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 |