摘要
主要介绍了主成分分析在上市公司综合评价中的作用 .主成分分析作为一种客观赋权的方法 .权数是能随着宏观经济环境变化而变化的动态权数体系 ,因为主成分分析所应用的数据来源于上市公司年度报告所提供的财务指标 .它主要对所选择的 40只绩优股 ,进行横向的比较 ,并根据第一主成分得分进行排序 ,给广大的投资者提供参考 .
Introduce principal component analysis when appearing on the stock market role in company′s comprehensive evaluation. Principal component analysis is the method of a kind of objective weight defining. The weight is a dynamic weight system that can change as macro-economics environment changes frequently, Because the financial index and that data source are offered on the market company′s financial report that principal component analysis applies. We mainly carry out more lateral comparison for the 40 blue chips selected, and they have a rank according to the scores of the first principal component to offer reference to masses of investor.
出处
《数学的实践与认识》
CSCD
北大核心
2004年第4期74-80,共7页
Mathematics in Practice and Theory
关键词
主成分分析
上市公司
综合评价
客观赋权
权数
财务指标
principal component analysis
first principal component
financial index
comprehensive evaluation
