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股票预报的因子分析模型探究
Research on the Factor Analysis Model of Stock Forecasting

DOI: 10.12677/SA.2016.54034, PP. 328-334

Keywords: 因子分析,公共因子,降维
Factor Analysis
, Common Factor, Dimensionality Reduction

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Abstract:

本文选取了16个主要财务指标来研究23家上市企业的财政状况,对其发行的股票进行评价与预报。由于各个财务指标之间存在一定的相关性,容易造成信息的重复,因此我们采用因子分析方法提取合适的公共因子,以便对企业的财政状况进行解释。结果表明,因子分析方法可以将股票预报问题简单化,能够对企业的股票和财政状况有一个清晰的认识,进而使企业的股票和财政状况的分析更加便捷。
This paper selects 16 major financial indicators to study the financial situation of 23 listed companies, the evaluation and forecast of the stocks issued by the listed companies. Since there is a certain correlation between the various financial indicators, it is easy to cause information duplication, so we use the factor analysis method to extract the appropriate public factors in order to explain the financial situation of enterprises. The results show that the factor analysis method can simplify the stock forecast problem, and it can make a clear understanding of the stock and financial status of the enterprise, and then makes the analysis of the stock and financial situation more convenient.

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