银行类上市公司业绩综合评价模型及实证研究

The Construction and Positive Study of a Model Evaluating the Performance of Listed Commercial Banks

为了克服传统业绩评估方法的不足 ,本文首先通过选择有代表性的指标和比率 ,建立起一个银行类上市公司综合业绩评价指标体系 ,在此基础上采用主成分分析方法构建了一个评价上市银行业绩的模型 ,并使用该模型对四家上市银行进行了实证分析 ,最后用聚类分析和定性定量比较分析对该模型的有效性进行了验证 ,证明该模型在实证分析中是有效的。

WTIn order to overcome the shortage of the traditional evaluation method,This paper tries to construct a mathematical model to evaluate the performance of listed commercial by applying principal component analysis method on the basis of systematically choosing a set of financial data which could comprehensively reflect the performance of the listed commercial banks.Then ,make a positive study of the model by inputting financial data of 4 China'ss listed commercial banks .At last ,testing the availability and accuracy of the model by applying hierarchical cluster analysis method and comparing the study result out of the model with the real situation of the market.