主成分分析和因子分析在中国股票评价体系中的应用  

Application of Principal Component Analysis and Factor Analysis in China's Stock Evaluation Market

作　　者：胡书文[1] 徐建武[2] 

机构地区：[1]重庆大学数学与统计学院 [2]92514部队

出　　处：《重庆理工大学学报（自然科学）》2017年第5期192-202,共11页Journal of Chongqing University of Technology：Natural Science

基　　金：国家自然科学基金青年基金资助项目(11001286)

摘　　要：目前在中国股票市场上有近3 000只股票,在对股票进行投资之前,需要分析各只股票的盈利情况,从而投资那些盈利能力强、风险小、财务指标好的股票。但股票的评价指标有很多,如何在一个评价体系里考虑所有指标是一个很现实的问题。运用主成分分析和因子分析对中国股票市场进行分析。主成分分析和因子分析能提取出反映股票各方面能力的成分,比如股本扩张能力主成分、盈利能力主成分等,从而可对各股票进行排名,帮助投资者进行决策。At present, there are nearly 3 000 stocks in the Chinese stock market. Before entering in the stock market, it is necessary to analyze the profitability of each stock and invest in that stocks with strong profitability, low risk and good financial indicators. However, there are many evaluation indicators of the stocks and how to evaluate all the indicators systematically is a very important problem. China＇ s stock market was analyzed by principal component analysis and factor analysis. These two measures can extract the components that reflect the various aspects of the stock, such as the principal component of capital expansion capacity, principal component of profitability, and so on. After getting the principal component scores and factor scores, the stocks whose ranks were relatively high and low were analyzed and it is perfect to meet the actual situation. So the final ranks were given after considering the two cases.

关 键 词：股票评价 主成分分析 因子分析 

分 类 号：O212.4[理学—概率论与数理统计]