The Application of Factor Analysis in the Stock Demonstration
Wang Wen-zhen · Journal of Gansu Lianhe University · 2006
Using 8 financial indexes in the financial statements of 2005 of 537 listed companies,the paper cames out the factor analysis by SAS software.These 8 indexes are condened into 3 factors.using Princomp and making rotation of varimax,finally the paper evaluates every stock based on its three factor scores.