The invention discloses a stock data analysis method based on a price linkage network. The method comprises the following steps that (1), stock price data is collected, the linkage relationship among the stock prices is calculated, and the price linkage network is built by using the stocks as nodes and the linkage relationship as the edge; (2), in the price linkage network, the upvaluation expectations of the stock nodes are calculated according to the parent node set in two hops of the stock nodes, the stock price trends and the linkage relationship weight; and (3), the stocks are sequenced according to the upvaluation expectations. According to the method, the linkage relationship among the stock prices is sufficiently excavated, the upvaluation expectations of each stock in the recent period can be reasonably judged according to the price fluctuation condition of the stock market, and the fair game problem possibly met in the single stock price trend prediction can be effectively avoided. The method has the characteristics that the calculation is simple, the timeliness, the flexibility and the expansion performance are realized, the processing quantity on the stock historical data is small, and the method is applicable to the stock market with the characteristics of great data quantity and frequent price fluctuation.