In this paper, from the view of financial risk early-warning, we select the indexes which can give early-warning of financial crisis, and propose two ways from subjectivity and objectivity to get weights, where we choose factorial analysis as objective method, and Analytic Hierarchy Process as subjective method. Then we use combined means to acquire a compositive weight of each index, then it can reflect the importance of each index in financial risk early-arming. At last, we can perpetrate early-arming of the condition of financial safety via the weight of the indexes.