Factor 1 | 36.88% | Factor 2 | 50.47% | Factor 3 | 58.49% |
VAI: General equipment | 0.9354 | PPI: Durable | 0.8205 | VAI: Food process | 0.623 |
IMPI: Non-energy | 0.891 | M2: China | −0.7204 | CPI: Tobacco, Liquor | 0.607 |
VAI: WOODS process | 0.8901 | PPI: Clothing | 0.7175 | M2: US | 0.5576 |
VAI: Paper | 0.8844 | PPI: Daily use | 0.7103 | IMPI: Basic metals | −0.5427 |
Factor 4 | 64.28% | Factor 5 | 69.23% | Factor 6 | 73.62% |
US treasury: 1 year | −0.6241 | CFFI: Total loans | −0.7544 | SH composite index | −0.6453 |
US: Short loans | −0.6093 | Consumer satisfy | 0.5736 | CFFI: Portfolio | −0.5192 |
CFFI: Total loans | 0.587 | M1: US | −0.5551 | SZ composite index | −0.456 |
SZ composite index | 0.5506 | CPI: Clothing | −0.5189 | VAI: Gas production | −0.4263 |
Factor 7 | 76.26% | Factor 8 | 78.47% |
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VAI: water production | 0.6712 | IAC: Primary Ind. | −0.4503 |
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CFFI: Portfolio | −0.404 | VAI: Electrical M & E | 0.3576 |
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IMPI: Woods | 0.3577 | Fiscal expenditure | 0.3543 |
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VAI: Non-ferrous Metals | −0.353 | VAI: Furniture | 0.3496 |
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