| 第1个因子的t值(左)和p值(右) | |||||||||||
|
| Small | 2 | 3 | 4 | Big |
| Small | 2 | 3 | 4 | Big |
| Low | −8.371 | −10.378 | −8.544 | −7.888 | −10.044 | Low | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
| 2 | −6.528 | −5.725 | −7.177 | −8.566 | −8.303 | 2 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
| 3 | −6.063 | −8.168 | −7.050 | −5.338 | −7.292 | 3 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
| 4 | −5.377 | −4.533 | −6.799 | −5.440 | −6.994 | 4 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
| High | −0.997 | −2.407 | −3.231 | −1.953 | −3.773 | High | 0.322 | 0.018 | 0.002 | 0.055 | 0.000 |
| 第2个因子的t值(左)和p值(右) | |||||||||||
|
| Small | 2 | 3 | 4 | Big |
| Small | 2 | 3 | 4 | Big |
| Low | −3.896 | −4.431 | −4.424 | −4.799 | −4.241 | Low | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
| 2 | −4.735 | −4.989 | −3.991 | −5.584 | −4.645 | 2 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
| 3 | −3.071 | −4.104 | −3.468 | −3.195 | −4.622 | 3 | 0.003 | 0.000 | 0.000 | 0.002 | 0.000 |
| 4 | −2.408 | −2.279 | −4.298 | −3.001 | −4.082 | 4 | 0.018 | 0.025 | 0.000 | 0.003 | 0.000 |
| High | −0.810 | −1.165 | −1.632 | −0.975 | −1.771 | High | 0.420 | 0.247 | 0.107 | 0.333 | 0.080 |
| …… | …… | ||||||||||
| 第31个因子的t值(左)和p值(右) | |||||||||||
|
| Small | 2 | 3 | 4 | Big |
| Small | 2 | 3 | 4 | Big |
| Low | 0.333 | 0.816 | 0.778 | 1.501 | −0.604 | Low | 0.739 | 0.417 | 0.438 | 0.138 | 0.547 |
| 2 | 0.664 | 0.917 | 1.122 | 0.194 | −0.469 | 2 | 0.508 | 0.362 | 0.265 | 0.846 | 0.640 |
| 3 | 1.276 | −0.092 | 3.907 | 2.252 | 0.375 | 3 | 0.206 | 0.926 | 0.000 | 0.027 | 0.708 |
| 4 | 2.437 | 2.251 | 2.141 | 1.702 | 1.672 | 4 | 0.017 | 0.027 | 0.036 | 0.093 | 0.099 |
| High | 3.227 | 2.968 | 4.753 | 4.374 | 4.186 | High | 0.001 | 0.001 | 0.000 | 0.000 | 0.000 |