多元统计分析方法在股票市场板块的应用研究本科.doc

合肥师范学院2014届本科生毕业论文（设计） PAGE VII Ⅰ 学号： 学号： 本科毕业论文（设计） ( 届) 多元统计分析方法在股票市场板块的应用研究 院 系 专 业 姓 名 指导教师 职 称 摘 要 本文将聚类分析与因子分析应用于股票市场的研究当中。在当前中国，股票市场价格越来越受广大投资者的普遍关注。多元统计分析是研究股票价格的新型方法，我们利用统计分析方法，考察并且确定上市公司股票价格之间的基本关键因素，利用聚类分析与因子分析来进行实证研究，判断出股票定价的基本趋势，为投资者的科学投资提供建议。聚类分析能综合多项财务指标来反映上市公司的盈利能力和发展水平，为分类和评估公司的优劣提供了很好的依据，利用因子分析得出决定股票业绩的公因子。而本文是将股票市场中的30家上市公司作为研究对象，利用聚类分析与因子分析相结合的方法来判定股票的价格波动，探索股票定价的相关规律，通过对其进行系统聚类，根据分类结果对每类公司的特点进行分析，最后给投资者提供有意义的投资建议。 研究实例表明，聚类分析与因子分析方法是股市板块分析中的一种有效、实用的方法。 关键词：聚类分析投资；板块；系统聚类；因子分析 合肥师范学院2014届本科生毕业论文（设计） Ⅱ ABSTRACT This paper applies cluster analysis and factor analysis to the study of the stock market. In current China, the stock market price is more and more attention by the broad masses of investors. Multivariate statistical analysis is to study the stock price of the new method, we use statistical analysis method, examine and determine the basic key factor between the stock price of listed companies, using cluster analysis and factor analysis to make empirical research, determine the basic trend of stock pricing, scientific investment advice for the investors. Clustering analysis can be integrated a number of financial indicators to reflect the profitability of listed companies and the development level, for classification and evaluation of the merits of the company provides a good basis, using the factor analysis decision stock performance of the common factor. And this article is from the stock market 30 listed companies as the research object, using cluster analysis and factor analysis method to determine the price of the stock volatility, explore the related law of stock pricing, based on the systematic cluster, according to the classification results to analyze the characteristics of each type of company, finally provides investors with significant investment advice. Case study shows that the clustering analysis and factor analys