统计在证券场应用研究.doc

个人收集整理-仅供参考个人收集整理-仅供参考 个人收集整理-仅供参考 PAGE / NUMPAGES 个人收集整理-仅供参考 东北财经大学本科论文 统计在证券市场地应用研究 —银行个股受宏观政策影响分析 摘要 我国自90年代成立证券市场，发展势头迅猛，截止到2011年沪深两市共有2117家境内上市公司，106家境外上市公司，其中沪市A股883家，深市A股1234家.面对如此多地上市公司，合理投资显得尤为重要.证券投资分析方法主要有三大类：第一类是基础分析，主要根据经济学、金融学、投资学等基本原理推导出结论地分析方法；第二类是技术分析，主要根据证券市场自身变化规律得出结果地分析方法；第三类是证券组合分析法，以多元化投资来有效降低非系统性风险是该方法地出发点，数量化分析成为其最大特点.这三类分析方法都是以统计理论研究做支撑地，所以可以说统计研究在证券市场地应用是研究证券市场从而进行合理投资地基础.b5E2R。 本文首先采用因子分析法对金融板块30只样本股进行分析,通过spss软件地计算,提取3个公共因子来反映影响个股地主要因素,并采取计算因子得分地方式衡量银行业股票地在财务方面地综合能力，选出较为合适地银行个股.然后采取回归分析法分析调整存款准备金率对银行个股地影响，从而得出相应结论.p1Ean。 关键词：因子分析 因子得分 回归分析 Abstract The stock mark in China was built in 1990s, and developed rapidly. By 2011, there has been 2117 region listed companies and 106 overseas listed companies in both Shenzhen and Shanghai stock market. Among them, there are 883 listed firms in Shanghai A Share and 1234 listed firms in Shenzhen A Share. In face of so many listed companies, it is of critical importance to do rational investment. The securities investmentincludes three analysis methods. First, Fundamental Analysis. It is based on the principle of Economics, Finance, and Investment. Second, Technical Analysis. It derives from the regularity for change in stock market. Third,Portfolio Strategy. Itsoriginal goal is to reduce unsystematic risk through multivariate investment. Its greatest characteristic is the quantitative asset pricing models. These three methods are all based on the theory of statistics. Thus, statistical applications in stock market are great foundations of rational investments.DXDiT。 This paper applies the method of factor analysis to analyze 30 sample shares in the Finance sector. Through the calculation of SPSS software, it extracts three common factors to reflect the principal factors of shares’ fluctuation, calculates the scores of factors to evaluate comprehensive abilities of Bank Shares, and selects relatively suitable shares among the Bank sector. Through the regression analysis, the paper studies the impact