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中文摘要：
在William Sharpe提出的资本资产定价模型（CAPM）中，引入多个影响资产回报率的因素，根据偏最小二乘的二次多项式理论对中国股票市场的多影响因子问题进行分析与优化。找出并克服各因子间的多重共线性问题，从而提取出影响股票收益回报率的重要因素变量，为股市的技术分析提供一个可信的工具。
英文摘要：
This paper introduces into the Capital Assets Pricing Model （CAPM） proposed by William Sharpe with multiple factors influencing the return on assets, analyzes factors influencing Chinese stock market according to the quadratic polynomial theory based on partial least-squares, and finds out and avoids multi-collinearity between these factors. Based on above, the most important factors of return on equity are obtained to provide a reliable tool for stork analysis.
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