| 用因子分析法研究微观因素对股票收益率的影响 |
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| 引用本文： | 叶茶花. 用因子分析法研究微观因素对股票收益率的影响[J]. 科教文汇, 2014, 0(4): 53-53,57 |
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| 作者姓名： | 叶茶花 |
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| 作者单位： | 九江学院理学院 江西＆#183;九江 332005 |
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| 摘 要： | 以沪市A股五百家企业的财务数据为研究对象，筛选出16项主要微观指标对其进行因子分析，结果表明，这些股票主要受盈利因子、规模因子、成长因子、估值因子、运营因子等5个潜在因子的影响，为上市公司的分类和评估提供了很好的依据。
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| 关 键 词： | 股票收益率 微观因素 因子分析 |
Study of the Effect of Microcosmic Factors on Stock Re-turns Ratio with Factors Analysis Method |
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| Ye Chahua. Study of the Effect of Microcosmic Factors on Stock Re-turns Ratio with Factors Analysis Method[J]. The Science Education Article Collects, 2014, 0(4): 53-53,57 |
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| Authors: | Ye Chahua |
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| Abstract: | In this paper, the author thought the A-stock financial data as the study objective and these A-stock were all from five hundred listed companies in Shanghai. And then the author se-lected 16 key indicators and made factors analysis. The results showed that these stocks are mainly affected by five factors which are profit factors, scale factors, growth factors, valuation factors and operating factors. They provide good references for the clas-sification and assessment of the listed corporations. |
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| Keywords: | stock returns ratio microcosmic factors factors analy-sis |
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