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In this paper, we randomly selected 30 stocks from the Chinese securities market. We carried out research about the relation between the stock yield rate and the investment rate in the laws of the statistics, using its investment rate reports and stock prices from December 25th in 2012 to December 25th in 2013. Among them, in order to ensure the validity of the statistical analysis, we use the famous Box-Cox Transformation in the statistical analysis and adopt the optimization method. By maximizing the F-statistic, we could choose the optimal linear regression model among the stock yield rate, the investment rate and the previous stock yield. The empirical analysis results show the correlation between stock returns and its early returns; however, the analysts’ investment rate has nothing to do with the subsequent performance of the stock yield rate.