The purpose is to improve Chinese enterprises' economic benefit evaluation system based on big data and promote sustainable enterprise production. This paper studies the power supply enterprises-oriented Evaluation Index System (EIS) under the big data environment. Firstly, it expounds on the construction theory of the enterprise economic benefit model. Secondly, the comprehensive Grey Model (GM) based on improved weight and the power consumption prediction model based on Least Mean Square (LMS) neural network (NN) algorithm are introduced. Finally, the comprehensive GM model based on improved weight is used to evaluate the economic benefits of power supply enterprises. The power consumption prediction model based on the LMS-NN algorithm is used to predict the sustainable development of power supply enterprises. The results show that the profitability and solvency of joint-stock power companies are about 90 and 100, respectively, and the social contribution of state-owned power supply enterprises is the strongest. Lastly, it is predicted that the region will have 134.8 billion kWh of electricity and about 137.2 billion kWh of power consumption in 2020. The growth model and trend are consistent, but there are some errors in the specific power consumption data. Therefore, the audit method based on big data has a good evaluation effect on the economic benefits of enterprises. For example, the profits of private and joint-stock power supply enterprises are relatively high. In contrast, state-owned power supply enterprises have outstanding social contribution ability. The big data method is used to predict the power consumption in some areas, and the predicted value is consistent with the actual value. This study provides a reference for the follow-up economic benefit evaluation and sustainable development of enterprises.