The stock market plays an important role in the macro economy and its development. With the in-depth study of the stock market, various methods are gradually used to analyze stock data. Choose decision tree, random forest, SVM, projection, neural network 5 statistical methods and select S&P 500, Russell 2000, Facebook, Walmart, Disney, daily stock close price. It can be seen from the regression results that the random forest has the highest degree of fitting to the stock data, which can better judge the stock price in a certain period and has a certain guiding effect on short-term investment.

decision tree, random forest, support vector machine, projection pursuit, neural network.