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.
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- 将八个财务指标浓缩为三个因子,利用主成分法并作方差最大旋转,计算出了因子得分。根据得分多少,对各上市公司的股票作出了综合评价。