Research on the path of financial market reform in the new era -- Analysis of investment strategy
Canbin Zheng
School of Finance and Trade, Zhuhai Institute of Science and Technology
Zhenhong Huang
School of Finance and Trade, Zhuhai Institute of Science and Technology
Linxi Ye
School of Finance and Trade, Zhuhai Institute of Science and Technology
Fangfang Shan
School of Finance and Trade, Zhuhai Institute of Science and Technology
DOI: https://doi.org/10.59429/bam.v6i4.8378
Keywords: Valuation system with Chinese characteristics; K-means; Markowitz; ARIMA time series; Portfoli
Abstract
In response to the first question, the core elements of China’s stock valuation system are analyzed first, including the following four parts: policy orientation, value investment, asset reorganization and risk management. In other words, under China’s stock valuation system, stocks with high valuation meet one or more of the following conditions, are policy-oriented and have considerable growth potential. In other words, the stock price is in the key areas and enterprises with stable growth and state support in the long run, and can pursue higher returns with the lowest risk as possible. In this way, the characteristic indicators of the valuation system model with Chinese characteristics can be established. For problem 2, we classify the indicators established in problem 1. We consider using K-means clustering algorithm and ARIMA time series to construct forecast profit rate indicators, classify and judge the 12 specific indicators after conversion, and analyze their characteristics based on the results of different classifications. The characteristic of this analysis is to conduct an analysis according to the mean value or distribution of the features after clustering.
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