股市的风险性及相关性分析

Theory and practice on the Analysis of Risk and Relevance in Stock Market

1 引言从事股票投资,就是希望获得较多的收益,其收益来源于股利或资本利得,而股票投资者大多是靠追求资本利得获得收益的,即依靠买进和卖出获得差价收益。因此,股票的市场价格走势、股票的风险性和相关性直接影响到投资者的切身利益。西方许多学者和专家纷纷研究股市运行规律,提出了许多理论,如道·琼斯价格波动理论、期望理论和风险理论等。

This paper analyzed the risk characteristics and relevance from the affiliated angle of stock market' s development tendency. First, this paper probed into risk and relevance with basic analysis method and quantitative analysis method. Then, it analyzed ten representative companies' s stock in Shanghai stock market in practice. Finally the author analyzed the combination of stock incisively and put forward the corresponding countermeasure about how to carry on the stock investment to get the most profit.