I. Fedorenko, PhD, Associate Professor, V. Rybalko, Taras Shevchenko National University of Kyiv Applying principle components analysis for modeling investment acceptance of companies

This article deals with an approach to estimation of investment acceptance by factor analysis. Investors face the problem how to systematize data, select basic factors and their configurations that influence shares price of companies. In this case Principle Components Analysis (PCA) method as one of factor analysis methods helps to solve such a task. The highest-priority groups of Ukrainian companies in terms of investment value were made according to the results of Principle Components Analysis.

Keywords: factor analysis, Principle Components Analysis, investment acceptance of companies, variance, factor’s weight, correlation.

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