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.
关键词
上市企业/价值分析/因子-聚类分析/福建省
Key words
listed enterprises/value analysis/factor-cluster analysis/Fujian Province
维普
万方数据