
43.2% |
47.4% |
46.2% |
46.5% |
48.4% |
47.0% |
47.0% |
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【条件】 |
日経２２５先物の終値＜＝日経２２５株価指数の終値 |
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YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
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UP |
11 |
28 |
26 |
65 |
69 |
62 |
68 |
65 |
394 |
49 |
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DOWN |
14 |
23 |
33 |
62 |
83 |
77 |
79 |
89 |
460 |
58 |
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UP率 |
44.0% |
54.9% |
44.1% |
51.2% |
45.4% |
44.6% |
46.3% |
42.2% |
46.1% |
46.1% |
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【条件】 |
日経２２５先物の終値＞日経２２５株価指数の終値 |
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当日終値＞前日終値 |
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YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
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UP |
55 |
39 |
38 |
25 |
27 |
32 |
28 |
17 |
261 |
33 |
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DOWN |
61 |
64 |
63 |
44 |
33 |
36 |
32 |
34 |
367 |
46 |
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UP率 |
47.4% |
37.9% |
37.6% |
36.2% |
45.0% |
47.1% |
46.7% |
33.3% |
41.6% |
41.6% |
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【条件】 |
日経２２５先物の終値＞日経２２５株価指数の終値 |
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当日終値＜＝前日終値 |
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YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
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UP |
53 |
47 |
57 |
26 |
18 |
17 |
19 |
27 |
264 |
33 |
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DOWN |
50 |
48 |
30 |
23 |
17 |
21 |
22 |
13 |
224 |
28 |
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UP率 |
51.5% |
49.5% |
65.5% |
53.1% |
51.4% |
44.7% |
46.3% |
67.5% |
54.1% |
54.1% |
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【条件】 |
日経２２５先物の終値＞日経２２５株価指数の終値×１００．３％ |
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当日終値＞前日終値 |
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YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
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UP |
31 |
22 |
20 |
6 |
9 |
14 |
14 |
7 |
123 |
15 |
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DOWN |
43 |
34 |
20 |
13 |
16 |
14 |
14 |
14 |
168 |
21 |
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UP率 |
41.9% |
39.3% |
50.0% |
31.6% |
36.0% |
50.0% |
50.0% |
33.3% |
42.3% |
42.3% |
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【条件】 |
日経２２５先物の終値＞日経２２５株価指数の終値×１００．３％ |
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当日終値＜＝前日終値 |
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YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
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UP |
28 |
21 |
17 |
5 |
8 |
6 |
4 |
13 |
102 |
13 |
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DOWN |
31 |
31 |
8 |
7 |
8 |
7 |
8 |
5 |
105 |
13 |
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UP率 |
47.5% |
40.4% |
68.0% |
41.7% |
50.0% |
46.2% |
33.3% |
72.2% |
49.3% |
49.3% |
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【条件】 |
日経２２５先物の終値＜日経２２５株価指数の終値×９９．７％ |
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当日終値＞前日終値 |
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YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
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UP |
0 |
1 |
0 |
3 |
6 |
6 |
6 |
7 |
29 |
4 |
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DOWN |
1 |
0 |
0 |
2 |
12 |
9 |
8 |
11 |
43 |
5 |
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UP率 |
0.0% |
100.0% |
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60.0% |
33.3% |
40.0% |
42.9% |
38.9% |
40.3% |
40.3% |
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【条件】 |
日経２２５先物の終値＜日経２２５株価指数の終値×９９．７％ |
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当日終値＜＝前日終値 |
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YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
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UP |
0 |
0 |
3 |
17 |
26 |
15 |
22 |
19 |
102 |
13 |
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DOWN |
0 |
2 |
1 |
10 |
24 |
13 |
16 |
17 |
83 |
10 |
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UP率 |
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0.0% |
75.0% |
63.0% |
52.0% |
53.6% |
57.9% |
52.8% |
55.1% |
55.1% |
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現先乖離の大小だけでは、翌日の日経平均の上がる可能性をはっきりとは |
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教えてくれない。終値の増減を条件として追加すると有効性が認められる。 |
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★日経２２５先物が、現物よりも０．３％より大きいか、０．３％より小さい場合、 |
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当日の終値が前日の終値よりも高い時は、翌日の日経２２５が下がる可能 |
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性が高くなる。 |
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★日経２２５先物が、現物よりも０．３％より大きい場合、当日の終値が前日の |
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終値よりも小さい時は、翌日の日経２２５が上がる可能性が高くなる。 |
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