Analysis of Influencing Factors of Stock Return Rate

Yifei Yuan

2023

Abstract

The stock market is one of the important components of the financial market, and the stock return rate refers to the index reflecting the return level of the stock. The stock gains the favor of investors through high return rate, so it is also known as the "barometer" of the stock market. This research into the factors influencing stock returns can improve the effectiveness of the government and associated departments in decision-making, as well as the regulatory consequences, so as to help the public better predict the macroeconomic trend through the stock market. This paper uses Excel to perform multiple regression analysis to explore the linear relationship between CPI, EPU and economic cycle on stock returns. The results of the study show that EPU and stock yields change inversely, and when a recession (economic growth) occurs, stock returns fall (rise), and CPI shows a weak correlation with the dependent variable.

Paper Citation

in Harvard Style

Yuan Y. (2023). Analysis of Influencing Factors of Stock Return Rate. In Proceedings of the 1st International Conference on Data Analysis and Machine Learning - Volume 1: DAML; ISBN 978-989-758-705-4, SciTePress, pages 30-34. DOI: 10.5220/0012801600003885

in Bibtex Style

@conference{daml23,
author={Yifei Yuan},
title={Analysis of Influencing Factors of Stock Return Rate},
booktitle={Proceedings of the 1st International Conference on Data Analysis and Machine Learning - Volume 1: DAML},
year={2023},
pages={30-34},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0012801600003885},
isbn={978-989-758-705-4},
}

in EndNote Style

TY - CONF

JO - Proceedings of the 1st International Conference on Data Analysis and Machine Learning - Volume 1: DAML
TI - Analysis of Influencing Factors of Stock Return Rate
SN - 978-989-758-705-4
AU - Yuan Y.
PY - 2023
SP - 30
EP - 34
DO - 10.5220/0012801600003885
PB - SciTePress