基于因子分析的钢铁板块上市公司综合评价

Comprehensive Evaluation of Listed Companies in Steel Sector Based on Factor Analysis

运用多元统计法中的因子分析法,对2011年我国30家比较典型的钢铁板块上市公司,进行综合财务状况的研究分析。首先选取能反映钢铁上市公司经营状况的12项财务指标数据,对其进行标准化,再通过因子分析法提取5个公共因子计算出各个上市公司的因子得分,根据因子得分排序,对结果进行综合评价,给公司管理层提出建议,给投资者提出最佳的投资决策。

This paper, using the factor analysis in the multivariate statistical method, analyzes the comprehensive financial status of 30 typical listed companies in the steel sector in the year 2011. By selecting 12 financial indicators for the standardization, the paper extracts five common factors for the factor analysis to calculate the factor score of each listed company and then works out the final composite score based on the ordering before the comprehensive evaluation of the results is done.