{"id":295,"date":"2013-09-01T03:35:27","date_gmt":"2013-08-31T18:35:27","guid":{"rendered":"http:\/\/www.trustonasset.com\/?post_type=ta_fund&p=295"},"modified":"2026-04-14T15:52:59","modified_gmt":"2026-04-14T06:52:59","slug":"%ec%9d%b8%eb%8d%b1%ec%8a%a4%ec%95%8c%ed%8c%8c%ec%a6%9d%ea%b6%8c%ec%9e%90%ed%88%ac%ec%9e%90%ec%8b%a0%ed%83%81","status":"publish","type":"ta_fund","link":"https:\/\/www.trustonasset.com\/?ta_fund=%ec%9d%b8%eb%8d%b1%ec%8a%a4%ec%95%8c%ed%8c%8c%ec%a6%9d%ea%b6%8c%ec%9e%90%ed%88%ac%ec%9e%90%ec%8b%a0%ed%83%81","title":{"rendered":"\ud2b8\ub7ec\uc2a4\ud1a4\uc778\ub371\uc2a4\uc54c\ud30c\uc99d\uad8c\uc790\ud22c\uc790\uc2e0\ud0c1[\uc8fc\uc2dd-\ud30c\uc0dd\ud615]"},"content":{"rendered":"

\ud22c\uc790\ud3ec\uc778\ud2b8 \ubc0f \uc6b4\uc6a9 \uc804\ub7b5<\/span><\/p>\n

<\/div>\n

\ud328\uc2dc\ube0c \ud3ec\ud2b8\ud3f4\ub9ac\uc624\uc640 KOSPI200\uc120\ubb3c\ub85c KOSPI200\uc218\uc775\ub960\uacfc \uc720\uc0ac\ud55c \ud22c\uc790\uc218\uc775\ub960 \ucd94\uad6c\ud569\ub2c8\ub2e4.<\/p>\n

\uc561\ud2f0\ube0c \ud000\ud2b8 \ud3ec\ud2b8\ud3f4\ub9ac\uc624(Truston Factor Model)\uc744 \uad6c\uc131\ud558\uc5ec BM \ub300\ube44 \uc548\uc815\uc801\uc778 \ucd08\uacfc\uc218\uc775 \ub2ec\uc131\uc744 \ucd94\uad6c\ud569\ub2c8\ub2e4.<\/p>\n

\u2022 \uc561\ud2f0\ube0c \ud000\ud2b8 \ud3ec\ud2b8\ud3f4\ub9ac\uc624(Active Quant Portfolio) \uad6c\uc131<\/p>\n

\u00a0\u00a0\u00a0\u00a0 \uac1c\ubcc4\uc885\ubaa9\uc704\ud5d8, \uc2dc\uac00\ucd1d\uc561\/\uc5c5\uc885 \ub9ac\uc2a4\ud06c \ub4f1\uc744 \ubd84\uc0b0\uc2dc\ucf1c \uc2dc\uc7a5 \uc911\ub9bd\uc131\uc744 \ub192\uc774\uba74\uc11c \uc758\ub3c4\ud55c Factor Exposure\uc5d0\uc11c\ub9cc \uc7a5\uae30 \uc548\uc815\uc801\uc778 \ucd08\uacfc\uc218\uc775 \ucc3d\ucd9c \ucd94\uad6c<\/p>\n

\u00a0\u00a0 \u00a0\u00a0 : Truston Factor Model\uc744 \ud1b5\ud574 \uc120\uc815\ub41c \uc2dc\uc7a5\uc124\uba85\ub825\uc774 \ub192\uc740 3~6\uac1c \ud329\ud130 \ub0b4\uc758 \uc885\ubaa9\uc73c\ub85c \uc885\ubaa9\ubcc4 BM\ub300\ube44 \ube44\uc911\uc744 \uc870\uc815\ud558\uc5ec<\/p>\n

\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0Overweight, Underweight \ud3ec\ud2b8\ud3f4\ub9ac\uc624 \uad6c\uc131<\/p>\n

[Truston Factor Model]<\/p>\n

\u00a0\ub2e4\uc591\ud55c \ud329\ud130\ub4e4\uc774 \uc8fc\uac00\uc5d0 \uc5b4\ub5a4 \uc601\ud5a5\uc744 \ubbf8\uce58\ub294\uc9c0 \uacfc\uac70 \ub370\uc774\ud130 \ubd84\uc11d\uc744 \ud1b5\ud574 \uc120\uc815\ub41c \uacbd\uc81c\uc801\/\ud1b5\uacc4\uc801 \uc720\uc758\ubbf8\uc131\uc774 \ub192\uc740 50\uac1c \ub300\ud45c \ud329\ud130 \uc911<\/p>\n

\uc7a5\uae30\uc801\uc73c\ub85c \uc2dc\uc7a5\uc124\uba85\ub825\uc774 \ub192\uc740 3~6\uac1c \ud329\ud130\ub97c \uc870\ud569<\/p>\n

\u2228 Truston Factor Model\uc758 \uc885\ubaa9 \uc8fc\uac00 \uacb0\uc815 \uc694\uc778 = Beta1 x Factor1 + \u2026\u2026 + Betan x Factorn+ Alpha<\/p>\n

\u00a0\u00a0\u00a0 \u00a0– Beta : \uc885\ubaa9\uc758 \uac01 \uc694\uc778\uc5d0 \ub300\ud55c \ub178\ucd9c\ub3c4(Factor Exposure)<\/p>\n

\u00a0\u00a0 \u00a0– Factor : \uac01 \uc694\uc778\uc758 \uc218\uc775\ub960 \uae30\uc5ec\ub3c4(Factor Return)<\/p>\n

\u00a0\u00a0\u00a0 – Alpha : \uc885\ubaa9\uc758 \ud2b9\uc218\uc131(\uc608) \uc0ac\uc5c5\uc804\ub9dd, \ube0c\ub79c\ub4dc\ud30c\uc6cc, \uacbd\uc601\uc9c4 \ub4f1)<\/p>\n

\u2228 Value, Momentum, Earning Revision, Growth, Quality, Dividend, Money Flow \ub4f1\uc73c\ub85c Factor \ubd84\ub958<\/p>\n","protected":false},"excerpt":{"rendered":"

\ud22c\uc790\ud3ec\uc778\ud2b8 \ubc0f \uc6b4\uc6a9 \uc804\ub7b5 \ud328\uc2dc\ube0c \ud3ec\ud2b8\ud3f4\ub9ac\uc624\uc640 KOSPI200\uc120\ubb3c\ub85c KOSPI200\uc218\uc775\ub960\uacfc \uc720\uc0ac\ud55c \ud22c\uc790\uc218\uc775\ub960 \ucd94\uad6c\ud569\ub2c8\ub2e4. \uc561\ud2f0\ube0c \ud000\ud2b8 \ud3ec\ud2b8\ud3f4\ub9ac\uc624(Truston Factor Model)\uc744 \uad6c\uc131\ud558\uc5ec BM \ub300\ube44 \uc548\uc815\uc801\uc778 \ucd08\uacfc\uc218\uc775 \ub2ec\uc131\uc744 \ucd94\uad6c\ud569\ub2c8\ub2e4. \u2022 \uc561\ud2f0\ube0c \ud000\ud2b8 \ud3ec\ud2b8\ud3f4\ub9ac\uc624(Active Quant Portfolio) \uad6c\uc131 \u00a0\u00a0\u00a0\u00a0 \uac1c\ubcc4\uc885\ubaa9\uc704\ud5d8, \uc2dc\uac00\ucd1d\uc561\/\uc5c5\uc885 \ub9ac\uc2a4\ud06c \ub4f1\uc744 \ubd84\uc0b0\uc2dc\ucf1c \uc2dc\uc7a5 \uc911\ub9bd\uc131\uc744 \ub192\uc774\uba74\uc11c \uc758\ub3c4\ud55c Factor Exposure\uc5d0\uc11c\ub9cc \uc7a5\uae30 \uc548\uc815\uc801\uc778 \ucd08\uacfc\uc218\uc775 \ucc3d\ucd9c \ucd94\uad6c \u00a0\u00a0 \u00a0\u00a0 : Truston Factor Model\uc744 \ud1b5\ud574 \uc120\uc815\ub41c […]<\/p>\n","protected":false},"featured_media":5695,"template":"","ta_fund_cat":[24],"class_list":["post-295","ta_fund","type-ta_fund","status-publish","has-post-thumbnail","hentry","ta_fund_cat-24"],"acf":[],"_links":{"self":[{"href":"https:\/\/www.trustonasset.com\/index.php?rest_route=\/wp\/v2\/ta_fund\/295","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.trustonasset.com\/index.php?rest_route=\/wp\/v2\/ta_fund"}],"about":[{"href":"https:\/\/www.trustonasset.com\/index.php?rest_route=\/wp\/v2\/types\/ta_fund"}],"version-history":[{"count":28,"href":"https:\/\/www.trustonasset.com\/index.php?rest_route=\/wp\/v2\/ta_fund\/295\/revisions"}],"predecessor-version":[{"id":45879,"href":"https:\/\/www.trustonasset.com\/index.php?rest_route=\/wp\/v2\/ta_fund\/295\/revisions\/45879"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.trustonasset.com\/index.php?rest_route=\/wp\/v2\/media\/5695"}],"wp:attachment":[{"href":"https:\/\/www.trustonasset.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=295"}],"wp:term":[{"taxonomy":"ta_fund_cat","embeddable":true,"href":"https:\/\/www.trustonasset.com\/index.php?rest_route=%2Fwp%2Fv2%2Fta_fund_cat&post=295"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}