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 |