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The relationship between power industry and the national economic development are being more and more closely associated. The power companies supported by the government policy and attention in the stock market has gotten the developing priority, and has also been becoming one of important blocks on the stock markets. Use DEA method, select the appropriate input and output indexes, analyze the relative efficiency of the power companies and give evaluation of the results. Not only power companies, the majority of the shareholders, but also political decision-makers could get references from DEA evaluation.