深圳成股收益率的统计分析

A Statistical Analysis on the Stock Return of Security Market in Shenzhen

根据夏普资本定价理论 ,本文利用概率统计的方法 ,计算深圳成份指数中的 4 0种样本股的α系数、系统风险β系数、相关系数 ρ、确定系数ρ2 和不确定系数 1- ρ2 ,从而分析 4

According to Sharpes CAPM,this paper uses statistical methods to calculate α、β、ρ、ρ 2and 1-ρ 2 of forty stocks which are ingredients in Shenzhens security market,then,analyzes the characters of these forty stocks.