Factor Analysis and Evaluation on a Foundation of Comprehensive Performance of Listed Companies

In order to evaluate listed companies´ comprehensive performance and formulate investment strategy, this paper establishes evaluation index system of listed companies´ comprehensive performance according to the combining principle of scientific characteristic and rational characteristic, objective characteristic and advisable characteristic. Meanwhile by using factor analysis method the paper establishes factor score model of comprehensive performance, and profitability, growth ability, debt paying ability and capital structure, the paper realizes scientific evaluation of listed companies´ comprehensive performance. By computation factorial score of profitability and growth ability, debt paying ability, capital structure, stock rotation ability, recycle cash ability, it will provide scientific reference for investor to formulate investment decision.