上市公司财务指标与股票价格的相关性研究.docVIP

PAGE PAGE 21 上市公司财务指标与股票价格的相关性研究 摘要：近几年，是我国股票市场快速发展的几年，不仅仅是市场快速发展而且各类管理、批露机制也不断发展。上市公司的核心在于它的股价高低，由于股价反映的是股民的利益，使得股价不管是对于企业的拥有者还是对于该企业的投资者而言，都是十分重要的。上市公司每年都要发布年报，包括了各类指标，其中含有大量能够解释股价的，因此，股民大都关注年报，通过其中的一些信息来选择与购买股票[7]。如何分析年报的各类数据便成了我们研究股价的重要步骤。 本文研究了众多上市公司发布的年报数据，我们将这些数据进行分类，最后得到了九大基本经营状况指标。我们通过各类软件，将它们与股价进行线性回归分析，再以线性回归模型为理论基础，分析他们与股价存在着的相关性关系，并且得到这种关系的显著程度，探索它们与股价的是否存在着规律性的关系，最终通过数据的处理，我们得到了一个模型。随后，研究各行各业的股价与各类财务数据的相关性，依据相关性了解到各类行业对于不同财务数据的依赖性，以便于给各类行业提供一定的建议和意见。我们的最终目的是，通过我们得到的模型，帮助投资者来进行股票的选择与购买。 关键词：财务指标股价相关性分析线性回归模型分类比较 Study on the relationship between financial index and stock prices of listed corporation Abstract:With the continuous development of the stock market and listed corporation announced the perfection of financial information system，The ultimate goal is to maximize the interests of the shareholders of the listed corporation，so the price is a very important index for business owners and stock investors.Listing corporation check the performance by price,and stock investors choose the stock by the analysis of financial information of listed corporation.So,There must be a relationship between financial information of the listed corporation and stock price. In this paper, we collect kinds of financial data of the listed corporation,and make correlation analysis with the price of stock.Then through the linear regression model as the theoretical basis,to explore the linear relationship between the listing corporation nine basic financial indicators and stock prices and how they can explain the price.Quantitative analysis of correlation and regularity between the financial indicators and the stock price.Finding the per share for the stock in the explanation ability for the stock price is significantly higher than the other indicators .Next,we find the relationship between financial information of listed corporation.and the price of stock.Then,we explore the correlation between stock price and financial data of all walks of life.Through the basis of cor