重庆理工大学学报（自然科学版）2017，Vol.31Issue(5)：192-202,11.DOI:10.3969/j.issn.1674-8425(z).2017.05.032
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
摘要
Abstract
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Key words
stock evaluation/principal component analysis/factor analysis分类
数理科学引用本文复制引用
胡书文,徐建武..主成分分析和因子分析在中国股票评价体系中的应用[J].重庆理工大学学报（自然科学版）,2017,31(5):192-202,11.基金项目
国家自然科学基金青年基金资助项目(11001286) （11001286）
