Empirical Study on Stock Valuation Model Based on Multiple Linear Regression Analysis

Qing Li and Ai-min Li ()
Additional contact information
Qing Li: Zhengzhou University
Ai-min Li: Zhengzhou University

Chapter Chapter 46 in The 19th International Conference on Industrial Engineering and Engineering Management, 2013, pp 479-486 from Springer

Abstract: Abstract Stock valuation is an important aspect of corporate investment activities. But the current methods used by assets appraisal institutions in our country are not quite reasonable. In this paper, a stock valuation modeling method based on multiple linear regression analysis is proposed. It attempts to reveal the intrinsic relationship between stock price and financial indicators of a listed company. By making an empirical case study of listed mechanical industry companies, this paper validates the feasibility and adaptability of this new modeling method, and tries to set up a reasonable stock valuation model to be taken as a reference for assets evaluation institutions.

Keywords: Financial indicators; Multiple linear regression; Principal component analysis; Stock valuation (search for similar items in EconPapers)
Date: 2013
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-37270-4_46

Ordering information: This item can be ordered from
http://www.springer.com/9783642372704

DOI: 10.1007/978-3-642-37270-4_46

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().