证券市场上市公司的复合财务指标体系与选股  

Main Component Analysis of Fiscal Indexes for Companies Going on Market

作　　者：李从珠[1] 牛小彩[1] 姜铁军[1] 

机构地区：[1]北方工业大学经济管理学院,北京石景山100041

出　　处：《北方工业大学学报》2001年第1期72-74,79,共4页Journal of North China University of Technology

摘　　要：目前上市公司中报与年报的财务指标繁多 ,投资者难以把握 ,往往会导致选股失误 .本文运用统计分析中的主成分分析方法 ,把众多的财务指标化为少数几个复合财务指标 ,给投资者选股提供了极大的方便 .最后将复合财务指标和股价、成交量等结合起来进行选股 。It is difficult for investors to select stocks with many fiscal index systems from mid year and year end fiscal reports of companies going on the stock market. To solve this problem, the main component analysis method has been employed in this paper to reduce various fiscal indexes to a few sitting affairs indexes, providing convenience for investors. Finally, in order to select higher quality stocks which are in line with practical situation, new method is introduced by adding price and volume to sitting affairs indexes.

关 键 词：证券市场 上市公司 复合财务指标 选股 主成分分析 

分 类 号：F830.91[经济管理—金融学] F276.6