基于因子分析法的我国上市公司经营绩效评价

Evaluation of the Business Performance of Listed Enterprises in China Based on Factor Analysis

本文通过对我国沪深A股市值排名前25(不含银行、保险、证券)的上市公司的财务指标进行分析,建立了上市公司经营状况的综合评价体系,并使用R语言根据多元统计分析的因子分析法构建了我国沪深A股市值Top 25公司经营状况的因子分析模型。在此基础上对这25个上市公司的综合因子得分进行排名,并科学、合理地评价其经营状况,最后根据实证分析,指出了我国各行业的发展特点和趋势。

This paper analyzes the financial indicators of the top 25 listed companies in Shanghai and Shenzhen A stock markets(excluding banks,insurance and securities).Based on the factor analysis method of multivariate statistical analysis,a factor analysis model of the operating status of the Top 25 companies in Shanghai and Shenzhen A stock markets is established.On this basis,the comprehensive factor scores of the 25 listed companies are ranked,and their operating conditions are evaluated scientifically and reasonably.Finally,according to the empirical analysis,the development characteristics and trends of each industry in China are revealed.