Stock Evaluation Based on Factor Analysis and Clustering

被引：0
|
作者：
Wang, Wei [1 ]
机构：
[1] Shanghai Univ, Sch Econ, Shanghai, Peoples R China
来源：
PROCEEDINGS OF THE 2017 2ND INTERNATIONAL SEMINAR ON EDUCATION INNOVATION AND ECONOMIC MANAGEMENT (SEIEM 2017) | 2017年 / 156卷
关键词：
factor analysis; clustering; Stock evaluation;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
The purpose of this paper is to assess the value of listed companies. We used R software for factor analysis and K-means clustering to analyze the eight financial indicators of these companies. Our innovation was to use the most simplified and the most condensed indexes for decision making. The comprehensive results of the two methods show that the sample stock is divided into three categories. Combining CAPM model, we put forward two investment strategies suitable for long-term and short-term investors respectively.
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页码：473 / 476
页数：4
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