QFII概念股投资价值多维度评价的实证分析基于一种改进的熵权法
An Empirical Analysis of Multi Dimensional Evaluation of QFII Stock Investment Value Based on an Improved Entropy Method
摘要: 结合因子分析和熵权法的优点，提出了一种改进的熵权法。利用这个熵评价模型，基于2016年上市公司的财务数据，对于QFII在2016年持有的部分重仓股的投资价值进行了评价。结果表明，QFII概念股的投资价值可以概括为盈利能力、抗风险能力、公司规模和成长能力4个维度，各个维度上的评价值与实际情况吻合良好。它们可以为价值投资提供一些有效的参考。
Abstract:
Combined with the advantages of the factor analysis and the entropy method, an improved entropy method is proposed. Using this entropy evaluation model, based on the financial data of listed companies in 2016, the investment value of QFII in 2016 to hold part of the awkwardness is eva-luated. The results show that the investment value of QFII stocks can be summed up as 4 dimen-sions: profitability, risk resistance, firm size and growth capability, and the evaluation values in each dimension are in good agreement with the actual situation. They can provide some useful reference for value investing.
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