新三板上市公司绩效的综合评价.doc

新三板上市公司绩效的综合评价 1.绩效指标选取及相关系数分析 相关系数矩阵表，存在相关系数在0.5以上，说明变量之间存在多重共线性，需要进行因子分析降维处理。Correlations rna rta fr qr artr it oigr_1 rna Pearson Correlation 1 .911** -.024 -.018 -.046 .035 .332** Sig. (2-tailed) .000 .570 .667 .277 .405 .000 N 567 567 567 567 567 567 567 rta Pearson Correlation .911** 1 -.030 -.025 -.047 .025 .324** Sig. (2-tailed) .000 .478 .560 .259 .556 .000 N 567 567 567 567 567 567 567 fr Pearson Correlation -.024 -.030 1 .996** -.010 .129** -.035 Sig. (2-tailed) .570 .478 .000 .812 .002 .404 N 567 567 567 567 567 567 567 qr Pearson Correlation -.018 -.025 .996** 1 -.008 .145** -.031 Sig. (2-tailed) .667 .560 .000 .841 .001 .455 N 567 567 567 567 567 567 567 artr Pearson Correlation -.046 -.047 -.010 -.008 1 .052 -.012 Sig. (2-tailed) .277 .259 .812 .841 .217 .771 N 567 567 567 567 567 567 567 it Pearson Correlation .035 .025 .129** .145** .052 1 .031 Sig. (2-tailed) .405 .556 .002 .001 .217 .468 N 567 567 567 567 567 567 567 oigr_1 Pearson Correlation .332** .324** -.035 -.031 -.012 .031 1 Sig. (2-tailed) .000 .000 .404 .455 .771 .468 N 567 567 567 567 567 567 567 **. Correlation is significant at the 0.01 level (2-tailed). 2.上市公司绩效指标的因子分析综合因子分析KMO and Bartletts Test Kaiser-Meyer-Olkin Measure of Sampling Adequacy. .526 Bartletts Test of Sphericity Approx. Chi-Square 3.824E3 df 21 Sig. .000 Total Variance Explained Component Initial Eigenvalues Extraction Sums of Squared Loadings Rotation Sums of Squared Loadings Total % of Variance Cumulative % Total % of Variance Cumulative % Total % of Variance Cumulative % 1 2.138 30.539 30.539 2.138 30.539 30.539 2.112 30.170 30.170 2 2.007 28.676 59.215 2.007 28.676 59.215 2.017 28.807 58.977 3 1.040 14.855 74.070 1.040 14.855 74.070 1.057 15.093 74.070 4 .919 13.130 87.200 5 .803 11.471 98.670 6 .089 1.275 99.946 7 .004 .054 100.000 Extraction Method: Principal Component Analysis. 综合绩效P=30.539/74.07*F1+28.676/74.07