摘要
针对科创板拟上市企业估值的问题,搜集相关数据并进行预处理,运用了多元线性回归、三次指数平滑法等理论,构建了多元线性回归的关系定量分析模型、三次指数平滑法时间序列预测模型.综合运用了MATLAB、EVIEWS等软件编程求解,得到了中美股票市场的市销率与基本面指标、流动性指标之间的关系,2019年中美市场基本面指标和流动性指标数据的预测值以及市场估值水平,最终得出中国首批科创板企业上市的估值水平.研究成果可为科创企业是否能上市作为参考.
In view of the valuation problem of the enterprises to be listed on the science and technology innovation board,in the paper,the relevant data is collected and preprocessed,the theory of multiple linear regression and triple exponential smoothing method are used,the relationship quantitative analysis model of multiple linear regression and the time series prediction model of triple exponential smoothing method are constructed,and comprehensively the software programming such as MATLAB and Eviews is used to solve the problem,and the marketing rate of the stock market in China and the United States.The relationship with the fundamental indicators and liquidity indicators,the predicted values and market valuation level of the basic indicators and liquidity indicators of the Chinese and American markets in 2019 are obtained,and finally the valuation level of the first batch of science and technology innovation board in China is enterprised.The research results can be used as a reference for scientific and technological enterprises to be listed.
作者
张杰
朱家明
黄钰婷
谢娜
Zhang Jie;Zhu Jiaming;Huang Yuting;Xie Na(Anhui University of Finance and Economics)
出处
《哈尔滨师范大学自然科学学报》
CAS
2020年第3期30-36,共7页
Natural Science Journal of Harbin Normal University
基金
国家自然科学基金(71934001)
省级教研项目(2018jyxm1305)。
关键词
科创板估值
股票市场
市销率
多元回归模型
三次指数平滑法
Valuation of science and technology innovation board
Stock market
Marketing rate
Multiple regression model
Triple index smoothing method
作者简介
通讯作者:朱家明。
