The invention provides an electricity market risk return analysis method, and the method comprises the steps: detecting whether primary power equipment participating electricity market transaction has a fault or not; detecting whether secondary power equipment participating electricity market transaction has a fault or not; and analyzing the operation and maintenance cost of the power equipment participating the market transaction according to the detected fault information of the primary and secondary power equipment. The aim of risk management of a power generation company is to eliminate the fluctuation of obtained incomes in a mode of electricity market where a competition mechanism is introduced at a power generation side. Through the real-time monitoring and fault detection of the primary and secondary power equipment participating market transaction, the method provides data support for the electricity market transaction analysis. When a fault happens to the equipment, the planning and scheduling of a power system is carried through the electricity market, thereby configuring resources more reasonably, and improving the utilization rate of resources. Meanwhile, the method prevents the resource waste caused by the equipment fault from causing the fluctuation of incomes, improves the benefits of the market transaction, and provides positive risk prevention measures for the electricity market transaction.