| 成分 | ||||||
F1 | F2 | F3 | F4 | F5 | F6 | F7 | |
资本积累率 | 0.846 |
|
|
|
| −0.135 |
|
总资产增长率 | 0.82 |
|
|
|
| −0.306 |
|
净资产收益率 | 0.819 |
| −0.188 | 0.117 |
| 0.286 |
|
总资产净利润率 | 0.762 |
| −0.437 |
| 0.113 | 0.231 |
|
流动比率 |
| 0.93 | −0.116 |
| 0.165 | −0.115 |
|
速动比率 |
| 0.906 | −0.204 |
| 0.146 | −0.115 |
|
资产负债率 |
| −0.301 | 0.883 |
| −0.115 | 0.124 |
|
产权比率 |
| −0.16 | 0.88 | −0.12 |
| 0.119 |
|
营业净利率 | 0.135 |
| −0.558 | −0.394 | −0.143 | 0.129 |
|
总资产周转率 | 0.106 |
|
| 0.895 |
|
|
|
流动资产周转率 |
| −0.218 | −0.161 | 0.886 | −0.103 |
|
|
研发人员数量占比 |
| 0.118 |
|
| 0.91 |
|
|
研发费用率 | 0.203 | 0.169 | −0.107 | −0.122 | 0.845 | −0.128 |
|
上市公司透明度 |
|
|
|
|
| 0.824 |
|
信用评级 | −0.245 | −0.34 |
|
| −0.234 | 0.719 |
|
营业收入现金含量 | −0.108 | 0.35 |
|
|
|
| 0.799 |
净利润现金净含量 |
| −0.434 | 0.227 | −0.111 |
|
| 0.701 |