Abstract:
In order to analyze the risk factors affecting stock price and to solve the question how the investors make investment decisions in short-term trading of single stock, the principal component analysis method and EWMA control chart were used to detect and analyze the outliers for U.S. Stocks of American Airlines. Compared with the individual observations chart of Shewhart and the multivariate
T2 control chart, respectively, the conclusion showed that the presented method can be more effective on the forewarning and monitoring in short-term trading of single stock.