指标名称

Factor1

Factor2

Factor3

Factor4

Factor5

Factor6

Factor7

Factor8

Factor9

Factor10

Factor11

Factor12

roe_yearly

0.8277

−0.0194

0.1548

−0.0246

0.1409

0.3644

−0.2765

−0.0439

0.0066

−0.0692

0.0144

−0.0095

roa_yearly

0.8973

−0.0255

−0.0473

−0.2350

−0.0654

0.2550

−0.0806

−0.0552

0.0165

−0.0403

0.0279

−0.0458

total_revenue

0.1176

0.6050

−0.4030

0.4028

0.1407

0.1218

−0.2114

0.0086

−0.1191

0.0968

0.0101

−0.0709

revenue_ps

0.1166

0.6005

−0.4051

0.4042

0.1429

0.1256

−0.2104

0.0088

−0.1120

0.0980

0.0124

−0.0721

undist_profit

0.2821

0.8858

−0.0701

0.1013

−0.1629

−0.1493

−0.0003

−0.0589

0.0196

−0.0153

−0.0247

0.0402

extra_item

−0.1093

0.1498

−0.0804

0.0856

0.0083

0.0637

−0.1178

0.1277

0.1878

0.0843

−0.8291

−0.0205

profit_dedt

−0.1278

0.3283

0.6135

0.2173

0.0296

0.4249

0.3863

−0.0120

−0.0001

−0.0240

−0.1283

0.0130

assets_turn

0.3064

−0.0491

−0.5897

0.1987

0.0860

0.4226

−0.1157

−0.1278

−0.1663

−0.0359

0.0659

−0.0509