This paper selects listing companies of foreign trade enterprises as sample and measures the level of risk from the solvency effectiveness. Based on the former analysis methods, this paper uses the DEA method to assess whether a number of input and output indexes are relatively efficient. This method can not assess only economic efficiency indicators but also social efficiency indicators. This paper takes the accounts receivable turnover rate, fixed asset turnover rate as input indicators, and selects the current ratio, quick-freezing rate, operating margin, net profit margin, yield, equity ratio as the output indicators, then evaluates the solvency of the ten listing companies in the foreign trade enterprises in 2008. We find the finance risk level of foreign trade enterprises is invalid, so the sector needs to improve finances further.