原始指标

成分

F₁

F₂

F₃

F₄

F₅

F₆

F₇

F₈

F₉

流动比率

−0.0270

0.0230

−0.0320

−0.0050

0.4640

−0.0020

0.0180

−0.0130

−0.0020

产权比率

0.0530

−0.0130

0.0270

−0.0020

−0.0580

0.0310

0.1440

−0.1290

−0.7370

营业收入

−0.0790

0.0370

−0.0260

0.3490

−0.0210

0.0200

0.1410

0.0530

−0.0030

净利润

0.0550

−0.0320

−0.0290

0.0810

0.0050

0.0160

−0.0450

−0.0050

0.0100

营业收入增长率

0.0240

0.2640

0.0750

−0.0490

−0.0280

−0.0400

0.0860

0.7300

0.1390

净资产收益率

0.3620

0.0540

−0.0800

−0.1670

−0.0640

−0.0220

0.1070

0.1110

−0.0560

存货周转率

0.0270

0.0050

0.0100

−0.0320

0.0970

−0.0700

0.4570

0.0060

−0.0500

总资产周转率

−0.0250

−0.0870

0.0060

0.1880

−0.0090

0.1150

0.4180

0.0040

0.0580