Factor 1 | Factor 2 | Factor 3 | Factor 4 | F | Ri | |||||||
万科A | 0.68724 | 15 | −1.28588 | 72 | −0.25993 | 47 | 0.45856 | 13 | −0.05472 | 35 | ||
深振业A | 0.90925 | 14 | 1.22173 | 8 | −0.04885 | 33 | 0.85779 | 5 | 0.76704 | 8 | ||
大悦城 | −0.19196 | 40 | −0.07394 | 32 | −0.06578 | 37 | 0.03141 | 33 | −0.09884 | 38 | ||
华联控股 | 1.77855 | 3 | 1.38814 | 6 | −0.05950 | 34 | 0.46654 | 12 | 1.06432 | 4 | ||
中洲控股 | −0.42828 | 48 | −0.63807 | 58 | −0.53050 | 57 | 0.07612 | 30 | −0.42349 | 66 | ||
华侨城A | 0.51460 | 20 | −0.35519 | 46 | 0.30100 | 18 | 0.55303 | 10 | 0.25488 | 18 | ||
金融街 | −0.13754 | 37 | 0.31067 | 21 | 0.25158 | 19 | 0.18493 | 26 | 0.11258 | 28 | ||
荣安地产 | 1.21609 | 8 | −0.78851 | 62 | 3.38636 | 2 | 0.26694 | 24 | 1.04320 | 5 | ||
广宇发展 | 1.76237 | 4 | −0.97294 | 65 | −1.26315 | 69 | 4.90853 | 1 | 0.90427 | 6 | ||
中天金融 | −0.76611 | 62 | −0.83204 | 63 | −0.54549 | 58 | −0.58546 | 66 | −0.70503 | 70 | ||
我爱我家 | 1.38321 | 7 | 0.65963 | 16 | −1.07728 | 68 | −1.55710 | 72 | 0.18850 | 24 | ||
粤宏远A | −0.44854 | 49 | 1.78718 | 5 | −1.32639 | 72 | −0.10585 | 39 | −0.02731 | 34 | ||
新华联 | −0.08775 | 35 | −0.97483 | 66 | −0.30184 | 51 | −0.45327 | 60 | −0.41610 | 64 | ||
金科股份 | −0.25713 | 42 | −0.76988 | 60 | 0.18532 | 21 | −0.14149 | 40 | −0.26939 | 52 | ||
美好置业 | −1.72888 | 73 | −0.01203 | 27 | −0.56256 | 59 | −0.39477 | 55 | −0.82701 | 73 | ||
荣丰控股 | −0.62471 | 55 | 0.03493 | 25 | −1.56485 | 73 | 0.44004 | 18 | −0.49838 | 67 | ||
阳光城 | −0.51035 | 53 | −0.39102 | 49 | 0.04766 | 27 | −0.14872 | 41 | −0.29915 | 55 | ||
苏宁环球 | 1.43755 | 6 | 0.34431 | 20 | −0.46450 | 55 | 0.35665 | 20 | 0.56934 | 11 | ||
新能泰山 | 3.72410 | 1 | 0.88139 | 13 | 0.08101 | 25 | −0.24588 | 48 | 1.57126 | 1 | ||
泰禾集团 | −1.33762 | 71 | −1.06099 | 67 | −1.32125 | 71 | −0.51799 | 63 | −1.13427 | 74 | ||
中交地产 | 0.52507 | 19 | −0.60198 | 54 | 0.06437 | 26 | 1.65844 | 4 | 0.31993 | 15 | ||
中国武夷 | −0.38919 | 47 | −0.09656 | 35 | 0.01387 | 28 | −0.47888 | 62 | −0.24055 | 51 | ||
财信发展 | −1.13578 | 69 | −0.33790 | 44 | 1.03491 | 6 | −0.39586 | 56 | −0.33635 | 59 | ||
数源科技 | −0.31755 | 45 | 0.92852 | 10 | −0.92543 | 66 | −0.78317 | 69 | −0.21343 | 50 | ||
中南建设 | −0.02210 | 33 | −1.36429 | 75 | −0.08112 | 38 | −0.20007 | 46 | −0.40056 | 62 | ||
招商积余 | −0.15741 | 39 | 0.78568 | 15 | −0.32366 | 52 | −1.11735 | 71 | −0.10997 | 40 | ||
招商蛇口 | 0.05991 | 28 | 0.49084 | 18 | 2.48297 | 4 | −0.39673 | 57 | 0.63303 | 9 | ||
广宇集团 | 0.23024 | 25 | −0.40454 | 50 | −0.67814 | 62 | −0.02283 | 36 | −0.17088 | 46 | ||
荣盛发展 | 0.92252 | 12 | −1.15704 | 70 | −0.11226 | 41 | 0.15411 | 28 | 0.04862 | 32 | ||
滨江集团 | 0.41294 | 22 | −0.78166 | 61 | 0.93403 | 8 | 0.19498 | 25 | 0.19387 | 23 | ||
南国置业 | −1.80357 | 74 | 0.26888 | 22 | −0.43161 | 54 | −0.42966 | 59 | −0.76045 | 71 | ||
国创高新 | 1.50677 | 5 | 2.73077 | 3 | −1.27750 | 70 | −2.11118 | 73 | 0.62168 | 10 | ||
中国国贸 | 2.95935 | 2 | 0.91935 | 11 | −0.71432 | 64 | −2.43358 | 74 | 0.77520 | 7 | ||
保利地产 | 0.58019 | 18 | −0.40623 | 51 | 0.33584 | 17 | 0.34356 | 21 | 0.24066 | 21 | ||
南京高科 | 1.14664 | 11 | −0.38410 | 48 | 0.36314 | 16 | −0.00383 | 34 | 0.40560 | 13 | ||
冠城大通 | −0.09510 | 36 | −0.46118 | 52 | −0.70041 | 63 | −0.60583 | 67 | −0.40246 | 63 | ||
宋都股份 | −0.03410 | 34 | −1.06560 | 68 | 4.42405 | 1 | −2.81417 | 75 | 0.25393 | 19 | ||
大名城 | −0.00066 | 30 | −0.27702 | 40 | −1.01435 | 67 | −0.15232 | 42 | −0.31901 | 58 | ||
香江控股 | −0.01813 | 32 | −0.62682 | 56 | −0.04338 | 32 | −0.24849 | 49 | −0.21321 | 49 | ||
格力地产 | −0.96853 | 67 | 0.88637 | 12 | −0.27339 | 48 | 0.56456 | 9 | −0.10488 | 39 | ||
新湖中宝 | −0.55156 | 54 | −0.14428 | 37 | −0.80907 | 65 | 0.64687 | 7 | −0.31596 | 57 | ||
鲁商发展 | −0.80748 | 64 | −1.34328 | 74 | −0.57167 | 60 | −0.29044 | 50 | −0.80758 | 72 | ||
万通发展 | 0.30251 | 24 | 3.84322 | 1 | 0.16379 | 22 | 0.26968 | 23 | 1.15575 | 3 | ||
城建发展 | −0.66733 | 59 | 0.46962 | 19 | −0.28942 | 49 | 0.51489 | 11 | −0.11011 | 41 | ||
华发股份 | −0.47218 | 50 | −0.05975 | 31 | −0.06214 | 35 | 2.23012 | 3 | 0.15176 | 26 | ||
华夏幸福 | 0.65214 | 16 | −0.89721 | 64 | −0.16385 | 44 | 0.17645 | 27 | 0.00645 | 33 | ||
首开股份 | −0.29131 | 44 | −0.19678 | 38 | −0.20735 | 46 | 0.45838 | 14 | −0.12982 | 42 | ||
金地集团 | 0.92073 | 13 | −0.49661 | 53 | −0.16151 | 43 | 0.61306 | 8 | 0.27583 | 17 | ||
粤泰股份 | −0.64658 | 56 | 0.26494 | 23 | −1.59157 | 74 | −0.57694 | 65 | −0.61620 | 69 | ||
蓝光发展 | −0.28810 | 43 | −0.62697 | 57 | −0.06549 | 36 | −0.23206 | 47 | −0.31493 | 56 | ||
海航基础 | −1.80824 | 75 | −0.30512 | 41 | −1.59757 | 75 | −1.03555 | 70 | −1.26123 | 75 | ||
栖霞建设 | −0.66125 | 58 | −0.31863 | 43 | −0.17491 | 45 | 0.44674 | 17 | −0.29126 | 54 | ||
迪马股份 | 0.36044 | 23 | −0.71813 | 59 | 0.73024 | 11 | −0.18086 | 44 | 0.08557 | 30 | ||
市北高新 | −0.86425 | 66 | 1.35548 | 7 | 0.97788 | 7 | 0.05960 | 31 | 0.24863 | 20 | ||
绿地控股 | 0.21569 | 26 | −1.28681 | 73 | −0.58224 | 61 | −0.29283 | 51 | −0.41945 | 65 | ||
光大嘉宝 | −0.50181 | 52 | −0.01377 | 28 | −0.46885 | 56 | −0.47181 | 61 | −0.36716 | 60 | ||
浦东金桥 | 0.50859 | 21 | −0.21904 | 39 | 0.10909 | 23 | −0.34523 | 53 | 0.10156 | 29 | ||
城投控股 | −1.05787 | 68 | 2.06818 | 4 | 0.75609 | 10 | 0.37035 | 19 | 0.35652 | 14 | ||
信达地产 | 0.07086 | 27 | −0.37491 | 47 | −0.09430 | 40 | −0.02166 | 35 | −0.09243 | 37 | ||
陆家嘴 | 1.19163 | 10 | −1.06888 | 69 | −0.08240 | 39 | −0.02502 | 37 | 0.14799 | 27 | ||
天地源 | −0.49895 | 51 | −0.31027 | 42 | 0.80736 | 9 | 0.05533 | 32 | −0.07374 | 36 | ||
中华企业 | 1.21068 | 9 | 0.01127 | 26 | −0.40613 | 53 | 0.45811 | 15 | 0.43125 | 12 | ||
珠江实业 | −0.65795 | 57 | −0.04631 | 30 | 0.59896 | 13 | −0.16774 | 43 | −0.14765 | 43 | ||
亚通股份 | −0.31986 | 46 | −0.08775 | 33 | −0.12029 | 42 | −0.67261 | 68 | −0.27335 | 53 | ||
光明地产 | −0.80100 | 63 | −0.04509 | 29 | 0.71972 | 12 | −0.40115 | 58 | −0.21031 | 48 | ||
苏州高新 | −0.83221 | 65 | 0.63177 | 17 | −0.01532 | 31 | −0.31841 | 52 | −0.20170 | 47 | ||
华远地产 | −0.71724 | 61 | −0.60537 | 55 | −0.01036 | 30 | 0.30677 | 22 | −0.36963 | 61 | ||
上实发展 | −0.19804 | 41 | −0.09931 | 36 | 0.00250 | 29 | −0.36292 | 54 | −0.15497 | 44 | ||
西藏城投 | −1.20821 | 70 | 0.06418 | 24 | −0.29585 | 50 | −0.19052 | 45 | −0.52457 | 68 | ||
京能置业 | −1.67113 | 72 | 2.98395 | 2 | 2.55906 | 3 | 2.95826 | 2 | 1.17189 | 2 | ||
世茂股份 | −0.01493 | 31 | −0.34952 | 45 | 0.08785 | 24 | −0.52432 | 64 | −0.15711 | 45 | ||
上海临港 | 0.05549 | 29 | 0.79947 | 14 | 0.22835 | 20 | 0.12891 | 29 | 0.29235 | 16 | ||
张江高科 | −0.69816 | 60 | 0.94740 | 9 | 0.46638 | 15 | −0.04642 | 38 | 0.07698 | 31 | ||
新城控股 | 0.58907 | 17 | −1.25198 | 71 | 1.08596 | 5 | 0.45299 | 16 | 0.21529 | 22 | ||
北辰实业 | −0.13778 | 38 | −0.09190 | 34 | 0.53844 | 14 | 0.83830 | 6 | 0.17884 | 25 | ||