因子分析在煤炭板块个股分析中的应用.docVIP

引言 摘要 摘 要 我国股票市场的不断发展，使得股票投资已经成为我国投资者的主要投资途径，而且也将成为我国保险基金、养老基金的重要投资渠道。分析公司财务报表可以掌握反映公司经营状况的一系列基本指标和变化情况，了解公司经营实力和业绩，并将它们与其他公司的情况进行比较，从而对公司股票的投资价值作出基本判断。可是，上市公司的各种财务报表中所反映的信息非常多，投资者如果要作出正确的判断，就必须对这些纷繁复杂的信息进行提炼，对股票投资价值作出综合评价。 本文拟分析煤炭板块的个股，从中筛选出投资价值较高的个股。文中我们选取了煤炭板块29支个股的6个财务指标为研究对象， 利用多元统计方法中的因子分析方法构建股票评价的因子分析模型，并在最后我们给出了个股因子得分进行排名。 关键词: 因子分析 聚类分析 上市公司股票 分析方法 Abstract ABSTRACT Abstract The continuous development of Chinas stock market, making equity investments in China have become major investors in investment approach, but also will become Chinas insurance funds, pension funds an important investment channel. Analysis of the financial statements reflect the company can acquire a range of operating conditions and changes in basic indicators to understand the strength and performance company, and they compare the situation of other companies, thus making the investment value of the stock of basic judgments. However, the financial statements of listed companies in a variety of information is very much reflected in the investor if you want to make the right judgments, to have the information on these complex refined, making the stock investment value evaluation. This paper describes high-quality stocks in the stock market on the mining method for portfolio investors to do at the macro level guidance. In this paper, we selected the Shanghai Stock Exchange, 26 stocks of 10 financial indicators as research objects, using multivariate statistical methods in factor analysis method factor analysis evaluation of building stock model, and finally we give the scores to rank stocks Key words:cluster analysis, factor analysis , stock of listed companies 分析方法 引言 2 引言 1 因子分析在煤炭板块个股分析中的应用 一、引言 随着我国经济的不断发展，人民生活水平的不断提高，对物质方面的需求也日益增大，股票市场的活跃吸引了很多市民投入到证券市场中淘金，而股票投资具有明显的高风险高收益特性，人们常说：风险越大，收益越大。换一个角度说，也就是承受的压力越大，