Industry sector		Year	Drawing group	Stock return rate (%)
Industry sector		Year	Drawing group	Sum square	Mean square	F	p
V1	Information Transmission, Software & Information Technology Services	2017	between groups	8933.3	8933.3	10.594	0.001***
		2017	within groups	412362.7	843.3
		2018	between groups	20435.1	20435.1	31.108	0.001***
		2018	within groups	377065.1	656.9
		2019	between groups	13059.3	13059.3	5.135	0.024*
		2019	within groups	1469893.8	2543.1
		2020	between groups	11445.3	11445.3	4.630	0.032*
		2020	within groups	1552472.0	2472.1
		2021	between groups	5881.2	5881.2	3.391	0.066
		2021	within groups	1696370.9	1734.5
V2	Construction	2017	between groups	4508.6	4508.6	4.128	0.043*
		2017	within groups	231546.3	1092.2
		2018	between groups	1684.3	1684.3	4.799	0.029*
		2018	within groups	83536.9	351.0
		2019	between groups	1313.9	1313.9	1.678	0.196
		2019	within groups	178507.0	782.9
		2020	between groups	3188.0	3188.0	2.047	0.154
		2020	within groups	339553.6	1557.6
		2021	between groups	925.4	925.4	0.287	0.592
		2021	within groups	960438.7	3222.9
V3	Production & Supply of Electricity, Heat, Gas, Water	2017	between groups	3481.8	3481.8	3.825	0.053
		2017	within groups	125619.3	910.3
		2018	between groups	359.0	359.0	0.826	0.365
		2018	within groups	63890.2	434.6
		2019	between groups	1367.9	1367.9	2.680	0.104
		2019	within groups	83713.5	510.4
		2020	between groups	32.1	32.1	0.065	0.798
		2020	within groups	90742.8	490.5
		2021	between groups	0.1	0.1	0.001	0.994
		2021	within groups	580776.9	2592.8
V4	Mining	2017	between groups	0.3	0.3	0.001	0.986
		2017	within groups	128999.1	921.4
		2018	between groups	2414.5	2414.5	5.146	0.025*
		2018	within groups	68028.4	469.2
		2019	between groups	483.0	483.0	0.640	0.425
		2019	within groups	120766.7	754.8
		2020	between groups	1.9	1.9	0.001	0.971
		2020	within groups	239363.7	1459.5
		2021	between groups	8142.7	8142.7	1.781	0.184
		2021	within groups	850339.8	4571.7
V5	Wholesale & Retail	2017	between groups	467.2	467.2	0.529	0.469
		2017	within groups	90135.3	883.7
		2018	between groups	702.5	702.5	1.394	0.240
		2018	within groups	53909.1	503.8
		2019	between groups	294.5	294.5	0.447	0.505
		2019	within groups	69236.9	659.4
		2020	between groups	1578.8	1578.8	1.569	0.213
		2020	within groups	99622.1	1006.3
		2021	between groups	27827.2	27827.2	6.029	0.015*
		2021	within groups	775429.5	4615.7
V6	R&D Research Services	2017	between groups	1108.3	1108.3	1.403	0.240
		2017	within groups	52141.9	790.0
		2018	between groups	33.5	33.5	0.091	0.764
		2018	within groups	32945.5	370.2
		2019	between groups	606.8	606.8	0.448	0.505
		2019	within groups	153178.1	1355.6
		2020	between groups	1595.4	1595.4	0.884	0.349
		2020	within groups	223826.1	1805.0
		2021	between groups	7524.3	7524.3	2.104	0.149
		2021	within groups	654555.9	3576.8
V7	Management of Water Conservancy, Environment & Public Facilities	2017	between groups	1090.1	1090.1	1.344	0.250
		2017	within groups	63246.2	810.8
		2018	between groups	300.7	300.7	0.537	0.465
		2018	within groups	54883.6	560.0
		2019	between groups	75.4	75.4	0.112	0.739
		2019	within groups	70230.9	675.3
		2020	between groups	1124.0	1124.0	1.561	0.214
		2020	within groups	72730.3	720.1
		2021	between groups	14805.4	14805.4	13.633	0.001***
		2021	within groups	185711.2	1086.0
V8	Transportation, Warehousing & Postal	2017	between groups	930.1	930.1	1.072	0.305
		2017	within groups	45965.8	867.3
		2018	between groups	27.4	27.4	0.041	0.839
		2018	within groups	47603.6	661.2
		2019	between groups	42.0	42.0	0.088	0.768
		2019	within groups	36310.7	477.8
		2020	between groups	211.7	211.7	0.225	0.637
		2020	within groups	85808.2	942.9
		2021	between groups	3.4	3.4	0.005	0.943
		2021	within groups	93921.8	661.4
V9	Finance	2017	between groups	12829.5	12829.5	19.260	0.001***
		2017	within groups	41964.7	666.1
		2018	between groups	4638.9	4638.9	7.007	0.011*
		2018	within groups	37075.1	662.1
		2019	between groups	39.0	39.0	0.017	0.898
		2019	within groups	116408.7	2328.2
		2020	between groups	3389.4	3389.4	2.052	0.156
		2020	within groups	125535.2	1651.8
		2021	between groups	5.5	5.5	0.009	0.924
		2021	within groups	76801.0	604.7
V10	Real Estate	2017	between groups	982.0	982.0	1.787	0.189
		2017	within groups	21986.3	549.7
		2018	between groups	40.7	40.7	0.106	0.746
		2018	within groups	17264.0	383.6
		2019	between groups	11.7	11.7	0.013	0.910
		2019	within groups	52028.3	897.0
		2020	between groups	22.0	22.0	0.044	0.835
		2020	within groups	24024.4	500.5
		2021	between groups	13634.9	13634.9	5.532	0.021*
		2021	within groups	261268.8	2464.8