Investment income calculation method and system

Abstract

The invention provides an investment income calculation method and system, and the method comprises the steps: obtaining ESG scoring indexes of each scoring platform for a market company, and dividing the ESG scoring indexes into a plurality of evaluation grades; on the basis of the evaluation grades, the correlation degree between the two market companies is calculated; calculating a plurality of evaluation grade influence coefficients based on the evaluation grades; integrating the plurality of evaluation grade influence coefficients to generate comprehensive influence indexes, and taking the market company with the highest comprehensive influence index as a reference company; adjusting the comprehensive influence indexes of all other market companies under the same enterprise type according to the correlation degree; the method comprises the following steps: taking an adjusted comprehensive influence index of a reference company in each enterprise type as an investment importance degree, carrying out accuracy verification, and sorting market companies according to the size of the comprehensive influence index as a revenue ranking, and can consider the influence of a scoring platform on the ESG evaluation grade of the market companies and the comprehensive influence index at the same time, thereby improving the evaluation accuracy of the market companies. And the stability of investment income analysis is improved.

Description

Technical Field

[0001] The present invention relates to the technical field of financial risk assessment, and in particular to an investment return calculation method and system. Background Art

[0002] ESG ratings, also known as ESG ratings, are created by commercial and non-profit organizations to assess how corporate commitments, performance, business models and structures align with sustainable development goals. They are first used by investment companies to screen or evaluate companies in their various funds and portfolios. Job applicants, customers and others can also use these ratings when evaluating business relationships, and the rated companies themselves can better understand their strengths, weaknesses, risks and opportunities.

[0003] In the existing technology, the ESG score given by the scoring platform is generally only used as an indicator to evaluate the development prospects of a company. However, it does not dig out the deep information of the ESG scores of various scoring agencies, nor does it consider the changes in the ESG of market companies, which leads to certain differences in investors' views on the investment prospects of companies. Summary of the invention In view of the deficiencies of the prior art, the purpose of the present invention is to provide a method for calculating investment income, aiming to solve the technical problems mentioned in the background technology.

[0004] In order to achieve the above object, the present invention is implemented by the following technical solutions: A method for calculating investment income comprises the following steps: Obtain ESG scoring indicators for market companies from various scoring platforms, and divide the ESG scoring indicators into multiple evaluation levels; Based on the evaluation level, calculating the correlation between the two market companies in turn; Based on the evaluation grades, calculating a plurality of evaluation grade influence coefficients for each of the market companies; A comprehensive impact index is generated by integrating multiple evaluation level impact coefficients, and the market company with the highest comprehensive impact index is used as the benchmark company, and each enterprise type has a benchmark company; Taking the comprehensive impact index of the benchmark company as the benchmark value, the comprehensive impact index of all other market companies of the same enterprise type is adjusted according to the correlation degree; The adjusted comprehensive impact index of the benchmark companies in each enterprise type is used as the investment importance and the accuracy is verified, and the market companies are sorted according to the size of the comprehensive impact index as the profit ranking.

[0005] According to one aspect of the above technical solution, the ESG scoring indicators for market companies from various scoring platforms are obtained, and the ESG scoring indicators are divided into multiple evaluation levels, specifically including: Obtain ESG scoring indicators for market companies from various scoring platforms based on big data; An ESG grading interval is preset, and the ESG scoring indicator of each market company is divided into multiple evaluation levels according to the ESG grading interval in which the ESG scoring indicator is located.

[0006] According to one aspect of the above technical solution, the correlation between the two market companies is calculated in sequence based on the evaluation level, specifically including: According to the evaluation level, a first analysis series and a second analysis series are formulated; ; ; Where x0 represents the first analysis series, xi represents the second analysis series, n represents the number of market companies, i∈m, m represents the number of scoring platforms, x0() represents the sum of the ESG scoring indicators of a market company by all scoring platforms, and xi() represents the ESG scoring indicator of a market company by the i-th scoring platform; Performing averaging processing on the first analysis series and the second analysis series to calculate the node coefficients between the respective market companies; ; ; ; Among them, k∈n, ξ represents the node coefficient, min i min k and max i max k Indicates the minimum difference between two levels; Based on the node coefficients, the correlation between the market companies is calculated in sequence; .

[0007] According to one aspect of the above technical solution, the calculation of multiple evaluation level influence coefficients for each of the market companies based on the evaluation level specifically includes: Based on the ESG scoring indicators given by each of the scoring platforms and the number of the scoring platforms, a first impact coefficient set esgK of the market companies is calculated; Calculate the screening index of each first influence coefficient in the first influence coefficient set, and set a first screening index threshold FIa, if the screening index of the first influence coefficient is higher than the first screening index threshold, save the first influence coefficient, otherwise ignore it;

[0008] Among them, FI1 represents the screening index of the first influence coefficient, represents the average value of the first influence coefficient in the first influence coefficient set at time t, It represents the mean square error of the first influence coefficient in the first influence coefficient set in the entire statistical period; Based on big data, obtain the ESG scoring indicators of the scoring platform for the market companies at different time sections, and calculate the second impact coefficient set of the market companies; Calculate the screening index of each second influence coefficient in the second influence coefficient set, and set a second screening index threshold FIb, if the screening index of the second influence coefficient is higher than the second screening index threshold, save the second influence coefficient, otherwise ignore it;

[0009] Among them, FI2 represents the screening index of the second influence coefficient, represents the average value of the second influence coefficient in the second influence coefficient set at time t, It represents the mean square error of the second influence coefficient in the second influence coefficient set in the entire statistical period; The saved first influence coefficient and the second influence coefficient are used as the evaluation grade influence coefficient esgT.

[0010] According to one aspect of the above technical solution, the first influence coefficient in the first influence coefficient set includes: mean influence coefficient esg1, difference influence coefficient esg2, discrete influence coefficient esg3, tilt influence coefficient esg4, first combination influence coefficient esg5, and second combination influence coefficient esg6; the second influence coefficient in the second influence coefficient set includes: change amount influence coefficient esg7, change rate influence coefficient esg8, stable influence coefficient esg9, stable growth rate influence coefficient esg10, and standard score influence coefficient esg11.

[0011] According to one aspect of the above technical solution, the said integrated multiple evaluation level influence coefficients generate a comprehensive influence index, and the market company with the highest comprehensive influence index is used as the benchmark company. Each enterprise type has a benchmark company, specifically including: Performing a weighted combination of the first influence coefficient and the second influence coefficient in the evaluation grade influence coefficient to obtain a comprehensive influence index;

[0012] Among them, esgF represents the comprehensive impact index, θ represents the serial number of the evaluation level impact coefficient, and h represents the preference weight; Classify the enterprise types according to the business types of the market companies; The comprehensive impact index of all the market companies is calculated, and the market company with the highest comprehensive impact index in each enterprise type is taken as the benchmark company.

[0013] According to one aspect of the above technical solution, taking the comprehensive impact index of the benchmark company as the benchmark value, adjusting the comprehensive impact index of all other market companies under the same enterprise type according to the correlation, specifically includes: Obtaining the correlation between the benchmark company and the rest of the market companies under the same enterprise type; A correlation interval is set, and based on the correlation interval, an upward coefficient is assigned to the comprehensive impact indicators of the remaining market companies to adjust the comprehensive impact indicators. According to one aspect of the above technical solution, the adjusted comprehensive impact index of the benchmark company in each enterprise type is used as the investment importance, and the accuracy is verified, and the market companies are sorted according to the size of the comprehensive impact index as the income ranking, which specifically includes: Construct an evaluation matrix A based on the adjusted comprehensive impact indicators of benchmark companies in multiple different enterprise types; A=(esgFC jl ) p ; Where esgFCjl represents the adjusted comprehensive impact index ratio of the benchmark company of the jth enterprise type to the benchmark company of the lth enterprise type, and p represents the total number of enterprise types; Standardizing the evaluation matrix to obtain a standardized matrix B; Calculating accuracy based on the evaluation matrix and the normalization matrix; ;

[0014] ; Among them, CR represents accuracy, RI represents random consistency index, and CI represents consistency index; Setting an accuracy threshold, if the accuracy is higher than the accuracy threshold, ranking the market companies according to the size of the comprehensive impact index as the revenue ranking; If the accuracy is lower than the accuracy threshold, the preference weight is adjusted.

[0015] The present invention also provides an investment income calculation system, comprising: Evaluation acquisition module: used to obtain ESG scoring indicators for market companies from various scoring platforms, and divide the ESG scoring indicators into multiple evaluation levels; The evaluation acquisition module is specifically used for: Obtain ESG scoring indicators for market companies from various scoring platforms based on big data; Preset ESG grading intervals, and divide the ESG scoring indicators of each of the market companies into multiple evaluation levels according to the ESG grading intervals in which the ESG scoring indicators are located; A correlation calculation module: used for calculating the correlation between the two market companies in turn based on the evaluation level; The association degree calculation module is specifically used for: According to the evaluation level, a first analysis series and a second analysis series are formulated; ; ; Where x0 represents the first analysis series, xi represents the second analysis series, n represents the number of market companies, i∈m, m represents the number of scoring platforms, x0() represents the sum of the ESG scoring indicators of a market company by all scoring platforms, and xi() represents the ESG scoring indicator of a market company by the i-th scoring platform; Performing averaging processing on the first analysis series and the second analysis series to calculate the node coefficients between the respective market companies; ; ; ; Among them, k∈n, ξ represents the node coefficient, min i min k and max i max k Indicates the minimum difference between two levels; Based on the node coefficients, the correlation between the market companies is calculated in sequence; ; An influence coefficient calculation module: used for calculating a plurality of evaluation level influence coefficients of each of the market companies based on the evaluation level; The influence coefficient calculation module is specifically used for: Based on the ESG scoring indicators given by each of the scoring platforms and the number of the scoring platforms, a first impact coefficient set esgK of the market companies is calculated; Calculate the screening index of each first influence coefficient in the first influence coefficient set, and set a first screening index threshold FIa, if the screening index of the first influence coefficient is higher than the first screening index threshold, save the first influence coefficient, otherwise ignore it;

[0016] Among them, FI1 represents the screening index of the first influence coefficient, represents the average value of the first influence coefficient in the first influence coefficient set at time t, It represents the mean square error of the first influence coefficient in the first influence coefficient set in the entire statistical period; Based on big data, obtain the ESG scoring indicators of the scoring platform for the market companies at different time sections, and calculate the second impact coefficient set of the market companies; Calculate the screening index of each second influence coefficient in the second influence coefficient set, and set a second screening index threshold FIb, if the screening index of the second influence coefficient is higher than the second screening index threshold, save the second influence coefficient, otherwise ignore it;

[0017] Among them, FI2 represents the screening index of the second influence coefficient, represents the average value of the second influence coefficient in the second influence coefficient set at time t, It represents the mean square error of the second influence coefficient in the second influence coefficient set in the entire statistical period; The first influence coefficient and the second influence coefficient saved are used as the evaluation grade influence coefficient esgT; The first influence coefficients in the first influence coefficient set include: mean influence coefficient esg1, difference influence coefficient esg2, dispersion influence coefficient esg3, tilt influence coefficient esg4, first combination influence coefficient esg5, and second combination influence coefficient esg6; the second influence coefficients in the second influence coefficient set include: change amount influence coefficient esg7, change rate influence coefficient esg8, stability influence coefficient esg9, stability growth rate influence coefficient esg10, and standard score influence coefficient esg11; Comprehensive coefficient calculation module: used to integrate multiple evaluation level impact coefficients to generate a comprehensive impact index, and take the market company with the highest comprehensive impact index as the benchmark company. Each enterprise type has a benchmark company; The comprehensive coefficient calculation module is specifically used for: Performing a weighted combination of the first influence coefficient and the second influence coefficient in the evaluation grade influence coefficient to obtain a comprehensive influence index;

[0018] Among them, esgF represents the comprehensive impact index, θ represents the serial number of the evaluation level impact coefficient, and h represents the preference weight; Classify the enterprise types according to the business types of the market companies; Calculate the comprehensive impact index of all the market companies, and take the market company with the highest comprehensive impact index as the benchmark company in each enterprise type; Coefficient adjustment module: used to adjust the comprehensive impact indicators of all other market companies of the same enterprise type according to the degree of association, taking the comprehensive impact indicator of the benchmark company as the benchmark value; The coefficient adjustment module is specifically used for: Obtaining the correlation between the benchmark company and the rest of the market companies under the same enterprise type; Setting a correlation interval, and assigning an upward coefficient to the comprehensive impact indicators of the remaining market companies based on the correlation interval to adjust the comprehensive impact indicators; Profit ranking module: The comprehensive impact index of the benchmark companies in each enterprise type is used as the investment importance, and the accuracy is verified, and the market companies are sorted according to the size of the comprehensive impact index as the profit ranking; The revenue ranking module is specifically used for: Construct an evaluation matrix A based on the adjusted comprehensive impact indicators of benchmark companies in multiple different enterprise types; A=(esgFC jl ) p ; Where esgFCjl represents the adjusted comprehensive impact index ratio of the benchmark company of the jth enterprise type to the benchmark company of the lth enterprise type, and p represents the total number of enterprise types; Standardizing the evaluation matrix to obtain a standardized matrix B; Calculating accuracy based on the evaluation matrix and the normalization matrix; ;

[0019] ; Among them, CR represents accuracy, RI represents random consistency index, and CI represents consistency index; Setting an accuracy threshold, if the accuracy is higher than the accuracy threshold, ranking the market companies according to the size of the comprehensive impact index as the revenue ranking; If the accuracy is lower than the accuracy threshold, the preference weight is adjusted.

[0020] Compared with the prior art, the present invention has the following beneficial effects: By obtaining the ESG indicators of various market companies from multiple scoring platforms, we can know the investment prospects of market companies after considering ESG, and then calculate the correlation between market companies to understand the connection between market companies and prepare for the subsequent coefficient adjustment; and calculate the evaluation level impact coefficient and comprehensive impact index of market companies to understand the scoring of the same market company by various scoring platforms, and fully understand the scoring tendency of various companies and the changes in scoring at different times, so as to avoid the scores of market companies falling into the local optimal solution or the local worst solution, thereby improving the robustness of the data; then adjust the comprehensive impact index of market companies of the same enterprise type through the correlation, and through the correlation, we can clearly know the internal logic of each scoring platform for scoring different market companies, that is, the correlation, to avoid the tendency of the comprehensive impact index being too serious and ignoring the significance of the evaluation level itself; finally, rank the returns of each market company according to the comprehensive impact index, providing people with an analysis method for investment; The present invention can simultaneously consider the impact of the scoring platform on the ESG evaluation level of market companies and the comprehensive impact indicators, thereby improving the stability of investment return analysis. BRIEF DESCRIPTION OF THE DRAWINGS

[0021] Figure 1 Flow chart of the investment income calculation method in the first embodiment of the present invention; Figure 2 It is a structural block diagram of the investment income calculation system in the second embodiment of the present invention; The following specific implementation manner will further illustrate the present invention in conjunction with the above-mentioned drawings. DETAILED DESCRIPTION

[0022] In order to facilitate the understanding of the present invention, the present invention will be described more fully below with reference to the relevant drawings. Several embodiments of the present invention are given in the drawings. However, the present invention can be implemented in many different forms and is not limited to the embodiments described herein. On the contrary, the purpose of providing these embodiments is to make the disclosure of the present invention more thorough and comprehensive.

[0023] It should be noted that when an element is referred to as being "fixed to" another element, it may be directly on the other element or there may be a central element. When an element is considered to be "connected to" another element, it may be directly connected to the other element or there may be a central element at the same time. The terms "vertical", "horizontal", "left", "right" and similar expressions used herein are for illustrative purposes only.

[0024] Unless otherwise defined, all technical and scientific terms used herein have the same meaning as those commonly understood by those skilled in the art to which the present invention belongs. The terms used herein in the specification of the present invention are only for the purpose of describing specific embodiments and are not intended to limit the present invention. The term "and / or" used herein includes any and all combinations of one or more of the related listed items.

[0025] See also Figure 1 , which is a method for calculating investment income in the first embodiment of the present invention, comprising the following steps: S10, obtaining ESG scoring indicators for market companies from various scoring platforms, and dividing the ESG scoring indicators into multiple evaluation levels; S20, based on the evaluation level, sequentially calculating the correlation between the two market companies; S30, calculating a plurality of evaluation level influence coefficients for each of the market companies based on the evaluation levels; S40, combining the multiple evaluation level impact coefficients to generate a comprehensive impact index, and taking the market company with the highest comprehensive impact index as a benchmark company, with each enterprise type having one benchmark company; S50, taking the comprehensive impact index of the benchmark company as a benchmark value, adjusting the comprehensive impact index of all other market companies under the same enterprise type according to the correlation degree; S60, taking the comprehensive impact index of the benchmark companies in each enterprise type as the investment importance and verifying the accuracy, and sorting the market companies according to the size of the comprehensive impact index as the profit ranking.

[0026] It can be understood that the present invention can obtain the ESG indicators of various market companies from multiple scoring platforms, so as to know the investment prospects of market companies after considering ESG, and then calculate the correlation between market companies, so as to understand the connection between market companies and prepare for the subsequent coefficient adjustment; and calculate the evaluation level influence coefficient and comprehensive influence index of market companies, so as to understand the scoring of the same market company by various scoring platforms, and comprehensively understand the scoring tendency of various companies and the change of scoring at different times, so as to avoid the scores of market companies falling into the local optimal solution or the local worst solution, thereby improving the robustness of the data; then adjust the comprehensive influence index of market companies under the same enterprise type through the correlation, and through the correlation, clearly know the internal logic of each scoring platform for scoring different market companies, that is, the correlation, so as to avoid the tendency of the comprehensive influence index being too serious and ignoring the significance of the evaluation level itself; finally, rank the benefits of each market company according to the comprehensive influence index, and provide an analysis method for people's investment; The present invention can simultaneously consider the impact of the scoring platform on the ESG evaluation level of market companies and the comprehensive impact indicators, thereby improving the stability of investment return analysis.

[0027] Furthermore, the specific steps of step S10 include: Obtain ESG scoring indicators for market companies from various scoring platforms based on big data; An ESG grading interval is preset, and the ESG scoring indicator of each market company is divided into multiple evaluation levels according to the ESG grading interval in which the ESG scoring indicator is located.

[0028] It is understandable that the scoring platform is a professional organization that scores the ESG scoring indicators of market companies by analyzing various big data of market companies. The higher the ESG scoring indicator, the higher the development potential of the market company and the lower the investment risk. By dividing the ESG grading interval, the market companies can be classified into evaluation levels. For example, if the ESG scoring indicator is between 0-10 points, the corresponding evaluation level is 1, and so on.

[0029] Furthermore, the specific steps of step S20 include: According to the evaluation level, a first analysis series and a second analysis series are formulated; ; ; Where x0 represents the first analysis series, xi represents the second analysis series, n represents the number of market companies, i∈m, m represents the number of scoring platforms, x0() represents the sum of the ESG scoring indicators of a market company by all scoring platforms, and xi() represents the ESG scoring indicator of a market company by the i-th scoring platform; Performing averaging processing on the first analysis series and the second analysis series to calculate the node coefficients between the respective market companies; ; ; ; Among them, k∈n, ξ represents the node coefficient, min i min k and max i max k Indicates the minimum difference between two levels; Based on the node coefficients, the correlation between the market companies is calculated in sequence; .

[0030] It can be understood that the above method is used to calculate the correlation between the market companies, which fully considers the correlation between multiple scoring platforms and the ESG scoring indicators of a certain market company, as well as the correlation between a certain scoring platform and all ESG scoring indicators. The correlation can be used to understand the connection between market companies and prepare for subsequent coefficient adjustments.

[0031] Furthermore, the specific steps of step S30 include: Based on the ESG scoring indicators given by each of the scoring platforms and the number of the scoring platforms, a first impact coefficient set esgK of the market companies is calculated; Calculate the screening index of each first influence coefficient in the first influence coefficient set, and set a first screening index threshold FIa, if the screening index of the first influence coefficient is higher than the first screening index threshold, save the first influence coefficient, otherwise ignore it;

[0032] Among them, FI1 represents the screening index of the first influence coefficient, represents the average value of the first influence coefficient in the first influence coefficient set at time t, It represents the mean square error of the first influence coefficient in the first influence coefficient set in the entire statistical period; Based on big data, obtain the ESG scoring indicators of the scoring platform for the market companies at different time sections, and calculate the second impact coefficient set of the market companies; Calculate the screening index of each second influence coefficient in the second influence coefficient set, and set a second screening index threshold FIb, if the screening index of the second influence coefficient is higher than the second screening index threshold, save the second influence coefficient, otherwise ignore it;

[0033] Among them, FI2 represents the screening index of the second influence coefficient, represents the average value of the second influence coefficient in the second influence coefficient set at time t, It represents the mean square error of the second influence coefficient in the second influence coefficient set in the entire statistical period; The saved first influence coefficient and the second influence coefficient are used as the evaluation grade influence coefficient esgT.

[0034] Specifically, the first influence coefficient in the first influence coefficient set includes: mean influence coefficient esg1, difference influence coefficient esg2, discrete influence coefficient esg3, tilt influence coefficient esg4, first combination influence coefficient esg5, and second combination influence coefficient esg6; the second influence coefficient in the second influence coefficient set includes: change influence coefficient esg7, change rate influence coefficient esg8, stable influence coefficient esg9, stable growth rate influence coefficient esg10, and standard score influence coefficient esg11.

[0035] It can be understood that by first calculating each first influence coefficient in the first influence coefficient set and each second influence coefficient in the second influence coefficient set, we can know the deeper information such as the difference, dispersion, change amount, change rate of the ESG scoring indicators, and fully understand the impact of different scoring platforms on the ESG scoring indicators and the changes in the ESG scoring indicators of market companies. Then, the screening indexes FI1 and FI2 of the first influence coefficient and the second influence coefficient are calculated respectively, and compared with the preset first screening index threshold FIa and the second screening index threshold Fib respectively. If it is lower than the index threshold, it means that the influence coefficient is stable and has a greater impact on the rate of return, so it is retained; otherwise, the corresponding influence coefficient is abandoned.

[0036] Specifically, the formulas for the first influence coefficient and the second influence coefficient are as follows:

[0037] Among them, γ i represents the ESG scoring index of the i-th scoring platform;

[0038] Among them, γ max and γ min They represent the maximum and minimum values ​​of the ESG score indicator at a certain moment respectively;

[0039]

[0040]

[0041]

[0042]

[0043] Among them, γit represents the ESG scoring index of the i scoring platform in the t period;

[0044] in, Indicates the amount of change;

[0045] in, represents the average value of γit in the same window period

[0046]

[0047] The above impact coefficients can reflect the in-depth information of ESG scoring indicators from all aspects, and study investment returns through in-depth information.

[0048] Furthermore, the specific steps of step S40 include: Performing a weighted combination of the first influence coefficient and the second influence coefficient in the evaluation grade influence coefficient to obtain a comprehensive influence index;

[0049] Among them, esgF represents the comprehensive impact index, θ represents the serial number of the evaluation level impact coefficient, and h represents the preference weight; Classify the enterprise types according to the business types of the market companies; The comprehensive impact index of all the market companies is calculated, and the market company with the highest comprehensive impact index in each enterprise type is taken as the benchmark company.

[0050] The specific steps of step S50 include: Obtaining the correlation between the benchmark company and the rest of the market companies under the same enterprise type; A correlation interval is set, and based on the correlation interval, an upward coefficient is assigned to the comprehensive impact indicators of the remaining market companies to adjust the comprehensive impact indicators.

[0051] It is understandable that the retained impact coefficients are weighted and combined into comprehensive impact indicators. The deep information carried by different impact coefficients can be used to conduct more reliable investment return evaluation. hθ is a weight determined according to the preferences of investors. For example, investors pay more attention to the impact coefficient of the change amount, so the impact coefficient of the change amount can be given a greater weight; then the market companies are divided according to the type of enterprise, and the market company with the highest comprehensive impact index is used as the benchmark company. Because different types of enterprises will inevitably have different ESG scoring indicators, highly polluting industrial enterprises will score low, and the science and technology industry will score high. Therefore, it is necessary to conduct research on the same type of enterprise, and use the market company with the highest comprehensive impact index under this type of enterprise as the benchmark company, and improve the comprehensive impact indicators of the remaining market companies under this type of enterprise according to the correlation. The higher the correlation, the closer the investment evaluation of the two market companies will be, so as to prevent the scoring platform from having impression flow due to the type of enterprise, resulting in too low ESG scoring.

[0052] Furthermore, the specific steps of step S60 include: Construct an evaluation matrix A based on the adjusted comprehensive impact indicators of benchmark companies in multiple different enterprise types; A=(esgFC jl ) p ; Where esgFCjl represents the adjusted comprehensive impact index ratio of the benchmark company of the jth enterprise type to the benchmark company of the lth enterprise type, and p represents the total number of enterprise types; Standardizing the evaluation matrix to obtain a standardized matrix B; Calculating accuracy based on the evaluation matrix and the normalization matrix; ;

[0053] ; Among them, CR represents accuracy, RI represents random consistency index, and CI represents consistency index; Setting an accuracy threshold, if the accuracy is higher than the accuracy threshold, ranking the market companies according to the size of the comprehensive impact index as the revenue ranking; If the accuracy is lower than the accuracy threshold, the preference weight is adjusted.

[0054] It can be understood that by studying the influence indicators of benchmark companies in different enterprise types based on the AHP multi-criteria decision analysis method, the evaluation matrix A is obtained, and then the evaluation matrix A is standardized to obtain the standardized matrix B, and then the accuracy is calculated. This is a multi-dimensional decision-making method that decomposes complex decision-making problems into a hierarchical structure. Then, the accuracy can be used to know whether the comprehensive influence indicators of benchmark companies under each enterprise type are accurate. If accurate, the profitability of each market company is ranked according to the adjusted comprehensive influence indicators. If it does not meet the accuracy threshold range, the preference weight needs to be adjusted. This step can use a machine learning algorithm (such as a random forest classifier) ​​to adjust the preference weight until the accuracy of all benchmark companies meets the accuracy threshold range. Each investor saves the adjusted preference weight samples to the cloud, and substitutes the adjusted preference weight into the calculation method of the comprehensive influence indicator. The adjusted comprehensive influence indicator is calculated again according to the subsequent steps, and the investment profitability of each market company is re-ranked.

[0055] In summary, the investment return calculation method in the above embodiment of the present invention can simultaneously consider the impact of the scoring platform on the ESG evaluation level of market companies and the comprehensive impact indicators, thereby improving the stability of investment return analysis. Please refer to Figure 2 , shown is an investment income calculation system in a second embodiment of the present invention, comprising: Evaluation acquisition module 11: used to obtain ESG scoring indicators for market companies from various scoring platforms, and divide the ESG scoring indicators into multiple evaluation levels; The evaluation acquisition module 11 is specifically used for: Obtain ESG scoring indicators for market companies from various scoring platforms based on big data; Preset ESG grading intervals, and divide the ESG scoring indicators of each of the market companies into multiple evaluation levels according to the ESG grading intervals in which the ESG scoring indicators are located; A correlation calculation module 12 is used to calculate the correlation between the two market companies in turn based on the evaluation level; The association degree calculation module 12 is specifically used for: According to the evaluation level, a first analysis series and a second analysis series are formulated; ; ; Where x0 represents the first analysis series, xi represents the second analysis series, n represents the number of market companies, i∈m, m represents the number of scoring platforms, x0() represents the sum of the ESG scoring indicators of a market company by all scoring platforms, and xi() represents the ESG scoring indicator of a market company by the i-th scoring platform; Performing averaging processing on the first analysis series and the second analysis series to calculate the node coefficients between the respective market companies; ; ; ; Among them, k∈n, ξ represents the node coefficient, min i min k and max i max k Indicates the minimum difference between two levels; Based on the node coefficients, the correlation between the market companies is calculated in sequence; ; An influence coefficient calculation module 13 is used to calculate a plurality of evaluation level influence coefficients of each of the market companies based on the evaluation level; The influence coefficient calculation module 13 is specifically used for: Based on the ESG scoring indicators given by each of the scoring platforms and the number of the scoring platforms, a first impact coefficient set esgK of the market companies is calculated; Calculate the screening index of each first influence coefficient in the first influence coefficient set, and set a first screening index threshold FIa, if the screening index of the first influence coefficient is higher than the first screening index threshold, save the first influence coefficient, otherwise ignore it;

[0056] Among them, FI1 represents the screening index of the first influence coefficient, represents the average value of the first influence coefficient in the first influence coefficient set at time t, It represents the mean square error of the first influence coefficient in the first influence coefficient set in the entire statistical period; Based on big data, obtain the ESG scoring indicators of the scoring platform for the market companies at different time sections, and calculate the second impact coefficient set of the market companies; Calculate the screening index of each second influence coefficient in the second influence coefficient set, and set a second screening index threshold FIb, if the screening index of the second influence coefficient is higher than the second screening index threshold, save the second influence coefficient, otherwise ignore it;

[0057] Among them, FI2 represents the screening index of the second influence coefficient, represents the average value of the second influence coefficient in the second influence coefficient set at time t, It represents the mean square error of the second influence coefficient in the second influence coefficient set in the entire statistical period; The first influence coefficient and the second influence coefficient saved are used as the evaluation grade influence coefficient esgT; The first influence coefficients in the first influence coefficient set include: mean influence coefficient esg1, difference influence coefficient esg2, dispersion influence coefficient esg3, tilt influence coefficient esg4, first combination influence coefficient esg5, and second combination influence coefficient esg6; the second influence coefficients in the second influence coefficient set include: change amount influence coefficient esg7, change rate influence coefficient esg8, stability influence coefficient esg9, stability growth rate influence coefficient esg10, and standard score influence coefficient esg11; Comprehensive coefficient calculation module 14: used to combine multiple evaluation level impact coefficients to generate a comprehensive impact index, and take the market company with the highest comprehensive impact index as the benchmark company, and each enterprise type has a benchmark company; The comprehensive coefficient calculation module 14 is specifically used for: Performing a weighted combination of the first influence coefficient and the second influence coefficient in the evaluation grade influence coefficient to obtain a comprehensive influence index;

[0058] Among them, esgF represents the comprehensive impact index, θ represents the serial number of the evaluation level impact coefficient, and h represents the preference weight; Classify the enterprise types according to the business types of the market companies; Calculate the comprehensive impact index of all the market companies, and take the market company with the highest comprehensive impact index as the benchmark company in each enterprise type; Coefficient adjustment module 15: used to adjust the comprehensive impact index of all other market companies of the same enterprise type according to the correlation, taking the comprehensive impact index of the benchmark company as the benchmark value; The coefficient adjustment module 15 is specifically used for: Obtaining the correlation between the benchmark company and the rest of the market companies under the same enterprise type; Setting a correlation interval, and assigning an upward coefficient to the comprehensive impact indicators of the remaining market companies based on the correlation interval to adjust the comprehensive impact indicators; Revenue ranking module 16: using the comprehensive impact index of the benchmark companies in each enterprise type as the investment importance, and verifying the accuracy, and sorting the market companies according to the size of the comprehensive impact index as the revenue ranking; The revenue ranking module 16 is specifically used for: Construct an evaluation matrix A based on the adjusted comprehensive impact indicators of benchmark companies in multiple different enterprise types; A=(esgFC jl ) p ; Where esgFCjl represents the adjusted comprehensive impact index ratio of the benchmark company of the jth enterprise type to the benchmark company of the lth enterprise type, and p represents the total number of enterprise types; Standardizing the evaluation matrix to obtain a standardized matrix B; Calculating accuracy based on the evaluation matrix and the normalization matrix; ;

[0059] ; Among them, CR represents accuracy, RI represents random consistency index, and CI represents consistency index; Setting an accuracy threshold, if the accuracy is higher than the accuracy threshold, ranking the market companies according to the size of the comprehensive impact index as the revenue ranking; If the accuracy is lower than the accuracy threshold, the preference weight is adjusted.

[0060] In the description of this specification, the description with reference to the terms "one embodiment", "some embodiments", "examples", "specific examples", or "some examples" means that the specific features, structures, materials or characteristics described in conjunction with the embodiment or example are included in at least one embodiment or example of the present invention. In this specification, the schematic representation of the above terms does not necessarily refer to the same embodiment or example. Moreover, the specific features, structures, materials or characteristics described may be combined in any one or more embodiments or examples in a suitable manner.

[0061] The above-mentioned embodiments only express several implementation methods of the present invention, and the description thereof is relatively specific and detailed, but it cannot be understood as limiting the scope of the patent of the present invention. It should be pointed out that, for ordinary technicians in this field, several variations and improvements can be made without departing from the concept of the present invention, which all belong to the protection scope of the present invention. Therefore, the protection scope of the patent of the present invention shall be subject to the attached claims.

Claims

1. A method for calculating investment income, characterized in that: The steps include: Obtain ESG scoring indicators for market companies from various scoring platforms, and divide the ESG scoring indicators into multiple evaluation levels; Based on the evaluation level, calculating the correlation between the two market companies in turn; Based on the evaluation grades, calculating a plurality of evaluation grade influence coefficients for each of the market companies; A comprehensive impact index is generated by integrating multiple evaluation level impact coefficients, and the market company with the highest comprehensive impact index is used as the benchmark company, and each enterprise type has a benchmark company; Taking the comprehensive impact index of the benchmark company as the benchmark value, the comprehensive impact index of all other market companies of the same enterprise type is adjusted according to the correlation degree; The adjusted comprehensive impact index of the benchmark companies in each enterprise type is used as the investment importance and the accuracy is verified, and the market companies are sorted according to the size of the comprehensive impact index as the profit ranking.

2. The investment income calculation method according to claim 1, characterized in that: The ESG scoring indicators of market companies from various scoring platforms are obtained, and the ESG scoring indicators are divided into multiple evaluation levels, specifically including: Obtain ESG scoring indicators for market companies from various scoring platforms based on big data; An ESG grading interval is preset, and the ESG scoring indicator of each market company is divided into multiple evaluation levels according to the ESG grading interval in which the ESG scoring indicator is located.

3. The investment income calculation method according to claim 2, characterized in that: The calculating, based on the evaluation level, the correlation between the two market companies in sequence specifically includes: According to the evaluation level, a first analysis series and a second analysis series are formulated; ； ； Where x0 represents the first analysis series, xi represents the second analysis series, n represents the number of market companies, i∈m, m represents the number of scoring platforms, x0() represents the sum of the ESG scoring indicators of a market company by all scoring platforms, and xi() represents the ESG scoring indicator of a market company by the i-th scoring platform; Performing averaging processing on the first analysis series and the second analysis series to calculate the node coefficients between the respective market companies; ； ； ； Among them, k∈n, ξ represents the node coefficient, min i min k and max i max k Indicates the minimum difference between two levels; Based on the node coefficients, the correlation between the market companies is calculated in sequence; 。 4. The investment income calculation method according to claim 1, characterized in that: The calculating of a plurality of evaluation level influence coefficients for each of the market companies based on the evaluation level specifically includes: Based on the ESG scoring indicators given by each of the scoring platforms and the number of the scoring platforms, a first impact coefficient set esgK of the market companies is calculated; Calculate the screening index of each first influence coefficient in the first influence coefficient set, and set a first screening index threshold FIa, if the screening index of the first influence coefficient is higher than the first screening index threshold, save the first influence coefficient, otherwise ignore it; Among them, FI1 represents the screening index of the first influence coefficient, represents the average value of the first influence coefficient in the first influence coefficient set at time t, It represents the mean square error of the first influence coefficient in the first influence coefficient set in the entire statistical period; Based on big data, obtain the ESG scoring indicators of the scoring platform for the market companies at different time sections, and calculate the second impact coefficient set of the market companies; Calculate the screening index of each second influence coefficient in the second influence coefficient set, and set a second screening index threshold FIb, if the screening index of the second influence coefficient is higher than the second screening index threshold, save the second influence coefficient, otherwise ignore it; Among them, FI2 represents the screening index of the second influence coefficient, represents the average value of the second influence coefficient in the second influence coefficient set at time t, It represents the mean square error of the second influence coefficient in the second influence coefficient set in the entire statistical period; The saved first influence coefficient and the second influence coefficient are used as the evaluation grade influence coefficient esgT.

5. The investment income calculation method according to claim 4, characterized in that: The first influence coefficient in the first influence coefficient set includes: mean influence coefficient esg1, difference influence coefficient esg2, discrete influence coefficient esg3, tilt influence coefficient esg4, first combination influence coefficient esg5, and second combination influence coefficient esg6; the second influence coefficient in the second influence coefficient set includes: change influence coefficient esg7, change rate influence coefficient esg8, stable influence coefficient esg9, stable growth rate influence coefficient esg10, and standard score influence coefficient esg11.

6. The investment income calculation method according to claim 5, characterized in that: The comprehensive impact index is generated by integrating multiple evaluation level impact coefficients, and the market company with the highest comprehensive impact index is used as the benchmark company. Each enterprise type has a benchmark company, specifically including: Performing a weighted combination of the first influence coefficient and the second influence coefficient in the evaluation grade influence coefficient to obtain a comprehensive influence index; Among them, esgF represents the comprehensive impact index, θ represents the serial number of the evaluation level impact coefficient, and h represents the preference weight; Classify the enterprise types according to the business types of the market companies; The comprehensive impact index of all the market companies is calculated, and the market company with the highest comprehensive impact index in each enterprise type is taken as the benchmark company.

7. The investment income calculation method according to claim 6, characterized in that: The comprehensive impact index of the benchmark company is used as the benchmark value, and the comprehensive impact index of all other market companies under the same enterprise type is adjusted according to the correlation, specifically including: Obtaining the correlation between the benchmark company and the rest of the market companies under the same enterprise type; A correlation interval is set, and based on the correlation interval, an upward coefficient is assigned to the comprehensive impact indicators of the remaining market companies to adjust the comprehensive impact indicators.

8. The investment income calculation method according to claim 7, characterized in that: The adjusted comprehensive impact index of the benchmark companies in each enterprise type is used as the investment importance, and the accuracy is verified, and the market companies are sorted according to the size of the comprehensive impact index as the profit ranking, specifically including: Construct an evaluation matrix A based on the adjusted comprehensive impact indicators of benchmark companies in multiple different enterprise types; A=(esgFC jl ) p ; Where esgFCjl represents the adjusted comprehensive impact index ratio of the benchmark company of the jth enterprise type to the benchmark company of the lth enterprise type, and p represents the total number of enterprise types; Standardizing the evaluation matrix to obtain a standardized matrix B; Calculating accuracy based on the evaluation matrix and the normalization matrix; ； ； Among them, CR represents accuracy, RI represents random consistency index, and CI represents consistency index; Setting an accuracy threshold, if the accuracy is higher than the accuracy threshold, ranking the market companies according to the size of the comprehensive impact index as the revenue ranking; If the accuracy is lower than the accuracy threshold, the preference weight is adjusted.

9. An investment income calculation system, characterized in that: include: Evaluation acquisition module: used to obtain ESG scoring indicators for market companies from various scoring platforms, and divide the ESG scoring indicators into multiple evaluation levels; A correlation calculation module: used for calculating the correlation between the two market companies in turn based on the evaluation level; An influence coefficient calculation module: used for calculating a plurality of evaluation level influence coefficients of each of the market companies based on the evaluation level; Comprehensive coefficient calculation module: used to integrate multiple evaluation level impact coefficients to generate a comprehensive impact index, and take the market company with the highest comprehensive impact index as the benchmark company. Each enterprise type has a benchmark company; Coefficient adjustment module: used to adjust the comprehensive impact indicators of all other market companies of the same enterprise type according to the degree of association, taking the comprehensive impact indicator of the benchmark company as the benchmark value; Profit ranking module: used to use the comprehensive impact indicators of benchmark companies in each enterprise type as investment importance and conduct accuracy verification, and sort the market companies according to the size of the comprehensive impact indicators as the profit ranking.

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