| 成分 | ||||||
F1 | F2 | F3 | F4 | F5 | F6 | F7 | |
流动比率(X1) | −0.004 | 0.468 | 0.102 | −0.012 | −0.065 | 0.071 | −0.02 |
速动比率(X2) | 0.009 | 0.439 | 0.051 | −0.021 | −0.077 | 0.057 | 0.064 |
资产负债率(X3) | 0.072 | 0.023 | 0.415 | −0.033 | −0.01 | 0.071 | −0.054 |
产权比率(X4) | 0.082 | 0.095 | 0.434 | −0.073 | −0.023 | 0.087 | 0.041 |
总资产净利润率(X5) | 0.25 | −0.001 | −0.129 | −0.012 | 0.013 | 0.173 | 0.037 |
净资产收益率(X6) | 0.291 | 0.009 | −0.002 | 0.004 | 0.018 | 0.21 | −0.007 |
营业净利率(X7) | 0.04 | −0.111 | −0.296 | −0.248 | −0.109 | 0.058 | 0.03 |
总资产周转率(X8) | −0.01 | 0.079 | 0.078 | 0.498 | 0.002 | −0.001 | −0.061 |
流动资产周转率(X9) | −0.026 | −0.12 | −0.114 | 0.485 | 0.015 | −0.039 | 0.086 |
总资产增长率(X10) | 0.34 | −0.03 | 0.119 | −0.052 | −0.089 | −0.217 | 0.033 |
资本积累率(X11) | 0.344 | 0.009 | 0.093 | −0.02 | −0.074 | −0.093 | 0.086 |
净利润现金净含量(X12) | 0.067 | −0.227 | 0.015 | −0.066 | 0.068 | −0.087 | 0.62 |
营业收入现金含量(X13) | 0.03 | 0.168 | −0.02 | 0.054 | −0.043 | 0.035 | 0.686 |
研发人员数量占比(X14) | −0.088 | −0.101 | 0.019 | 0.055 | 0.621 | 0.081 | 0.001 |
研发费用率(X15) | −0.008 | −0.088 | −0.01 | −0.028 | 0.529 | 0.026 | 0.013 |
上市公司透明度(X16) | 0.042 | 0.138 | 0.091 | −0.013 | 0.068 | 0.602 | −0.042 |
信用评级(X17) | −0.076 | −0.049 | −0.051 | −0.024 | 0 | 0.449 | 0.012 |