数理统计在ST类股票投资风险分析中的应用  

Analysis of the Investment Risk for ST Stocks by Adopting Mathematical Statistics

作　　者：孙志宾[1] 

机构地区：[1]北方工业大学理学院,北京100041

出　　处：《衡水学院学报》2008年第1期7-9,共3页Journal of Hengshui University

摘　　要：选取了沪深两市中有代表性的ST股票及其股价变化状况,结合风险评价理论,采用β系数及相应的风险分析法,对ST股票的投资风险进行实证研究.结果表明,ST类股票在二级市场上的投资风险远大于证券市场平均投资风险;最后还就中小投资者如何规避股票的投资风险提出了建议.ST is the abbreviation of Special treatment. This article selects some of the typical stock and the different stock price status from SH and SZ market, and use the coefficient and relevant analytical method of risk to conduct a positive analysis of the risk of investment to ST stock. The results indicate that the risk of ST stock in the market is far more than the average value of the market itself. In the end of the article, it also gives some advice to the small investors to know how to evade the investment risk of the stock.

关 键 词：ST类股票 系数 风险比重 

分 类 号：F832.51[经济管理—金融学] F224