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《新财经》月度价值关注和风险预警排行由《新财经》杂志社和中国人民大学金融信息中心共同推出。该排行是依据中国人民大学金融信息中心主任杨健教授主持的国家高技术研究发展计划863项目“证券行业风险识别、监控与防范技术支持系统”的子系统完成的。该体系依据深沪两市几十个不同板块上千家公司的年报、中报和季报,以及市场最新交易数据,考虑每股收益、流动性等100多项因素。并结合具体证券市场运行状况和投资群体的投资偏好,运用模糊聚类、随机分形、遗传算法和小波变换等数学工具逐日追踪计算,得到每支股票的均衡价值——动态定价。其目的是寻找出具有投资价值的股票伺机投资和分辨投资风险较高的股票规避风险,从而提高投资资金的使用效率和安全性。
“New Finance” monthly value of attention and risk warning ranking by the “New Finance” magazine and Renmin University of China financial information center jointly launched. The rankings are based on the subsystem of National High Technology Research and Development Program 863 Project “Risk Identification, Monitoring and Prevention Technical Support System for Securities Industry” chaired by Professor Yang Jian, director of Financial Information Center of Renmin University of China. The system is based on more than 100 factors such as earnings per share and liquidity, based on the annual reports, mid-year reports and quarterly reports of thousands of companies in dozens of different sectors in Shenzhen and Shanghai Stock Exchanges as well as the latest transaction data in the market. Combined with the operation of securities market and the investment preferences of investment community, we use mathematical clustering tools such as fuzzy clustering, stochastic fractal, genetic algorithm and wavelet transform to track and calculate daily, and get the equilibrium value of each stock - dynamic pricing. Its purpose is to find out the opportunistic investment of stocks with investment value and to avoid the risks of stocks with high investment risk so as to improve the efficiency and safety of investment funds.