本文对2006年中国股票市场上沪深两市的主要八个热门板块，国家支柱产业 91 支股票进行数据的收集，提取了关心的一系列指标，然后进行多元统计分析。主要使用回归分析，逐步回归，主分量分析等手段，得到了 05 年，06年股价与其主要财务指标的线性关系模型，又对这一年股价的涨幅与其主要财务指标的涨幅的线性关系进行研究，得到相应模型。最后，对8个板块的市盈率进行了单因子方差分析进行比较。通过这些分析，得到了考察股票的一些基本结论，明确了股价与每股净资产，每股收益的关系，以及影响涨幅的最主要变量是每股净资产的同比增幅。最后对所涉及的理论部分作了简要介绍，并对其中重要的定理给予证明。最后附有用到的数据及程序。

In this paper, national pillar industries 91 stock data in Shenzhen and Shanghai stock market on the main eight hot plate was collected, and analysed in multivariate statistical method,including the regression analysis, and stepwise regression, principal component analysis and other means. The linear model of relation of the stock its major financial indicators is got. Finally, the eight plate wake of the single-factor analysis of variance compared. These analysis, a study of stock some basic conclusions, with a clear price per share of the net assets, Earnings per share relationships and the impact of inflation is the most important variable in net assets per share increase over the same period last year. Finally, as part of the theory is briefly introduced, and one of the important theorem certification. Finally used with the data and procedures.