With the rapid development of economy, enterprises, as the micro-foundation and economic cells of urban economic vitality, have made great contributions to the development of social economy. And good financial performance management can help enterprises to operate and develop more efficiently and at a high level. This article selects the 56 listed companies in Anhui province as the research target of financial performance evaluation. From four aspects of profitability, development ability, operation ability and solvency including 15 indicators, then use principal component analysis (PCA) for comprehensive evaluation of enterprises’ financial performance from two aspects of qualitative and quantitative to build the index system of enterprise financial performance, and on this basis put forward certain suggestions on the development of enterprises, investors and management for the enterprise to provide decision-making basis.