Note, this answer assumes you are playing in a competitive environment. EVs and Super Training don't matter much ingame, the games are easy enough as they are.
No, there is no way to tell which stats to Super Train (and there doesn't need to be). It's all a matter of personal preference, but there are always going to be stats that will be better to train than others - just think logically. If your Pokemon's aim is to sweep teams or break walls, you are going to want to train your Pokemon in a offensive stat for maximum damage rather than a defensive stat. Likewise, if you are training a defensive Pokemon or a support Pokemon, you'll most likely want to invest in your defensive stats.
We will take some examples of Pokemon that use certain EV spreads in competitive battles (Super Training is one way to get EVs, if you don't know what they are, see this article). Greninja is a special attacker with a high Speed stat, enough to move before the majority of the game. It is a Pokemon that can counter many Pokemon with its impressive coverage and ability Protean, so you will want to use maximum Special Attack to hit Pokemon as hard as possible. Using Speed is also necessary to take advantage of Greninja's high Speed stat, and to allow it to outspeed as many Pokemon as possible. Putting EVs into bulk is not as useful as putting it in offensive stats, as Greninja is already frail. It can't take hits well, and EV investment doesn't really do enough to compensate for that. Because of this, it's better to maximise the amount of damage Greninja does.
This is the same with defensive Pokemon; we'll take Skarmory for example. It has great Defence, which can potentially allow it to wall many threatening physical attackers in the game, so adding investment to Defence will help lower the damage even further. HP investment is also mandatory in most defensive Pokemon, as it allows you to take more hits before you faint, which is one of the primary goals of a defensive Pokemon; take hits and support the team. Some defensive Pokemon may also choose to use some slightly different options; in this example Skarmory will often use a little Speed, so it can avoid Speed ties with certain Pokemon. For example, if Skarmory uses some Speed, it can OHKO defensive Breloom with Brave Bird without having to worry about Breloom outspeeding and putting Skarmory to sleep with Spore (Breloom and Skarmory have the same base speed, so if Skarmory uses no Speed and nor does Breloom, it is left to a 50/50 chance in a speed tie).
Some Pokemon use a bit of a mix of both, depending on what they are supposed to achieve in the team. There are lot of Pokemon that will use EVs in HP and an offensive stat, for example, because they need to hit hard, but they also pack some bulk, so using HP allows you take hits more easily. Such Pokemon are widely regarded as bulky attackers. These are not the only examples of abstract EV spreads; there are many other possibilities that work for some Pokemon.
So as a rule of thumb, generally it is better to invest in a Pokemon's best stats rather than their worst, as their best stats are the reason you use them, right? You'll want to invest in their strengths the most. Of course, there are some exceptions; Blissey, for example, uses max Defence even though its Defence is awful. This is mostly to prevent certain Pokemon from taking advantage of the bad stat, and because its HP and Special Defence are good enough anyway.
Honestly, the best way to figure out what is best for each Pokemon is by playing the game, seeing what other people use and finding what works and what doesn't. Sites like Smogon offer good explanations of what's best to use on each Pokemon in competitive Pokemon, so they're a good way to start.
