时间

市场因子

市值因子

账面市值比因子

2010-06-30

−0.085133967

−0.01013785

0.004576727

2010-07-30

0.158424399

0.01913877

−0.01109703

2010-08-31

0.059173999

0.048912806

0.06638104

2010-09-30

−0.000477652

−0.01089173

−0.000421829

2010-10-29

0.049179565

0.016883996

−0.013378409

2010-11-30

−0.031887426

0.006782839

−0.040071048

2010-12-31

−0.020482275

−0.006383103

−0.022802036

2011-01-31

−0.042077129

0.007812218

−0.008706522

2011-02-28

0.09202312

−0.013805966

0.007317887

2011-03-31

−0.010736411

−0.020892459

0.002138573

2011-04-29

−0.024085726

−0.009056742

−0.011014553

2011-05-31

−0.072022835

−0.002963036

−0.050153702