成分

1

2

3

4

5

6

资产报酬率(X₁)

−0.029

0.322

−0.145

−0.025

−0.017

−0.026

总资产净利润率(X₂)

−0.021

0.321

−0.136

−0.032

−0.014

−0.033

净资产收益率(X₃)

−0.049

−0.081

0.450

0.030

0.020

0.015

营业净利率(X₄)

0.005

0.263

−0.111

−0.029

−0.026

0.017

流动资产周转率(X₅)

0.011

0.050

−0.002

0.350

−0.001

−0.079

总资产周转率(X₆)

0.054

0.082

−0.056

0.398

0.000

−0.058

应收账款周转率(X₇)

0.155

−0.165

0.072

0.458

−0.021

0.109

流动比率(X₈)

0.307

−0.030

−0.060

0.110

0.019

−0.021

速动比率(X₉)

0.307

−0.034

−0.067

0.113

0.018

−0.012

现金比率(X₁₀)

0.305

−0.046

−0.062

0.154

0.015

0.006

资产负债率(X₁₁)

−0.126

−0.046

−0.107

0.101

0.033

0.089

有形资产负债率(X₁₂)

−0.122

−0.060

−0.096

0.104

0.031

0.089

产权比率(X₁₃)

0.022

0.166

−0.532

−0.011

−0.021

−0.002

资本保值增值率(X₁₄)

−0.028

−0.072

0.022

0.010

−0.012

0.541

总资产增长率(X₁₅)

−0.046

−0.023

−0.052

0.011

−0.004

0.552

基本每股收益增长率(X₁₆)

0.018

−0.041

0.023

0.024

0.534

0.004

净利润增长率(X₁₇)

−0.003

−0.020

0.020

−0.042

0.535

−0.021

可持续增长率(X₁₈)

−0.052

0.179

0.125

0.013

0.000

−0.051