Traditional stock prediction methods are mostly based on time-series models， which ignore the complex relations among stocks， and the relations often exceed pairwise connections， such as stocks in the same industry or multiple stocks held by the same fund. To solve this problem， a stock trend prediction method based on temporal HyperGraph Convolutional neural Network （HGCN） was proposed， and a hypergraph model based on financial investment facts was constructed to fit multiple relations among stocks. The model was composed of two major components： Gated Recurrent Unit （GRU） network and HGCN. GRU network was used for performing time-series modeling on historical data to capture long-term dependencies. HGCN was used to model high-order relations among stocks to learn intrinsic relation attributes， and introduce the multiple relation information among stocks into traditional time-series modeling for end-to-end trend prediction. Experiments on real dataset of China A-share market show that compared with existing stock prediction methods， the proposed model improves prediction performance， e.g. compared with the GRU network， the proposed model achieves the relative increases in ACC and F1_score of 9.74% and 8.13%， respectively， and is more stable. In addition， the simulation back-testing results show that the trading strategy based on the proposed model is more profitable， with an annual return of 11.30%， which is 5 percentage points higher than that of Long Short-Term Memory （LSTM） network.