Research Article
[Retracted] Fuzzy Decision-Making Analysis of Quantitative Stock Selection in VR Industry Based on Random Forest Model
Table 9
Sector rotation strategy model and individual index strategy returns.
| | Category | Industry rotation strategy | Energy | Medicine and health | Film & media | VR industry |
| | Annualized yield | 18.05% | 3.92% | 15.35% | 7.13% | 5.13% | | Earnings standard deviation | 11.21% | 12.03% | 9.41% | 11.52% | 9.87% | | Maximum retracement | -51.04% | -60.89% | -50.40% | -60.29% | -60.88% | | Sharpe ratio | 1.80 | 0.37 | 1.67 | 0.65 | 0.52 |
|
|
