变量

因子F1

因子F2

因子F3

Z score (X1)

0.060

0.112

0.000

Z score (X2)

−0.058

0.252

−0.032

Z score (X3)

0.079

0.064

0.019

Z score (X4)

0.029

0.167

−0.009

Z score (X5)

0.118

−0.087

−0.054

Z score (X6)

0.100

0.014

0.006

Z score (X7)

0.101

0.014

−0.023

Z score (X8)

0.112

−0.039

0.015

Z score (X9)

0.120

−0.104

−0.020

Z score (X10)

0.108

−0.019

0.019

Z score (X11)

0.017

−0.003

−0.596

Z score (X12)

0.098

0.023

−0.060

Z score (X13)

0.119

−0.150

−0.087

Z score (X14)

−0.003

0.206

−0.005

Z score (X15)

0.062

0.064

0.127

Z score (X16)

−0.055

0.012

0.676

Z score (X17)

−0.063

0.257

0.000