| There is tightly relationship among small investors, stock markets and the real economy. The whole society's harmonious development is count on the sustainable development of these three. That's why we have to take care of the invest problem of small investors. Small investors'invest problem has great relation to the whole society's invest and profit which worth depth study.This essay based on the research methods of comparative analysis and data simulation regression, takes Marxist economic theory as a guide and proposes that the small investors should set the investment as a goal, adapt to the market, use the scientific method to face the market changes and save themselves limited funds. After the transformation of he market's uncertainty, the small investors should use the way of simulation analysis, rapidly digest the market "public information", choose the right timing stock trading. The simulation analysis could be based on the sustained impact analysis of stock price index, index of listed companies'profit and major events. Through simulation, it can be concluded that, in the high probability, the three indexes of has the stable effects to the volatility of the stock price. While the other market information only affect the stock fluctuations in small probability, In order to promote harmonious development among these three, the small investors need to shift investment concept and improve their own quality level, rational biding, and fundamental analysis and better choose of investment strategy, use rational method to avoid the risk. At the same time, the government should also change the concept of stock market orientation, make a variety of means to keep the stable of stock market and expand the market scale and adjust its structure, and strengthen legislation and regulation. |