How to choose what kind of stock as an investment object, all the stock investors are concerned about the issue. Because the stock market project, the choice of stock is a multi-objective, multi-layered, complex structure of large-scale systems are many factors. Therefore, the establishment of a stock for investors in the decision-making system has strong practical significance.
This article describes using the Analytic Hierarchy Process(in brief called“AHP”) to choose the stock for the background and the motivation,and researching the purpose and the significance. Understanding the two methods of investment analysis of stocks,that is fundamentals and technical. Analytic Hierarchy Process is the process to analyze the qualified issues by quantified analysis process.It is a simple,flexible and pragmatic multi-rules decision making process.AHP is used to evaluate and rank of stocks in investment．After building up the hierarchy structure and the judgment matrix，a reasonable selecting decision is made by combinating the qualitative and quantitative analysis．At last，a practical case study is given to show that AHP is a useful and effective method in stock selection．
Key Word：AHP Stock－selection Consistency test Weighting
