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Total Posts: 6
Joined: Aug 2019
Posted: 2019-10-29 05:21
lets say I am an equity analyst and I want to figure out what fundamental metrics I should use when I am analyzing an industry , I can use pca on a bunch of stocks in an industry using their fundamental data , I will use metrics like return on equity book value return on assets and so on .

My question is if I ran a pca on fundamental data from stocks in an industry what should the first and second principle component represent

thank you your help will be greatly appreciated


Total Posts: 60
Joined: Jul 2018
Posted: 2019-10-29 09:56
Hey guys!!!! Do my homework!
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