Based On Principal Component Analysisand Its Research Andimplementation Of Stock Investment Value Analysis Method

As everyone knows,the change of the stock market has always been volatile in the stock,change unpredictably,how to choose the dragons and fishes jumbled together,with "potential" and "future" of the "cow" shares,became the hearts of our great yearning.The purpose of this paper is to analyze the investment value of listed companies by means of the principal component analysis of multivariate statistical analysis.First,we based on the method of principal component analysis,aiming at the existing problems in the traditional principal component analysis,in the process of calculation is improved from the feature vector direction and the calculation of the integrated value of the two aspects,the analysis of the results of optimization.Secondly,we selected a number of financial indicators of the GEM listed companies,designed a comprehensive financial evaluation index system of stock investment value of listed companies can reflect the weights of different financial indicators through the collected and the corresponding principal components and to determine the financial indicators,the final comprehensive evaluation system of listed companies.In the actual operation,based on the comprehensive evaluation system of the financial index,the financial data of the required stock is collected.Using R language software as the experimental tool,the original financial data of 35 listed companies collected,respectively,using the traditional principal component analysis principal component analysis and optimized analysis,finally calculate the comprehensive score and ranking.In the specific experimental operation,the financial data of 2009 will be analyzed firstly,and the results obtained by the optimized method can be seen better.Therefore,the optimized method to do further verification,again using analysis of financial data in 2014 and 2015,and the calculation of these two results were compared with the actual stock rose in the first quarter of the data,and then verify the feasibility of the experiment,also hope to provide some advice for reference for investors.