Research Article

[Retracted] Fuzzy Decision-Making Analysis of Quantitative Stock Selection in VR Industry Based on Random Forest Model

Table 3

Results of the study factor selection.

Factor typeFactor name

Profit factorNct ProfitGrow rate, Grosslneome ratio, ROE, ROA
Trading factorsvr, vol10, vol120, vol240, vol5, vol60, vol20
Fluctuation factorFiftyTwoWeekHigh, DVRAT, HBETA, skewness
Cash flow factorMoneyFlow 20, current ratio
Momentum factorMTM
Dividend factorDilutedEPS, EPS
Leverage factorEquity to asset, FixAsset ratio, BLEV
Size factorLETO, accounts PayablesT rate
Averaging factorMA10, MA120, MA20, MA5
Valuation factorPB, PE, Hurst