Valuation Analysis of Chinese and American Listed Companies Based on Multiple Linear Regression and Grey Forecasting Model | |
Li, Jinke1; Zhang, Qiang2; Zhang, ZhiJun3; Wang, Fan2; Li, Xijie3 | |
2021-08-13 | |
会议名称 | 4th International Conference on Control and Computer Vision, ICCCV 2021 |
会议录名称 | ICCCV 2021 - Proceedings of the 4th International Conference on Control and Computer Vision |
页码 | 202-207 |
会议日期 | 2021-08-13 |
会议地点 | Virtual, Online, China |
出版者 | Association for Computing Machinery |
产权排序 | 3 |
摘要 | With the development of China's economic globalization, the stock market has gradually demonstrated its important position in the development of China's market economy. First, this paper selects the average market-to-sales ratio as the valuation level, uses an evaluation model to calculate the valuation level of the Chinese A-share market and the US NASDAQ market in 2018, and calculates the valuation premium or discount level of these two markets. Secondly, we establish a multiple linear regression model to quantitatively analyze the relationship between the valuation indicators and fundamental indicators and liquidity indicators of China A-shares and the US NASDAQ market. Then, a grey forecast model is established to predict and analyze the fundamental indicators and liquidity indicators of the Chinese A-share market and the US NASDAQ market in 2019. According to the forecast results, the valuation indicators of these two markets in 2019 are calculated. The results found that the valuation level of my country's first batch of sci-tech innovation board companies fluctuates around 5 times, which is smaller than that of the United States, indicating that China's stock market has greater potential. © 2021 ACM. |
作者部门 | 光谱成像技术研究室 |
DOI | 10.1145/3484274.3484308 |
收录类别 | EI |
ISBN号 | 9781450390477 |
语种 | 英语 |
EI入藏号 | 20214911287705 |
引用统计 | |
文献类型 | 会议论文 |
条目标识符 | http://ir.opt.ac.cn/handle/181661/95591 |
专题 | 光谱成像技术研究室 |
通讯作者 | Zhang, ZhiJun |
作者单位 | 1.School of Mathematics, Columbia University, United States; 2.School of Mathematics, Wuhan University of Technology, China; 3.School of Mathematics, Xi'an Institute of Optics and Precision Mechanics, Chinese Academy of Sciences, China |
推荐引用方式 GB/T 7714 | Li, Jinke,Zhang, Qiang,Zhang, ZhiJun,et al. Valuation Analysis of Chinese and American Listed Companies Based on Multiple Linear Regression and Grey Forecasting Model[C]:Association for Computing Machinery,2021:202-207. |
条目包含的文件 | ||||||
文件名称/大小 | 文献类型 | 版本类型 | 开放类型 | 使用许可 | ||
Valuation Analysis o(608KB) | 会议论文 | 限制开放 | CC BY-NC-SA | 请求全文 |
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。
修改评论