| 因子 | ||||
1 | 2 | 3 | 4 | 5 | |
最新基金份额(X1) | 0.199 | −0.015 | 0.053 | −0.316 | 0.016 |
期末单位净值(X2) | −0.153 | −0.023 | 0.130 | 0.329 | 0.118 |
净值增长率(X3) | 0.001 | −0.042 | 0.471 | −0.164 | 0.039 |
加权平均单位基金净收益(X4) | −0.031 | −0.020 | 0.437 | −0.062 | 0.033 |
佣金(X5) | −0.126 | −0.032 | 0.032 | −0.046 | 0.602 |
股票交易额(X6) | −0.128 | −0.032 | 0.034 | −0.058 | 0.613 |
债券交易额(X7) | 0.010 | 0.185 | 0.006 | −0.071 | −0.024 |
股票投资市值(X8) | 0.130 | −0.014 | −0.030 | 0.081 | −0.078 |
债券投资市值(X9) | −0.039 | 0.305 | −0.029 | −0.018 | −0.031 |
银行存款(X10) | 0.077 | −0.085 | −0.098 | 0.380 | −0.200 |
实收基金(X11) | 0.240 | −0.024 | −0.023 | −0.110 | −0.197 |
基金资产合计(X12) | 0.149 | −0.009 | −0.039 | 0.112 | −0.155 |
未分配收益(X13) | −0.072 | 0.021 | −0.046 | 0.428 | −0.014 |
股票利息收入(X14) | 0.175 | 0.041 | 0.056 | −0.194 | −0.059 |
债券利息收入(X15) | −0.035 | 0.313 | −0.038 | −0.041 | −0.048 |
存款利息收入(X16) | 0.067 | −0.048 | −0.132 | 0.201 | −0.006 |
收入合计(X17) | 0.169 | 0.040 | 0.191 | −0.146 | −0.166 |
股票投资成本(X18) | 0.131 | −0.016 | −0.054 | 0.091 | −0.080 |
债券投资成本(X19) | −0.039 | 0.305 | −0.029 | −0.019 | −0.031 |
费用合计(X20) | 0.046 | −0.015 | −0.031 | 0.006 | 0.194 |