Abstract: In the practical background of the exacerbated capital market risk, this paper develops a multiple criteria decision making model focusing on the essential factor of consistent excellence between firm's operating performance and market success on the basis of interval data representation and accounting information measurement. Taking the feature of robustness into consideration, a ranking mechanism is proposed based on the characteristics of "robust, localized and overall". Based on the main skeleton of feature selection, feature evaluation and complete ranking modeling, this paper presents a systematic multiple criteria decision making method and further establishes the research framework of robust stock value investing decision making.