|
corr |
corr_rnk |
ls |
g10_corr |
bigg_vs_zz500 |
smallg_vs_zz500 |
bigg_vs_zz1000 |
smallg_vs_zz1000 |
bigg_vs_hs300 |
smallg_vs_hs300 |
| 20260211_145925_mega_raw |
|
|
|
|
|
|
|
|
|
|
| -- size |
0.048810 |
0.054221 |
0.004271 |
0.527273 |
-0.000832 |
-0.005103 |
0.002966 |
-0.001305 |
0.003895 |
-0.000376 |
| + beta |
-0.010437 |
-0.084894 |
0.001700 |
-0.236364 |
-0.004762 |
-0.006462 |
-0.000964 |
-0.002664 |
-0.000035 |
-0.001734 |
| - momentum |
-0.064930 |
-0.137828 |
-0.005104 |
-0.733333 |
-0.008579 |
-0.003475 |
-0.004781 |
0.000323 |
-0.003852 |
0.001252 |
| -- residualvolatility |
-0.153813 |
-0.236876 |
-0.012043 |
-0.951515 |
-0.012497 |
-0.000454 |
-0.008699 |
0.003344 |
-0.007770 |
0.004273 |
| -- nonlinearsize |
0.028431 |
0.032750 |
0.000205 |
0.503030 |
-0.004898 |
-0.005103 |
-0.001100 |
-0.001305 |
-0.000171 |
-0.000376 |
| + btop |
0.072828 |
0.217356 |
0.008549 |
0.951515 |
0.000583 |
-0.007966 |
0.004381 |
-0.004168 |
0.005310 |
-0.003238 |
| -- liquidity |
-0.119677 |
-0.214141 |
-0.007966 |
-0.890909 |
-0.010227 |
-0.002261 |
-0.006429 |
0.001537 |
-0.005500 |
0.002466 |
| + earningsyield |
0.114473 |
0.216371 |
0.007968 |
0.818182 |
0.001857 |
-0.006111 |
0.005655 |
-0.002313 |
0.006584 |
-0.001384 |
| - growth |
0.016277 |
0.021193 |
0.002173 |
0.587879 |
-0.004144 |
-0.006317 |
-0.000346 |
-0.002519 |
0.000584 |
-0.001590 |
| - leverage |
0.045419 |
0.062987 |
0.002585 |
0.878788 |
-0.002047 |
-0.004632 |
0.001750 |
-0.000834 |
0.002680 |
0.000095 |