F1

F2

F3

F4

F5

F6

BV

0.337472

−0.19703

−0.04506

−0.02111

−0.53928

0.082819

Size

0.366984

−0.20968

−0.06207

−0.017

−0.50168

0.123255

Issue

0.459398

−0.20135

0.072078

−0.00811

0.210325

−0.00382

Proceed

0.474228

−0.25046

0.105444

−0.01396

0.216477

−0.07309

Scale

0.312084

−0.14709

0.136986

0.009792

0.534227

−0.14458

Purchase

0.26707

0.531324

0.004868

0.04554

−0.04492

0.031381

Buyer

0.277925

0.462041

−0.03183

0.053708

−0.01196

0.032053

Diff

0.246446

0.534222

0.019372

0.048304

0.011996

0.006692

growth1

−0.0278

−0.04516

0.24007

0.660342

−0.03502

0.049615

growth2

−0.03795

−0.05277

0.224974

0.662947

−0.05514

0.048759

V

0.025271

−0.0563

−0.5515

0.194237

0.211598

0.34442

Beta

0.063693

−0.05158

−0.59341

0.181574

0.131224

0.286734

Index1

−0.01699

0.019101

0.288212

−0.14501

0.085553

0.627793

Index2

−0.03999

−0.01055

0.331701

−0.15602

0.071492

0.591463