凯莱英股价持续上涨:舆情助推还是真实价值回归?  

Asymchem Laboratories'Stock Price Keeps Rising:Public Opinion Boosting or Real Value Returning?

作　　者：王依婷 刘碧君 孙丽泊 王世文 WANG Yi-ting;LIU Bi-jun;SUN Li-bo;WANG Shi-wen(School of Business,University of Science and Technology of Suzhou,Suzhou 215000,Jiangsu,China)

机构地区：[1]苏州科技大学商学院,江苏苏州215000

出　　处：《徐州工程学院学报（社会科学版）》2021年第1期62-72,共11页Journal of Xuzhou Institute of Technology：Social Sciences Edition

基　　金：2020年江苏省研究生实践创新计划项目“基于文本舆情的股票量化投资策略研究”(SJCX20_1084)。

摘　　要：在互联网时代,信息传播渠道、速度和数量爆发式增长,网络舆情已成为影响股票价格变动的重要因素。新冠疫情爆发以来,一方面,生物医药行业股票受到市场关注;另一方面,作为医药CDMO龙头企业的凯莱英公司获得高瓴资本23亿元战略投资。受疫情和风险投资双重事件影响,凯莱英成为市场关注的焦点企业之一。2020年1月1日至6月1日,深成指上涨4.92%,生物医药行业指数上涨44.50%,而凯莱英股价涨幅却超76%。通过Python编程对股评文本进行爬取和处理,并构建网络舆情因子,对新冠疫情、高瓴资本投资双舆情影响凯莱英股价上涨的过程进行了量化分析。结果表明双舆情对凯莱英股价具有正向影响,并基于舆情因子对凯莱英股价趋势进行了预测。In the internet era,online public opinion has become an important factor affecting stock price changes due to the exploded channels,speed and quantity of information dissemination.Since the outbreak of the COVID-19 epidemic,the stocks in the biomedical industry have been widely concerned by the market.As a leading enterprise in the CDMO segmentation of the pharmaceutical industry,Asymchem Laboratories obtained strategic investment of RMB 2.3 billion from Hillhouse Capital after the issuance of the new refinancing rules.From January 1 to June 1,2020,Shenzhen Component Index rose by 4.92%,the biomedical industry index rose by 44.50%,while the share price of Asymchem Laboratories rose by over 76%.Therefore,this paper makes a quantitative analysis on the double public opinion factors of both the COVID-19 epidemic and the Hillhouse Capital investment affecting the stock price of Asymchem Laboratories by constructing the online public opinion factor,crawling and processing the stock review text through Python.The results show that the double public opinion factors have positive impact on the stock price of Asymchem Laboratories,and then a prediction of the stock price trend of Asymchem Laboratories based on public opinion factors is made.

关 键 词：舆情因子 股票市价 投资者情绪 量化分析 

分 类 号：F832.5[经济管理—金融学]