Research On Investment Portfolio Based On Management Capability Identification

In this paper,evaluation method of how to use the theory of financial statement analysis evaluation method of the enterprise.The ability to turn operational capability into a multifaceted capability.According to the evaluation index of each aspect,the management ability is evaluated in turn.Based on the recognition of business ability,this paper discusses five aspects: the scale of monetary capital,the utilization of assets,the efficiency of enterprises,the quality of profits,and the development and expansion of enterprises.Select 12 financial indicators to build a new financial comprehensive evaluation system.This paper makes an in-depth study of the financial evaluation system based on business ability recognition through the three steps of screening,sorting and verification.Firstly,according to the financial indicators on the basis of the three financial statements,in-depth mining and calculation are carried out.Make a brand new definition of each index.Analyze the actual situation behind the figures of financial statements,Construct a new financial index logical evaluation system.To provide investors with a new method of stock screening for the actual investment decision.Secondly,based on the 12 financial indicators of the financial evaluation system under the business ability recognition,Combined with Topsis method,this paper carries out multi-sector ranking and stock selection for a-share listed companies in ten physical industries in China.Combine the best stocks in each sector into a portfolio.After that,the quantitative investment concept R software is used for the empirical analysis of the portfolio.To verify the effectiveness and feasibility of thefinancial evaluation system established in this paper.