| Summary: | 碩士 === 國立交通大學 === 管理學院碩士在職專班管理科學組 === 95 === This study subject is non-banking companies in Taiwan stock market,base on investment return rate and financial statement.Using correlation analytic to find out the relationship between the two at first,choose variable with higher correlation coefficient,to construct data mining analysis model. Close period of investment return rate the correlation is strong most, phenomenon decreased progressively at time in between the two,show that really causality.
Data mining show out,in classify prediction the accuracy about 75%,the logistic regression have best performance,each perform among algorithms is almost same in estimate prediction,can well doing prediction in the outstanding clustered by the investment return rate (error is about 40%),so,the data mining model can help investor to choose investment target ,but still need enterprise evaluation model to doing the judge comparatively.
Use DCF model have many constrain and assumption,in this study base on financial data doing the enterprises evaluate, still be suitable for a lot of stocks and those target can be produce high investment returns,so,use it to make judge the stock prices is over rise or fall, doing the buy or sell choose.
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