Research On The Relevance Of The Stock Price And The Performance Of Listed Companies Based On Rough Sets Theory

The stock market of China has been developed for more then ten years, and gotten advancement largely. However, it is still a younger market than stock market of Europe or America. With the fast development, some problems has been uncovered, such as low attainment of investors, immature investment idea, and so on. Though the wave of stock market and the wave of stock price are infected by many subjective and external factors, the trend of the stock market will reflect the economic position, and it becomes the indicator light of economic position in China.On long views, how about the relevance between stock prices and the performance of listed companies is, and how about the performance of listed companies infecting the wave of stock prices is. Rough set theory is a strong data mining and analysis tool, and is applied widely. It can process imprecise, inconsistent and losed information effectively, and discover hidden knowledge, and obtain potential rule. Moreover, it can use reliance of different attributes and attribute importance to analyze how attribute depends on decision attribute. In this paper, we demonstrate the stock market by rough set theory. It objects to the relevance between stock prices and the performance of listed companies.Firstly, more than 900 listed companies in Shanghai Stock Exchange and Shenzhen Stock Exchange are taken as studying objects. By attributes dependence in rough set theory, the relevance between stock prices and 21 performance indexes of those listed companies is studied, and the indexes with big relevance are found out. That will help investors analyze and invest. Based on those indexes with big relevance, a performance evaluation model of listed companies is proposed. This model is demonstrated by using performance of 51 listed companies. The result shows that the better the performance is, the higher the stock price is.