新三板上市公司绩效的综合评价

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。Correlationsrnartafrqrartritoigr_1rnaPearsonCorrelation1.911**-.024-.018-.046.035.332**Sig.(2-tailed).000.570.667.277.405.000N567567567567567567567rtaPearsonCorrelation.911**1-.030-.025-.047.025.324**Sig.(2-tailed).000.478.560.259.556.000N567567567567567567567frPearsonCorrelation-.024-.0301.996**-.010.129**-.035Sig.(2-tailed).570.478.000.812.002.404N567567567567567567567qrPearsonCorrelation-.018-.025.996**1-.008.145**-.031Sig.(2-tailed).667.560.000.841.001.455N567567567567567567567artrPearsonCorrelation-.046-.047-.010-.0081.052-.012Sig.(2-tailed).277.259.812.841.217.771N567567567567567567567itPearsonCorrelation.035.025.129**.145**.0521.031Sig.(2-tailed).405.556.002.001.217.468N567567567567567567567oigr_1PearsonCorrelation.332**.324**-.035-.031-.012.0311Sig.(2-tailed).000.000.404.455.771.468N567567567567567567567**.Correlationissignificantatthe0.01level(2-tailed).2.上市公司绩效指标的因子分析（1）上市三年来综合绩效各指标因子分析绩效各指标综合因子分析KMOandBartlett'sTestKaiser-Meyer-OlkinMeasureofSamplingAdequacy..526Bartlett'sTestofSphericityApprox.Chi-Square3.824E3df21Sig..000TotalVarianceExplainedComponentInitialEigenvaluesExtractionSumsofSquaredLoadingsRotationSumsofSquaredLoadingsTotal%ofVarianceCumulative%Total%ofVarianceCumulative%Total%ofVarianceCumulative%12.13830.53930.5392.13830.53930.5392.11230.17030.17022.00728.67659.2152.00728.67659.2152.01728.80758.97731.04014.85574.0701.04014.85574.0701.05715.09374.0704.91913.13087.2005.80311.47198.6706.0891.27599.9467.004.054100.000ExtractionMethod:PrincipalComponentAnalysis.综合绩效P=30.539/74.07*F1+28.676/74.07*F2+14.855/74.07*F3RotatedComponentMatrixaComponent123rna.946.006-.032rta.943.000-.040fr-.030.991.046qr-.024.992.056artr-.063-.111.810it.082.188.622oigr.562-.039.072（2）上市第一年绩效各指标因子分析KMOandBartlett'sTestKaiser-Meyer-OlkinMeasureofSamplingAdequacy..538Bartlett'sTestofSphericityApprox.Chi-Square781.562df21Sig..000TotalVarianceExplainedComponentInitialEigenvaluesExtractionSumsofSquaredLoadingsRotationSumsofSquaredLoadingsTotal%ofVarianceCumulative%Total%ofVarianceCumulative%Total%ofVarianceCumulative%12.09629.94429.9442.09629.94429.9442.09329.90629.90621.97228.17658.1211.97228.17658.1211.97528.21158.11731.05115.01573.1351.05115.01573.1351.05115.01873.1354.92513.21486.3495.75210.74997.0986.1762.51199.6087.027.392100.000ExtractionMethod:PrincipalComponentAnalysis.综合绩效P1=0.409435*F1+0.38526*F2+0.205305*F3RotatedComponentMatrixaComponent123rna.908-.012-.043rta.917.049-.052fr-.017.993-.006qr.014.993.015artr-.146-.009.770it.197.016.659oigr.607-.030.138（3）上市第2年综合绩效因子分析解释的总方差成份初始特征值提取平方和载入旋转平方和载入合计方差的%累积%合计方差的%累积%合计方差的%累积%12.42634.65834.6582.42634.65834.6582.32133.15533.15522.07829.68464.3422.07829.68464.3422.16930.98364.13831.00514.35178.6931.00514.35178.6931.01914.55678.6934.81411.62490.3185.6278.96099.2786.049.70299.9807.001.020100.000提取方法：主成份分析。上市第二年综合绩效p2=0.44042*F1+0.377213*F2+0.182367*F3KMOandBartlett'sTestKaiser-Meyer-OlkinMeasureofSamplingAdequacy..560Bartlett'sTestofSphericityApprox.Chi-Square1.597E3df21Sig..000RotatedComponentMatrixaComponent123rna.960-.008-.060rta.936-.033-.063fr-.051.969-.090qr-.041.971-.086artr-.049.017.965it.000.533.253oigr.718-.039.033（4）上市第3年综合绩效因子分析KMOandBartlett'sTestKaiser-Meyer-OlkinMeasureofSamplingAdequacy..484Bartlett'sTestofSphericityApprox.Chi-Square1.710E3df21Sig..000TotalVarianceExplainedComponentInitialEigenvaluesExtractionSumsofSquaredLoadingsRotationSumsofSquaredLoadingsTotal%ofVarianceCumulative%Total%ofVarianceCumulative%Total%ofVarianceCumulative%12.02128.86928.8692.02128.86928.8692.01728.81128.81121.99728.52457.3931.99728.52457.3932.00128.58057.39231.06015.14072.5331.06015.14072.5331.06015.14172.5334.94613.52186.0545.90912.98599.0396.067.95699.9947.000.006100.000ExtractionMethod:PrincipalComponentAnalysis.上市第三年综合绩效p3=0.398012*F1+0.393255*F2+0.208733*F3RotatedComponentMatrixaComponent123rna.967.010-.023rta.963.012-.027fr-.013.999.000qr-.0101.000.006artr.000-.026.726it.045.031.727oigr.390-.022.055ExtractionMethod:PrincipalComponentAnalysis.RotationMethod:VarimaxwithKaiserNormalization.a.Rotationconvergedin3iterations.3.有无私募投资公司上市三年来的绩效比较（1）有无私募投资公司上市三年综合绩效比较组统计量peN均值标准差均值的标准误(综合绩效)0417-.0280817.64963870.031812941150.0780672.42573418.03476105(上市第一年综合绩效)0139-.0328255.60898840.05165372150.0912549.56420726.07979096(上市第二年综合绩效)0139-.0369820.66354429.05628109150.1028100.40382003.05710878（上市第三年综合绩效）0139-.0115.66520.05642150.0320.34741.04913独立样本检验方差方程的Levene检验均值方程的t检验差分的95%置信区间FSig.tdfSig.(双侧)均值差值标准误差值下限上限(综合绩效)假设方差相等.309.578-1.862565.063-.10614891.05700883-.21812403.00582622假设方差不相等-2.253402.091.025-.10614891.04712106-.19878331-.01351450(上市第一年综合绩效)假设方差相等.093.760-1.259187.210-.12408034.09854480-.31848272.07032205假设方差不相等-1.30592.883.195-.12408034.09505106-.31283603.06467535(上市第二年综合绩效)假设方差相等1.188.277-1.398187.164-.13979207.09998987-.33704519.05746106假设方差不相等-1.743142.629.083-.13979207.08018088-.29828850.01870437（上市第三年综合绩效）假设方差相等.757.385-.441187.660-.04349.09869-.23818.15121假设方差不相等-.581162.877.562-