【摘要】 Aroon指标主要用于对股票市场走势和方向的预测，可以帮助投资者寻找趋势和反转。但自其提出之后，对指标的应用和检验都偏少。本文选取沪深300指数2015年1月—2018年12月的收盘价为样本，使用Aroon指标检验了股票收益率的非正态性，并用非参数检验进行了验证。对沪深300和个股的分析证实，Aroon指标对于股市交易有一定预测能力。整体来看，Aroon指标对1年的长线投资的有效性预测，超过对1个月的短期投资的有效性预测；而且，应用在互联网和互联网金融公司的股票上，要比应用在传统行业的股票上效果显著。更多还原

【Abstract】 Aroon index is mainly used to forecast the trend and direction of the stock market, which can help investor find trends and reversals. However, since its introduction, the application and inspection of indicators are relatively few. This paper selects the closing price of CSI 300 Index from January of 2015 to December of 2018 as the sample, uses Aroon index to test the non-normality of stock returns, and uses non-parametric test to verify. The analysis of CSI 300 and stocks confirms that Aroon index has certain prediction ability for stock market transactions. Overall, the Aroon index predicts the effectiveness of a year’s long-term investment more than a month’s short-term investment. Moreover, the application in the stock of Internet and Internet financial companies is more effective than in the stock of traditional industries. But for a particular stock at a certain time, gains and losses may occur.更多还原