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主成分分析在上市银行绩效评价中的应用
To Apply on Using PCA to Assess the Effects of the Bank Listed Company
【摘要】 针对2008年上市银行的中报数据,将主成分分析应用于上市银行绩效的综合评估。在此基础上,得出了一种上市银行绩效的一个综合排名。在应用中,对主成分分析和因子分析在运用SPSS软件研究时极易混淆、错用之处进行了强调。研究表明,绩效评估比较合理,客观上反映了上市银行的绩效水平。评价结果为经营者的业绩评价提供依据,为投资者特别是中小投资者客观、全面的分析上市公司提供投资参考数据。
【Abstract】 In this paper,according to analysis the data of bank listed company half of a year,We applied principal components analysis(PCA)to assess the effect of these listed companies.On this basis,we got a comprehensive ranking.Paper also clearly showed the confusion between the PCA and factor analyzing(FA)when used SPSS software.The result of evaluation was reasonable.It reflected the effect of bank listed companies objectively.It provided a basis reference both to operators in effect evaluation and to investors,especially small and medium -sized,so that they can be able to analyze the listed companies objectively and comprehensively.
【Key words】 bank listed company; effects evaluation; principal components analysis;
- 【文献出处】 价值工程 ,Value Engineering , 编辑部邮箱 ,2009年09期
- 【分类号】F832.2;F832.51;F224
- 【被引频次】16
- 【下载频次】759