Analysis on the investment value of listed enterprises based on factor-cluster analysis model
The theory and method of multivariate statistics are applied to the value analysis of listed enterprises,and a comprehensive value analysis model is proposed.Through the factor-cluster analysis model,the market and financial index data of Fujian GEM enterprises are comprehensively analyzed.Due to the relevance of various indicators,in order to reduce the impact of information overlap,the factor analysis model is used to extract appropriate common factors from 14 indicators(including five market indicators and nine fundamental indicators)for research,then the K-means clustering algorithm is used to classify the data after the quantification of factor indicators.Finally,the value of selected listed companies is divided according to the clustering results.The empirical results can provide guidance for investors in the market when trading,and help them fully understand the intrinsic value of the target investment enterprise.
listed enterprisesvalue analysisfactor-cluster analysisFujian Province
万方数据
维普
