上证50股票价值的综合评价

The comprehensive evaluation of Shanghai 50's value

采用主成分分析法对上证50的全部50家上市公司的股票价值进行综合评价。首先从这50家上市公司2005年度的财务报表数据中选取十一个重要指标作为基础,利用主成分分析法加以处理,合并为三个主成分,代入综合评价函数得到这50家上市公司股票的综合得分和综合排名;再对标准化的各因素指标的权重作进一步的讨论,最终得出这50家上市公司股票的综合排名。

Based on Principal Component Analysis, the article analyzes and evaluates the value of all 50 listed stocks in the Shanghai Stock Exchange. At first, we select 11 important indicators from the 50 listed companies, financial state-ments data of 2005. Using Principal Component Analysis, we can get 3 principal components from the 11 important in-dicators, and take them into the comprehensive evaluation function , then we get comprehensive scores and rankings of the 50 listed companies. Further, we can get the final comprehensive rankings of the 50 listed companies by discussing all standarded indicators, weight.