本文通过对我国钢材总需求、GDP的关系、钢材供给与需求、进出口、库存和固定资产投资等指标的剖析,对我国钢铁企业总利润与销售利润率的数据进行统计与分析,得出我国钢铁行业自2012年以来已进入微利时代的结论。并在此基础上,通过VaR方法对我国钢材综合价格指数进行风险值计算,并由此提出相关对策建议。 Based on the analysis of the indicators of total steel demand, GDP, steel supply and demand, import and export, inventory and fixed assets investment in China, this paper makes statistics and analysis on the data of gross profit and sales profit of China’s iron and steel enterprises, The steel industry has entered the conclusion of the meager profit era since 2012. And on this basis, VaR method is used to calculate the risk value of China’s steel composite price index, and the relevant countermeasures and suggestions are put forward accordingly.