基于多元统计的绩优股选取研究

Selection of blue-chip stocks based on multivariate statistics

采用多元统计分析中的聚类分析、判别分析、主成分分析对某个行业中的股票进行分析,继而选出绩优股,为广大投资者的投资行为提供帮助。首先通过聚类分析和主成分分析对所有价值指标进行分析,选出衡量股票价值的几类新指标,并不失大部分指标所包含信息的完整性,并加入判别分析,对模型进行推广;其次在得出的衡量指标的基础上,运用主成分分析来构建综合评判函数;最终得出某个行业中按综合得分排名的绩优股排序。

In this paper,the cluster analysis,discriminant analysis and principal component analysis of multivariate statistical analysis are used to analyze the stock in an industry,and then select the chip to provide help for the investment behavior of the investors. Firstly,through clustering analysis and principal component analysis,we analyze all the value indexes,select some new indexes of stock value,and do not lose the integrality of the information contained in most indexes,and add discriminant analysis to popularize the model. Secondly,on the basis of the measure index,the principal component analysis is used to construct the comprehensive evaluation function,and finally obtains the chip sort of the rank of the comprehensive score in an industry.