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Un essai de classification de titres boursiers fondée sur l'analyse factorielle

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  • Bernard Zarca

Abstract

[fre] Cent soixante deux litres boursiers (observations) ayant été repérés par 9 caractéristiques boursière:; et 7 caractéristiques économico-financières des sociétés qui les émettent (16 variables en tout), on a essayé d'élucider les relations entre ces deux groupes de variables et de classer les observations en utilisant une méthode clé traitement de données quantitatives rnulti-dnnensionnelles, l'analyse factorielle en composantes principales de la matrice clé corrélation des rangs des variables, dont on a souligné la souplesse d'utilisation.. En effet, aucune hypothèse de distribution n'est faite et cependant des tests non paramétriques importants sont possibles qui permettent d'affirmer que la réduction, par projection, de données multi-dimensionnelles à des données bi-dimensionnelles facilement analysables, est licite.. Des indications sont données sur le développement possible de l'étude qui reste un essai méthodologique d'exploration d'un champ nouveau. [eng] Each one of a set of one hundred and sixty two french stock is defined by its values in sixteen variables. Nine of them characterize its position in the Paris stock Exchange. The seven last ones characterize the Economy of the firm wich issues it.. We analyse the relations existing between the two groups of variables and we try to classify the stock by using a inultivariate statistical technique : principal compoiients. No hypothesis is made on the distribution of the different variables. We use rank correlation coefficients, which allows us to test the significativity of the classification obtained by projection of the data on a bi-dimensional subspacc of the initial 16-dimensional space of observations.. Some issues of the study are given in fine.

Suggested Citation

  • Bernard Zarca, 1970. "Un essai de classification de titres boursiers fondée sur l'analyse factorielle," Revue Économique, Programme National Persée, vol. 21(2), pages 272-294.
  • Handle: RePEc:prs:reveco:reco_0035-2764_1970_num_21_2_407915
    DOI: 10.3406/reco.1970.407915
    Note: DOI:10.3406/reco.1970.407915
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