因子分析在证券市场个股分析中的应用

The Application of Factor Analysis Method in the Analysis of Specific Stock in the Stock Market

采用因子分析法对上证 180指数 31只样本股进行分析 ,通过统计软件SPSS的计算 ,提取 3个公共因子来反映影响个股的主要因素 ,并采取计算因子得分的方式给出衡量这些股票财务状况的方法 .

The paper adopts the method of factor analysis to analyze 31 sample stocks of Shanghai Stock Exchange Market index 180. According to SPSS, the paper extracts 3 common factors to show the main factors which affect these stocks, and it also adopts the method of factor score to measure the financial status of these stocks.