KR20220074176A - Enterprise analysis using finance big data analysis and investment portfolio optimization system and method - Google Patents

Abstract

A system and method for company analysis and investment portfolio optimization using financial big data analysis are disclosed. A system and method for corporate analysis and investment portfolio optimization using financial big data analysis collects data related to corporate finance and accounting (financial statements, balance sheet, income statement, and sales slip), checks the company's base/asset/liabilities, and Real-time information related to financial big data analysis that analyzes company sales, technology value evaluation of intellectual property rights products (marketability/business feasibility evaluation), corporate value evaluation of company assets/capital/liabilities/corporate manpower and sales, and investment portfolio construction By establishing a system that analyzes/evaluates with
The company analysis and investment portfolio optimization system using financial big data analysis collects corporate finance and accounting, products and technology, company information, product manufacturing cost, production/product shipment/distribution/sales management data, stock price asset value Ratio (PBR), price to sales ratio (PSR), price to operating profit ratio (POR), price to cash flow ratio (PCFR), price to earnings ratio (PER), return on equity (ROE), return on assets (ROA), dividend yield (Div) A company that provides real-time enterprise valuation using a single indicator or a combination of indicators including at least one of (Div), an investment portfolio consisting of a single indicator or a combination of indicators, and provides an investment portfolio performance analysis, risk analysis, and investment decision-making system analysis and investment portfolio optimization system; and a user terminal connected to a wired/wireless communication network in the enterprise analysis and investment portfolio optimization system.

Description

Enterprise analysis using finance big data analysis and investment portfolio optimization system and method

The present invention relates to a company analysis and portfolio system, and more specifically, financial big data analysis that collects data related to corporate finance and accounting, confirms the company's base/assets/liabilities, and analyzes the company's sales, Business analysis and investment portfolio optimization using financial big data analysis by establishing a system that analyzes and evaluates information related to technology value evaluation, asset/capital/liabilities/corporate manpower and sales in real time, and information related to investment portfolio construction It relates to systems and methods.

Company analysis uses financial statements, balance sheets, and income statements as the financial and accounting data of a company.

A company's financial statements (financial reports) are documents that indicate a company's financial position or business performance, and can provide information on the current status of a company's assets, liabilities, and capital at a certain point in time. By comparing the financial statements at the beginning of the fiscal year with the financial statements at the end of the fiscal year, it is easy to understand the change in the company's financial ratio.

The balance sheet evaluates the company's stability and asset efficiency,

An income statement is an easy way to measure a company's operating performance.

Recently, the frequent occurrence of false and insolvent corporate financial statements is having a negative impact on the government, financial institutions and general investors.

Therefore, it is necessary to research and develop a corporate financial risk analysis and diagnosis system that can diagnose a company's financial insolvency concerns identified in the process of preparing financial statements and increase the value of the company by prescribing it based on the diagnosis result.

As a related prior art 1, Patent Publication No. 10-2000-0054330 (published on September 05, 2000), "Intelligent company analysis web system that optimizes the value evaluation model by variable interlocking basic data" is disclosed, In evaluating the value of individual companies on the Internet Web, a method for rationally deriving analysis results is provided by substituting a variable interlocking database that considers the market and economic conditions at the time of analysis into the intelligent evaluation model.

In order to perform three-dimensional and holistic analysis of individual companies on the web, a variable interlocking database that is substituted into variables according to condition values, an intelligent analysis model that evaluates the relative value, absolute value, growth potential, profitability, and safety of a company, and users It consists of a similar company classification screen and a technical glossary to provide convenience.

The economic and market conditions are rapidly changing like these days, and in particular, there are many difficulties in analyzing the value of high-tech companies with Internet and biotechnology. Accordingly, the present invention enables investors to make smarter investment decisions by systematically analyzing a vast amount of information about a company on the Internet.

In the intelligent enterprise analysis web system, the step of the user inputting company data into the variable interlocking database (N2), the intelligent analysis model (N3) of the data input from the variable interlocking database (N2) according to various economic indicators The step of substituting into , adding the changed part to the technical glossary (N6), the step of performing the analysis according to each model in the intelligent analysis model (N3), and the step of analyzing the analyzed data again with the relative value analysis (N4) and the absolute We provide a system for feedback (N7) to the user, including the stage of value analysis (N5) and the technical terminology dictionary.

A method of rationally deriving analysis results (N7) is used by substituting a variable interlocking database (N2) that considers the market and economic conditions at the time of analysis to the intelligent evaluation model for the value of individual companies on the Internet Web. .

A variable interlocking database (N2) that is substituted into variables according to condition values to perform three-dimensional and total analysis of individual companies on the web, and an intelligent analysis model ( N3), and a similar company classification screen (N4) and a technical glossary (N6) to provide user convenience.

The similar company classification screen (N4) is largely classified into information technology, biotechnology, environmental engineering, etc.

The variable interlocking database (N2) allows users to use corporate financial data (D01), business management data (D02), market research data (D03), industry analysis data (D03), according to macroeconomic indicators (i01) and microeconomic indicators (i02). D04), when a correction value is input to a part requiring correction, the intelligent analysis model (N3) accepts it as a variable, and among them, the changed part is added to the technical term dictionary (N6).

The intelligent analysis model (N3) analyzes them according to the Multiplier model (M01), the high-speed growth model (M02), the DCF model (M03), the Consensus Valuation (M04), and the Consensus Prospect (M05) to analyze the relative value (N4). ) and absolute value analysis (N5), and finally the result is displayed on the screen (N7) and delivered to the user.

As a related prior art 2, "a company doctoring system based on financial analysis" is registered in Patent Registration No. 10-1773764.

It relates to a company doctoring system based on financial analysis that analyzes the financial statements of the investment target company before investment and extracts bad transaction items, and analyzes and provides the insolvency state of the company based on the extracted bad transaction items. It is equipped with a management service program, and in response to a request for financial management service according to membership registration, the general information of the company provided at the time of membership registration and corporate accounting information (ledger for each account) provided from the management server 300 of the accounting and tax firm are uploaded. Extracts data on insolvent items and abnormal transactions of the company, generates and provides information on the company’s insolvent management based on the extracted data on insolvent items and abnormal transactions, FAD service server 100 for giving a reliability rating; A plurality of company management servers 200 to request financial management service after membership registration to the FAD service server 100, and to receive information about the state of bad management of a company provided in response to the financial management service request; And in response to the request of the FDA service server 100, a plurality of accounting and tax firm management servers for providing accounting information of the company (300); and a user terminal 400 equipped with a financial management service application for receiving and checking the management analysis data provided by the FAD service server 100 regardless of location and time.

The FAD service server 100 provides a corporate data generation interface screen, a reliability verification service page of financial statements, a corporate financial risk analysis service page, a post-financial after-care service page, and a user-selected report creation service page,

The FAD service server 100 provides a new risk DB creation icon through the corporate data creation interface screen, and supports to form the corporate risk DB 900 by clicking the new risk DB creation icon, When the create new risk DB icon is clicked by the administrator's manipulation, a pop-up window confirms a message confirming whether to create a new risk DB, and supports the already created risk DB 900 not to be initialized,

The FAD service server 100 receives the ledger data for each account through the accounting and tax firm management server 300 having the ledger data for each account of the company, and outputs it through the corporate data creation interface screen, and the master account subject code DB Read the master account subject code from (1000) and output it through the company data creation interface screen, derive the company code from the uploaded ledger data for each account, and map the master account subject code and company code to create basic data for each company and provide the balance and transaction data of each account by account category and transaction.

The reliability verification service page of the financial statements provides CVS main menu items, revised financial statements menu items, and rating menu items,

When the CVS main menu item is selected by the user's operation, the FAD service server 100 provides an input interface screen for entering the analysis target company name and the corresponding year, and the analysis target company does not comply with the accounting principle for the corresponding year By extracting transaction information and generating summary information, the revised journal entries are reflected in each item of debit and credit of the balance sheet,

When the revised financial statement menu item is selected by the user's operation, the financial statement information with the revised journal entry is read from the DB for the revision required for each account item and provided on the screen, and the major revision journal entry information is summarized and , create summary information on equity capital and net income,

When the rating menu item is selected by the user's operation, the financial statement information on which the revision is required for each account item is read from the DB, and the total assets and the amount of the revised journal are separately provided, and the revised journal is provided. It provides the volatility of net income according to the

First, it is judged whether the reliability of the above financial statements is in violation of the general principles of financial statements and the standards for preparing financial statements. ratings are given by analyzing the impact on

The corporate financial risk analysis service page provides a menu item for extracting non-performing assets, a menu item for extracting suspicious transaction data, and a menu item for extracting loss transaction data,

When the menu item for extracting non-performing assets is selected by the user's operation, the same transaction structure as the insolvency transaction journal DB is extracted, and the target is extracted by comparing summary, customer, account item, and amount as a keyword for occurrence of insolvency, and the amount and Provides a service page for providing data on extraction of suspected bad assets in which data tables and summary text entries are displayed by mutually overlapping checks,

When the menu item for extracting suspicious transaction data is selected by the user's manipulation, the transaction and suspicious transaction information matching the abnormal transaction keyword DB are extracted, and the sum and name are double-checked by searching for the summary and subject with the abnormal keyword. providing an extraordinary transaction data provision service page in which a transaction data table and summary text entries are displayed;

When the menu item for extracting loss transaction data is selected by the user's manipulation, transaction information that causes loss to the company, loss transaction information due to poor management, information on expenses incurred due to unnecessary transactions, overdue, penalty, and delay compensation information are displayed. Provides a service page for providing insolvent transaction data in which a table of insolvent transaction data and summary text entries are displayed by extracting, searching for briefs and subjects with insolvent keywords, and double checking the amount and name,

The post-management service page after financial support provides a menu item for comparing period financial fluctuations and operating balance, and a comprehensive menu item for risk review,

When the above-mentioned period financial change and operating balance comparison menu item is selected by the user's operation, period debit and credit data are extracted to analyze period volatility for all ledger accounts for the selected period, and debit and credit data are extracted for each period Cross-check the cash flow by comparing the increase and decrease in the balance sheet, and cross-check whether the necessary funds are for business, asset collection, or debt increase. And it is characterized in that it provides a direct comparison service page of the business balance.

Accordingly, it is effective to accurately evaluate the business performance of an investment company.

As the related prior art 2, Patent Publication No. 10-2016-0038147 "Enterprise value evaluation system and method" is disclosed.

The corporate valuation system includes: an information collection unit for collecting corporate financial information; a factor extraction unit for extracting factors for evaluating operating profit, investment safety, and stock price of each company from the financial information; a factor analysis unit that generates a chart representing the numerical change according to the period of the extracted factors, and assigns a score according to the numerical value, thereby calculating an operating profit score, an investment safety score, and a stock price undervaluation rate score; and an investment strategy analysis unit that calculates an investment score quantifying the investment value of each company by adding weights to the operating profit score, the investment safety score, and the stock price undervaluation rate score and adding them together.

(1) Overseas Status

The efficient market hypothesis defines that the current stock price can explain the intrinsic value of a firm because the available information is sufficiently reflected in the price. According to the hypothesis, it was concluded that there is no economic reward that can be obtained through basic analysis as all of the previously disclosed accounting information and financial information are reflected in the corporate value.

There are still conflicting arguments against the question of “Do prices really reflect accounting and financial information in the financial market?” ) is called

A market anomaly is a phenomenon in which the expected return of a stock price does not follow a random walk but has a certain regularity. As a representative evidence for this, there is a study on the predictability of future stock prices using stock prices, accounting information, and financial information.

Fama and French (1995) verified that a company's book-to-market ratio (BM) can achieve market excess returns, and Basu (1983) found that the price to earnings ratio (PE) ) to prove that market excess returns can be obtained. An investment strategy that has outperformed the market consists of a portfolio of undervalued companies, many of which trade below their intrinsic value.

Jegadeesh and Titman (1993) prove short-term stock price predictability through stock momentum. DeBondt and Thaler (1985), et al., proved long-term stock price predictability through the reversal of stock price overreaction. This study proved that the predictability of future stock prices exists through the movement of past stock prices in common.

Most of the studies on the anomaly and future return predictability discussed above were conducted in the United States and major developed countries in the 1990s or before, and the research methods are also limited to a small number of single financial ratios.

(2) Current status in Korea

Just because you think capital markets are efficient doesn't mean they are perfectly efficient in reality. In fact, many empirical studies conducted so far raise many questions about the efficiency of the capital market. In particular, market anomalies are representative evidence of inefficiency in the capital market. Market anomaly is a general term for various stock price fluctuation patterns that show the inefficiency of the reflection process of market information, not just one specific characteristic of the market price. For example, the January effect, mean regression, market overreaction, volatility puzzle, asset stock premium, price/earnings ratio effect, and scale effect. Most of these are the fact that the expected return of stocks does not follow a random walk but fluctuates with a certain regularity. Therefore, it is possible to predict future stock price movements to some extent by using these anomalies. The representative evidence is a study on the predictability of future stock prices using accounting information.

Through financial and accounting research papers, it has been verified that a company can obtain a market excess return through the price to book ratio, and it is possible to obtain a market excess return using the price to earnings ratio. proved that there is On the other hand, according to a research paper by Choi, Kim, and Oh (2017), it was reported that investment strategies that obtained excess returns in the market often consist of portfolios of undervalued companies that are commonly traded below their intrinsic value.

Next, there are a number of studies that show that future returns can be predicted using past rate of return patterns. It has been demonstrated that excess returns can be obtained through a reverse-thinking investment strategy of buying stocks whose stock price has recently fallen significantly and conversely, not purchasing stocks with high stock prices. As a study on long-term stock price predictability, the result that an excess return can be obtained by investing using market participants' market overreaction was verified. They defined this stock price reversal as a phenomenon of the stock market's overreaction to information and questioned the effectiveness of the market. Many researchers also argue that systematic errors that financial analysts make when forecasting markets are the main cause as evidence of market anomalies. Financial analysts have argued that over time, stocks that have performed well recently are overvalued and stocks that have recently performed poorly are undervalued. Conversely, it cannot be concluded that the capital market will be inefficient in spite of these various market anomalies. There is still debate depending on the point of view.

Most of the studies on the anomaly of the capital market and the predictability of future returns reviewed above were conducted in the United States and major advanced countries in the 1990s or before, and the research methods are also limited to a single financial ratio. Whether such predictability of returns appears in the Korean financial market is an interesting research topic.

There are limitations to real-time analysis/evaluation/building of information related to corporate value evaluation and investment portfolio construction from various data related to corporate finance and accounting. is being demanded

Patent Publication No. 10-2000-0054330 (published on September 05, 2000), "Intelligent corporate analysis web system that optimizes the value evaluation model by variable interlocking basic data", Koh Woong Patent Publication No. 10-2016-0038147 (Registration Date: April 07, 2016), "Corporate Valuation System and Method", Korea Investment Education Research Institute Co., Ltd. Patent registration number 10-1773764 (registration date August 28, 2017), "Corporate doctoring system based on financial analysis", Jidam Lab Co., Ltd.

An object of the present invention to solve the above problems is to collect data related to corporate finance and accounting (financial statements, balance sheets, income statements, sales slips), check the base/assets/liabilities of the company, and analyze the sales of the company A system that analyzes and evaluates information related to financial big data analysis, technology value evaluation of intellectual property products (marketability/business feasibility evaluation), corporate value evaluation of corporate assets/capital/liabilities/corporate manpower and sales, and investment portfolio construction in real time to provide a company analysis and investment portfolio optimization system using financial big data analysis.

Another object of the present invention is to provide a company analysis and investment portfolio optimization method using financial big data analysis.

In order to achieve the object of the present invention, the company analysis and investment portfolio optimization system using financial big data analysis is, It collects management data and collects stock price asset-value ratio (PBR), price-to-sales ratio (PSR), price-to-earnings ratio (POR), price-to-cash flow ratio (PCFR), price-to-earnings ratio (PER), return on equity (ROE) , real-time enterprise valuation using a single or combined index including one or more of Return on Assets (ROA) and Return on Dividend (Div), providing an investment portfolio composed of a single or combined index, and analyzing investment portfolio performance and risk , a company analysis and investment portfolio optimization system that provides an investment decision-making system; and a user terminal connected to a wired/wireless communication network in the enterprise analysis and investment portfolio optimization system.

In order to achieve another object of the present invention, the company analysis and investment portfolio optimization method using financial big data analysis is, (a) the company analysis and investment portfolio optimization system is the National Tax Service server, the accounting tax corporation server, the financial institution server, the company collecting corporate financial and accounting information, product and technical intellectual property information, corporate information, product manufacturing cost, and production/product shipment/distribution/sales management data related to the server, credit rating agency server; (b) The above company analysis and investment portfolio optimization system determines the price to asset value ratio (PBR), price to sales ratio (PSR), price to operating profit ratio (POR), price to cash flow ratio (PCFR), price to earnings ratio (PER), Return on equity (ROE), return on assets (ROA), dividend yield (Div) comprising the steps of real-time enterprise value evaluation using a single index or a combined index including one or more providing to a user terminal; and (c) the company analysis and investment portfolio optimization system providing an investment portfolio composed of a single index or a combined index to the user terminal, and storing and managing information of the investment portfolio performance analysis, risk analysis, and investment decision-making system includes

The company analysis and investment portfolio optimization system and method using financial big data analysis of the present invention collects data related to corporate finance and accounting, checks the company's assets/assets/liabilities, and analyzes the company's sales , Enterprise analysis using financial big data analysis by establishing a system that analyzes/evaluates information related to technology value evaluation of intellectual property products, asset/capital/liabilities/corporate manpower and sales, and investment portfolio construction in real time and investment portfolio optimization system.

Through the development and application of an automated financial big data analysis system using financial engineering and fintech technology, it is expected to contribute to corporate analysis and investment portfolio management, advancement, and professionalism.

From a technical point of view, 1) a portfolio optimization system is established through ranking or percentile aggregation by company sector, 2) a system that can evaluate real-time corporate values and check rankings within listed companies, 3) consistently and stable performance in the financial market Build a portfolio system that derives

From an economic point of view, it will reduce the IT operation and management costs of fintech-specialized companies such as asset management.

From a social point of view, it became possible to cultivate field-oriented talents capable of corporate analysis and investment portfolio composition based on knowledge of business administration, financial management, accounting, and engineering knowledge required in the field of fintech technology.

1 is a configuration diagram of a corporate doctoring system based on a conventional financial analysis.
2 is a diagram illustrating an example of a corporate general information input interface screen.
3 is a configuration diagram of a company analysis and investment portfolio optimization system using financial big data analysis according to the present invention.
4 is a screen showing a single index empirical analysis using financial big data analysis and a combined index for company analysis and investment portfolio optimization using financial big data analysis according to an embodiment of the present invention.

Hereinafter, a preferred embodiment of the present invention will be described in detail with reference to the accompanying drawings, the configuration and operation of the invention. In the description of the present invention, if it is determined that a detailed description of a related known function or known configuration may unnecessarily obscure the subject matter of the present invention, the detailed description thereof will be omitted. In addition, when the accompanying drawing numbers indicate the same configuration, the same reference numbers are given in different drawings.

Company analysis and investment portfolio optimization system and method using financial big data analysis of the present invention collects data related to corporate finance and accounting (financial statements, balance sheet, income statement, sales slip) Financial big data analysis to check and analyze company sales, technology value evaluation of intellectual property products (marketability/business feasibility evaluation), corporate value evaluation of company assets/capital/liabilities/corporate manpower and sales, and investment portfolio construction We provide a system and method for company analysis and investment portfolio optimization using financial big data analysis by building a system that analyzes/evaluates information in real time and optimizes the investment portfolio of an investment target company.

3 is a configuration diagram of a company analysis and investment portfolio optimization system using financial big data analysis according to the present invention.

Company analysis and investment portfolio optimization system using financial big data analysis

Collects corporate finance and accounting, product and technology, company information, product manufacturing cost, production/product shipment/distribution/sales management data (POR), price-to-cash flow ratio (PCFR), price-to-earnings ratio (PER), return on equity (ROE), return on assets (ROA), dividend yield (Div) using a single or combined index a company analysis and investment portfolio optimization system 700 that provides a real-time enterprise value evaluation/comparative analysis, an investment portfolio composed of a single index or a combined index, and provides an investment portfolio performance analysis and risk analysis, and an investment decision-making system; and

The enterprise analysis and investment portfolio optimization system 700 includes user terminals 910 , 920 , and 930 connected to a wired/wireless communication network.

In addition, the company analysis and investment portfolio optimization method using financial big data analysis of the present invention is the company analysis and investment portfolio optimization method using financial big data analysis, (a) the company analysis and investment portfolio optimization system is configured with the National Tax Service server and By accessing the accounting and tax corporation server, financial institution server, corporate server, and credit rating agency server, corporate financial and accounting information related to the company, product and technical intellectual property information, company information, product manufacturing cost, production/product delivery/distribution/sales collecting management data; (b) The above company analysis and investment portfolio optimization system determines the price to asset value ratio (PBR), price to sales ratio (PSR), price to operating profit ratio (POR), price to cash flow ratio (PCFR), price to earnings ratio (PER), Return on equity (ROE), return on assets (ROA), dividend yield (Div) comprising the steps of real-time enterprise value evaluation using a single index or a combined index including one or more providing to a user terminal; and (c) the enterprise analysis and investment portfolio optimization system provides an investment portfolio composed of a single index or a combined index to the user terminal, and the analyzed investment index (a company's financial risk score, a company's manufacturing cost and daily/week/ It includes the step of storing and managing information of investment portfolio performance analysis and risk analysis, and investment decision-making system according to monthly/quarter/year sales and operating profit, investment safety, and investment risk).

The user terminal uses any one of a PC 910, a smart phone 920, or a tablet PC 930, and in the case of a smart device, a corporate analysis and investment portfolio App is installed.

The company analysis and investment portfolio optimization system is

Collect corporate financial and accounting data and corporate analysis data, establish a single financial indicator/combined financial indicator corporate value evaluation model through data mining and big data analysis, and prepare an investment portfolio system using a single financial indicator/combined financial indicator .

The company analysis and investment portfolio optimization system 700 is

a web server 701 connected to the user terminals 910, 920, and 930 through a wired/wireless communication network;

a control unit 702 connected to the web server 701;

a member management unit 703 connected to the control unit 702 and managing member information;

a user authentication unit 704 connected to the control unit 702 and connected to an authentication server to authenticate with a public certificate or use ID/Passwd to authenticate a user;

It is connected to the control unit 702, and is linked to the National Tax Service server, the accounting and tax corporation server, the financial institution server, and the corporate server. Collecting accounting data, company information including product and technology, capital and debt/manpower composition/monthly sales information, product manufacturing cost, production/product shipment/distribution/sales data, and stock price information in the case of listed companies a data collection unit 705 that collects ;

It is connected to the control unit 702, classifies the company type, analyzes the insolvency state of the company according to the insolvent transaction items extracted by analyzing the financial statements of the investment target company, and stock price asset value based on the financial accounting analysis of the company Ratio (PBR), price to sales ratio (PSR), price to operating profit ratio (POR), price to cash flow ratio (PCFR), price to earnings ratio (PER), return on equity (ROE), return on assets (ROA), dividend yield (Div) an enterprise value evaluation unit 706 that provides a real-time enterprise value assessment using a single index or a combined index including one or more of;

It is connected to the control unit 702 and provides real-time corporate value evaluation based on the company's financial accounting analysis, technical value evaluation of intellectual property products, real estate assets, capital / liabilities, manpower, and business analysis information including sales analysis. a big data analysis unit 707 that provides financial management analysis, daily/weekly/monthly/quarterly/yearly corporate sales analysis;

Connected to the control unit 702, real-time enterprise value evaluation based on the company's financial and accounting analysis, intellectual property technology value evaluation of products and technologies, capital and manpower, and production/consumption sales analysis compared to manufacturing cost. After analyzing the risk level of the company with risk, the stock price information of the company, and the industry and market technology trend analysis, before investing in the company, the investment portfolio information consisting of a single index or a combined index is provided, and the investment portfolio performance after the investment an investment portfolio analysis unit 708 that provides analysis and risk analysis and provides investment portfolio information;

It is connected to the control unit 702, and the company analysis data and the analyzed investment index (financial risk of the company, manufacturing cost of the company and sales and operating profit by day/week/month/quarter/year, investment safety, investment risk) Score) is quantified as an amount and score to provide statistical information, and the company's current sales situation and future sales are predicted, and data is visualized in the form of a line graph/bar graph/pie chart/scatter diagram to visualize on the screen as numbers and graphs. and a decision-making system 709 for making the decision of the investment company; and

A company information DB 710 connected to the control unit 702 and storing company information and company analysis information, a financial accounting DB 711 for storing financial accounting information for each company, and investment information for each company (investor, investment amount) , an investment period, and an investment information DB 712 for storing the return on investment).

At the time of company analysis, if the amount of real estate assets held by the company exists according to the company's credit rating at the time of company analysis and the technology value evaluation score of the product possessing industrial property is high (industry analysis, the future market even if there is no immediate sales) Competitive products) The investment safety score is scored by giving a relatively high weight to the company's additional points. At the same time, the investment risk score decreases.

Conversely, if there is a significant amount of debt held by the company according to the credit rating of the company, and the technology valuation score of the product with industrial property rights is relatively low (industry analysis, product with insufficient market competitiveness), the investment safety score is The company's points are deducted. At the same time, the investment risk score increases.

4 is a screen showing a single index empirical analysis using financial big data analysis and a combined index for company analysis and investment portfolio optimization using financial big data analysis according to an embodiment of the present invention.

Company analysis is evaluated by collecting: Investment portfolio optimization collects corporate financial and accounting data and corporate analysis data with minimal cost and effort, and builds single financial indicator/combined financial indicator enterprise value evaluation model through data mining and big data analysis, single financial indicator/combined financial By using indicators to build an investment portfolio system, and to optimize a company's investment portfolio, the company's investment process is efficiently maximized.

(1) Real-time enterprise valuation using financial big data analysis

- Establishment of a single financial indicator/combined financial indicator corporate value evaluation model

(2) Development of investment portfolio building system using financial big data analysis

- Build an investment portfolio using a single financial indicator/combined financial indicator

- When synthesizing combined financial indicators, it is optimized by ranking and then summing

(3) Establishment of a decision support system for companies that need real-time corporate value evaluation and portfolio composition

* Set a single indicator for real-time enterprise value evaluation

Price-to-asset-to-value ratio (PBR)

Price-to-sales ratio (PSR)

Price to Operating Profit Ratio (POR)

Price-to-Cash Flow Ratio (PCFR)

In addition to the price-earnings ratio (PER), return on equity (ROE), return on assets (ROA),

Dividend Yield (Div)

* Combination of set indicators

Price-asset-value ratio + price-to-sales ratio

Price-to-asset value ratio + stock price operating profit ratio

Price Asset Value Ratio + Price Cash Flow Ratio

Price-to-asset-value ratio + price-to-sales ratio + stock-to-cash flow ratio

Price-Asset Value Ratio+Price Sales Ratio+Price-Cash Flow Ratio+Price Earnings Ratio

Price-Asset Value Ratio+Price Sales Ratio+Price-Cash Flow Ratio+Price Earnings Ratio

Various other combined indices (cumulative abnormal average return compared to the KOSPI index, company stock price, book to market ratio, etc.) can be created

In addition, various combined indicators required for company analysis include the KOSPI index and the cumulative abnormal average return, the company's stock price, and the book to market ratio.

In addition, the book to market ratio (BM) may be further considered. It is the book value of a company divided by its market value. For reference, Penman (1996) defined the future profit estimated by the market based on current information by dividing it by the future profit that can be obtained through the information embedded in the book value. In other words, it is a measurement that shows the level of excess profit of the future profit expected in the market compared to the settlement profit based on past profit. A company's current stock price net stillbirth ratio is smaller than 1, indicating that it is undervalued, and a value greater than 1 means that the present value of expected future earnings, that is, the stock price, is high compared to the book value.

* Method of synthesizing established binding indicators

Combined based on the percentage for each indicator

Combining the order by ranking by each indicator and summing them up

Portfolio composition optimization possible through combination indicators

* Analysis and response

Portfolio performance analysis composed of single/combined indicators

Portfolio risk analysis composed of single/combined indicators

Price Book-Value Ratio (PBR) PBR = stock price/net assets per share, the ratio of stock prices divided by book value per share (BPS), which compares stock prices with net assets per share. In other words, it is an index that measures how many times the stock price is traded per share compared to net assets (the sum of capital, capital surplus, and retained earnings).

Net worth is the amount after deducting liabilities (current liabilities + fixed liabilities) from total equity or assets on the balance sheet. The book value refers to the value of assets that shareholders can receive dividends upon liquidation of the company. Therefore, PBR is a measure of judging stock prices in terms of financial contents.

If PBR is 1, the stock price at a specific point in time and the company's net assets per share are the same. The lower the number, the lower the company's asset value is in the stock market. In other words, if the PBR is less than 1, it means that the stock price is less than the net asset value (liquidation value) on the book.

PBR is also called stock price/net asset ratio because it is usually expressed as a multiple by dividing the stock price by the net assets per share shown in the most recent financial statements.

The Price Selling Ratio (PSR) is an index divided by PSR = stock price/sales per share and stock price by sales per share. The lower the PSR, the more undervalued it is.

The price to operating profit ratio (POR) is the market capitalization of a company divided by its operating profit.

The price to cash flow ratio (PCFR) is an indicator of how many times the stock price corresponds to the cash flow per share. The PCFR indicator is known to compensate for the shortcomings of PER. For example, a company that has good performance and has actively invested in facilities will increase its depreciation cost. As a result, the increase in facility investment will curb recent profits.

PCFR (Price Cash Flow Ratio) = stock price ÷ cash flow per share

Cash flow per share = Operating cash flow ÷ Number of outstanding shares

When the stock price falls, the PCFR goes down, and when the cash flow per share goes up, the PCFR goes down.

The price earning ratio (PER) refers to the value obtained by dividing the stock price of a specific company currently traded in the market by its earnings per share, and is referred to when making investment decisions or investing in stocks. P/E is used as a useful indicator to estimate which company's stock value and overall stock market value are overvalued.

Return on Equity (ROE) is calculated as ROE = net income ÷ equity capital) × 100, and it is an indicator that reflects how efficiently the operation of equity capital is performed, and is expressed as the ratio of period profit to equity capital. Ordinary income, net income before tax, and net income after tax are used as period income, and in the stock market, return on equity tends to be reflected in stock prices, so it is often used as an investment indicator.

ROE is a representative profitability indicator that shows how much a company has earned in one year using its equity capital (shareholder equity), and it indicates management efficiency. If the ROE is 10%, it means that you made a profit of 100 million won when you invested 1 billion won in capital, and if the ROE is 20%, it means that you made a profit of 200 million won when you invested 1 billion won of capital.

Therefore, a high ROE means that the company has conducted efficient business activities by generating a large amount of net profit compared to its equity capital. Therefore, the higher this figure, the higher the return on investment for stock investors.

It is also referred to as the return on equity capital, which is a measure of a company's ability to generate profits, which indicates the extent to which the manager uses the capital invested in the company to make a profit. ROE is calculated by dividing a company's net income by its equity capital and then multiplying it by 100. For example, if the return on equity is 10%, it means that if a shareholder invested 1,000 won at the beginning of the year, he made a profit of 100 won at the end of the year.

Return on Assets (ROA) is a number obtained by dividing a company's net income by its total assets, and is an indicator of how efficiently a specific company has managed its assets. It is an indicator to measure.

It is a number calculated by dividing a company's net profit for a certain period by its total assets, and indicates how efficiently a specific company has managed its assets. In financial institutions, it refers to an indicator of how efficiently a specific financial institution has managed its total assets, and it indicates how much net profit a financial institution has actually generated by managing its assets in loans and securities.

Dividend yield ratio (Div) is Div = (dividend/share price)x100(%),

Usually, an investment company invests in a company with a dividend yield (Div) of a listed company in the top 30% by referring to the company's sales ratio.

Company analysis and investment portfolio optimization system and method using financial big data analysis of the present invention collects data related to corporate finance and accounting (financial statements, balance sheet, income statement, sales slip) Financial big data analysis to check and analyze company sales, technology value evaluation of intellectual property products (marketability/business feasibility evaluation), corporate value evaluation of company assets/capital/liabilities/corporate manpower and sales, and investment portfolio construction A system for analyzing/evaluating information in real time was established and the investment portfolio of the investment target company was optimized to provide a company analysis and investment portfolio optimization system using financial big data analysis.

Through the development and application of an automated financial big data analysis system using financial engineering and fintech technology, it is expected to contribute to corporate analysis and investment portfolio management, advancement, and professionalism.

From a technical point of view, 1) a portfolio optimization system is established through ranking or percentile aggregation by company sector, 2) a system that can evaluate real-time corporate values and check rankings within listed companies, 3) consistently and stable performance in the financial market Build a portfolio system that derives

From an economic point of view, it will reduce the IT operation and management costs of fintech companies such as asset management.

From a social point of view, it has become possible to cultivate field-oriented talents capable of corporate analysis and investment portfolio composition based on knowledge of business administration, financial management, accounting, and engineering knowledge required in the field of fintech technology.

Embodiments according to the present invention may be implemented in the form of program instructions that can be executed by various computer means and recorded in a computer-readable recording medium. The computer-readable recording medium may include program instructions, data files, and data structures alone or in combination. Computer-readable recording media include storage, hard disks, magnetic media such as floppy disks and magnetic tapes, optical recording media such as CD-ROMs and DVDs, and magnetic media such as floppy disks. A hardware device configured to store and execute program instructions in a magneto-optical media, and a storage medium such as ROM, RAM, flash memory, and the like may be included. Examples of program instructions may include those generated by a compiler and not only machine language code but also high-level language code that can be executed by a computer using an interpreter. The hardware device may be configured to operate as one or more software modules to perform the operations of the present invention.

As described above, the method of the present invention is implemented as a program and is readable using computer software in the form of a recording medium (CD-ROM, RAM, ROM, memory card, hard disk, magneto-optical disk, storage device, etc.) ) can be stored in

Although described with reference to a specific embodiment of the present invention, the present invention is not limited to the same configuration and operation as the specific embodiment in order to illustrate the technical idea as described above, and within the limit that does not depart from the technical spirit and scope of the present invention It can be implemented with various modifications. Accordingly, such modifications should be considered to fall within the scope of the present invention, and the scope of the present invention should be determined by the following claims.

700: Corporate Analysis and Investment Portfolio Optimization System
701: web server 702: control unit
703: member management unit 704: user authentication unit
705: data collection unit 706: enterprise value evaluation unit
707: Finance, Product and Technology Big Data Analytics Department
708: investment portfolio analysis unit 709: decision-making system
710: company information DB 711: financial accounting DB
712: investment information DB 910, 920, 930: user terminal

Claims (6)

Collects corporate finance and accounting, product and technology, company information, product manufacturing cost, production/product shipment/distribution/sales management data (POR), price-to-cash flow ratio (PCFR), price-to-earnings ratio (PER), return on equity (ROE), return on assets (ROA), dividend yield (Div) using a single or combined index a company analysis and investment portfolio optimization system that provides real-time enterprise valuation, an investment portfolio composed of a single index or a combined index, and provides an investment portfolio performance analysis, risk analysis, and investment decision-making system; and
a user terminal connected to a wired/wireless communication network to the enterprise analysis and investment portfolio optimization system;
Company analysis and investment portfolio optimization system using financial big data analysis, including According to claim 1,
The user terminal is a company analysis and investment portfolio optimization system using financial big data analysis using any one terminal of a PC, a smartphone, or a tablet PC. According to claim 1,
The company analysis and investment portfolio optimization system is
a web server connected to the user terminal through a wired/wireless communication network;
a control unit connected to the web server;
It is connected to the control unit and collects financial and accounting data including annual financial statements and balance sheets, income statements, and company deposits and withdrawals related to the company's finances, and information on products and technologies, capital and liabilities/manpower composition/monthly sales a data collection unit that collects company information, product manufacturing cost, and production/product shipment/distribution/sales data including;
It is connected to the control unit, classifies the company type, analyzes the insolvency state of the company according to the insolvent transaction items extracted by analyzing the financial statements of the investment target company, and based on the financial accounting analysis of the company, the price-to-asset ratio (PBR) ), price to sales ratio (PSR), price to operating profit ratio (POR), price to cash flow ratio (PCFR), price to return ratio (PER), return on equity (ROE), return on assets (ROA), dividend yield (Div) an enterprise value appraisal unit that provides real-time enterprise value assessment using a single index or a combined index including one or more of;
Financial management analysis that is connected to the control unit and provides company analysis information including real-time company value evaluation, technical value evaluation of intellectual property products, real estate assets, capital/liabilities, manpower, and sales analysis based on the company's financial accounting analysis , a big data analysis unit that provides daily/weekly/monthly/quarterly/yearly corporate sales analysis;
Financial big data analysis connected to the control unit, including a company information DB for storing company information and company analysis information, a financial accounting DB for storing financial accounting information for each company, and an investment information DB for storing investment information for each company Utilized company analysis and investment portfolio optimization system. According to the third
The company analysis and investment portfolio optimization system is
a member management unit connected to the control unit; and
Company analysis and investment portfolio optimization system using financial big data analysis further comprising a user authentication unit connected to the control unit. According to the third
The company analysis and investment portfolio optimization system is
After being connected to the control unit, real-time corporate value evaluation based on the company's financial and accounting analysis, intellectual property technology value evaluation of products and technologies, company analysis, stock price information of the company, and industry and market technology trend analysis, the corresponding It provides investment portfolio information consisting of a single indicator or a combined indicator before investment to the company, provides investment portfolio performance analysis and risk analysis after investment, and utilizes financial big data analysis, which further includes an investment portfolio analysis unit that provides investment portfolio information. Company analysis and investment portfolio optimization system. According to the third
The company analysis and investment portfolio optimization system is
Connected to the control unit, the company analysis data and analyzed investment indicators (financial risk of the company, manufacturing cost of the company, sales and operating profit by day/week/month/quarter/year, investment safety, investment risk score) A doctor who provides statistical information by quantifying the amount and predicts the current sales situation and future sales of the company, visualizes the data in the form of a line graph / bar graph / pie chart / scatter plot Company analysis and investment portfolio optimization system using financial big data analysis, further including a decision system (DSS).

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