利用财务指标预测股票价格及财务风险预警

An Empirical Study on Anticipation of Stock Price and Financial Risk

主要研究上市公司的财务指标和股票价格的关系及如何利用这些指标对财务风险进行预警。首先运 用回归模型对上证180家上市公司财务指标与个股股价进行实证分析,并对样本股票价格进行预测。然后 选择100家ST股票和深沪两市绩优股为样本,再次利用回归模型将对股价有显著影响的财务指标与样本 股出现财务风险的概率进行分析,对样本股财务风险进行预测,并说明此研究的实际应用价值。

The relationship between stock price and financial indices is mainly studied, then use these indices anticipates financial risks. First, perform an empirical study by using the regression model, analyzing main financial indices and their individual stock price of 180 stocks in Shanghai Stock Exchange Market. Second, choose 100 ST stocks and blue chips; get the regression model of financial indices and the probabilities of having financial risks.