股票名称 | αi | αi的t值 | 显著性 | βi | βi的t值 | 显著性 | R-squared |
宝钢股份 | −0.35082 | −4.990 | 2.76e−06 | 0.82355 | 23.360 | <2e−16 | 0.8530 |
中国石化 | −0.02021 | −0.729 | 0.467 | 0.98996 | 72.002 | <2e−16 | 0.9701 |
南方航空 | −0.33588 | −5.716 | 5.17e−08 | 0.83307 | 28.579 | <2e−16 | 0.8353 |
中信证券 | −0.43970 | −7.643 | 1.80e−12 | 0.78248 | 27.388 | <2e−16 | 0.8233 |
招商银行 | −0.43651 | −5.807 | 3.30e−08 | 0.78278 | 21.001 | <2e−16 | 0.7326 |
中国联通 | −1.33991 | −17.118 | <2e−16 | 0.33398 | 8.628 | 5.70e−15 | 0.3162 |
同仁堂 | −1.91948 | −61.978 | <2e−16 | 0.04769 | 3.097 | 0.00231 | 0.0562 |
北方稀土 | −1.11790 | −14.470 | <2e−16 | 0.44426 | 11.620 | <2e−16 | 0.4560 |
雅戈尔 | −0.30671 | −5.824 | 3.03e−08 | 0.84763 | 32.445 | <2e−16 | 0.8673 |
海航控股 | −1.12837 | −13.560 | <2e−16 | 0.43897 | 10.660 | <2e−16 | 0.4137 |