{"id":241727,"updated":"2025-01-19T07:34:00.020481+00:00","links":{},"created":"2025-01-19T01:46:30.223405+00:00","metadata":{"_oai":{"id":"oai:ipsj.ixsq.nii.ac.jp:00241727","sets":["1164:1165:11462:11815"]},"path":["11815"],"owner":"44499","recid":"241727","title":["[ショートペーパー]コンピュータ製造企業株価回復の要因分析－2022年度6月の時価総額による回帰分析－"],"pubdate":{"attribute_name":"公開日","attribute_value":"2024-12-19"},"_buckets":{"deposit":"509d0d52-e07f-46d6-abbb-78e4464c311d"},"_deposit":{"id":"241727","pid":{"type":"depid","value":"241727","revision_id":0},"owners":[44499],"status":"published","created_by":44499},"item_title":"[ショートペーパー]コンピュータ製造企業株価回復の要因分析－2022年度6月の時価総額による回帰分析－","author_link":["665956","665954","665959","665961","665960","665957","665953","665958","665955","665952"],"item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"[ショートペーパー]コンピュータ製造企業株価回復の要因分析－2022年度6月の時価総額による回帰分析－"},{"subitem_title":"Dominant Factor Analysis of U.S. Computer Product Industry Stock Price Resilience on Interest Rate Hikes－Regressions of Market Capitalization in June 2022－","subitem_title_language":"en"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"データと人間社会","subitem_subject_scheme":"Other"}]},"item_type_id":"4","publish_date":"2024-12-19","item_4_text_3":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"学習院大学経済学部経営学科"},{"subitem_text_value":"学習院大学経済学部経営学科"},{"subitem_text_value":"学習院大学経済学部経営学科"},{"subitem_text_value":"学習院大学経済学部経営学科"},{"subitem_text_value":"学習院大学経済学部経営学科"}]},"item_4_text_4":{"attribute_name":"著者所属(英)","attribute_value_mlt":[{"subitem_text_value":"Faculty of Economics, Department of Management, Gakushuin University","subitem_text_language":"en"},{"subitem_text_value":"Faculty of Economics, Department of Management, Gakushuin University","subitem_text_language":"en"},{"subitem_text_value":"Faculty of Economics, Department of Management, Gakushuin University","subitem_text_language":"en"},{"subitem_text_value":"Faculty of Economics, Department of Management, Gakushuin University","subitem_text_language":"en"},{"subitem_text_value":"Faculty of Economics, Department of Management, Gakushuin University","subitem_text_language":"en"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_publisher":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"情報処理学会","subitem_publisher_language":"ja"}]},"publish_status":"0","weko_shared_id":-1,"item_file_price":{"attribute_name":"Billing file","attribute_type":"file","attribute_value_mlt":[{"url":{"url":"https://ipsj.ixsq.nii.ac.jp/record/241727/files/IPSJ-DBS24180006.pdf","label":"IPSJ-DBS24180006.pdf"},"format":"application/pdf","billing":["billing_file"],"filename":"IPSJ-DBS24180006.pdf","filesize":[{"value":"1.5 MB"}],"mimetype":"application/pdf","priceinfo":[{"tax":["include_tax"],"price":"0","billingrole":"13"},{"tax":["include_tax"],"price":"0","billingrole":"44"}],"accessrole":"open_login","version_id":"8941f43c-d6d3-4523-9eae-88212ca8fba2","displaytype":"detail","licensetype":"license_note","license_note":"Copyright (c) 2024 by the Institute of Electronics, Information and Communication Engineers This SIG report is only available to those in membership of the SIG."}]},"item_4_creator_5":{"attribute_name":"著者名","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"伊藤, 綾花"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"大川, あずき"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"田村, 紗愛"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"都丸, 紗英"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"白田, 由香利"}],"nameIdentifiers":[{}]}]},"item_4_creator_6":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Ayaka, Ito","creatorNameLang":"en"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Azuki, Okawa","creatorNameLang":"en"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Saai, Tamura","creatorNameLang":"en"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Sae, Tomaru","creatorNameLang":"en"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Yukari, Shirota","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_4_source_id_9":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN10112482","subitem_source_identifier_type":"NCID"}]},"item_4_textarea_12":{"attribute_name":"Notice","attribute_value_mlt":[{"subitem_textarea_value":"SIG Technical Reports are nonrefereed and hence may later appear in any journals, conferences, symposia, etc."}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourceuri":"http://purl.org/coar/resource_type/c_18gh","resourcetype":"technical report"}]},"item_4_source_id_11":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"2188-871X","subitem_source_identifier_type":"ISSN"}]},"item_4_description_7":{"attribute_name":"論文抄録","attribute_value_mlt":[{"subitem_description":"米国 FRB (Federal Reserve Board) がインフレを抑制するため，短期金利である FF レート (Federal Funds Rate) の利上げを 2022 年 3 月から開始したことにより，米国企業の株価は 2022 年から 2023 年にかけて大きく下落した．下落からの株価回復の速度は企業ごとに異なる．その要因などを探るため，本稿では回帰分析により時系列変化を解析する．回帰のターゲット変数は時価総額のインデクスとし，説明変数として売上高成長率，利益率，在庫回転率などの経営指標を用いた．企業の行動特性は大きく変わらないことから，同じ説明変数データを用いて，時価総額インデクスの時系列変化にそって複数回の回帰を行い，その結果を XAI ツールの SHAP で解釈した．本稿ではリカバリの大きかった会社として NEC に着目した．NEC の SHAP では，ROA が時価総額に貢献していることが分かった．","subitem_description_type":"Other"}]},"item_4_description_8":{"attribute_name":"論文抄録(英)","attribute_value_mlt":[{"subitem_description":"In response to rising inflation, the Federal Reserve Board (FRB) of the United States began raising the Federal Funds Rate (FF Rate), a short-term interest rate, starting from March 2022 to curb inflation. As a result, stock prices of U.S. companies experienced significant declines from 2022 to 2023. The speed of recovery in stock prices varied across companies. To explore factors contributing to this phenomenon, this paper conducts time-series analysis using regression. The target variable for regression is the market capitalization index, with explanatory variables including revenue growth rate, profit margin, inventory turnover ratio, and other financial indicators. Given the relatively stable behavior of companies, multiple regressions were conducted using the same set of explanatory variables to analyze the time-series changes in market capitalization index. The results were interpreted using the SHAP tool, an explainable artificial intelligence (XAI) technique. In this paper, we focus on NEC as a company with a large recovery. NEC's SHAP result shows that ROA contributes a lot to market capitalization.","subitem_description_type":"Other"}]},"item_4_biblio_info_10":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicPageEnd":"6","bibliographic_titles":[{"bibliographic_title":"研究報告データベースシステム（DBS）"}],"bibliographicPageStart":"1","bibliographicIssueDates":{"bibliographicIssueDate":"2024-12-19","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"6","bibliographicVolumeNumber":"2024-DBS-180"}]},"relation_version_is_last":true,"weko_creator_id":"44499"}}