| L8-2 |
|
1 |
2 |
3 |
|
|
| No |
|
主動 |
安定 |
市場 |
|
| 1 |
2.499406 |
2.252609 |
1.149958 |
1.778107 |
|
| 2 |
1.710718 |
1.307069 |
1.149958 |
1.778107 |
|
| 3 |
0.189827 |
-0.58401 |
0.261354 |
0.144171 |
|
| 4 |
0.060712 |
0.36153 |
0.261354 |
0.144171 |
|
| 5 |
2.13742 |
0.36153 |
2.038563 |
-1.48976 |
|
| 6 |
0.94869 |
0.36153 |
0.261354 |
-1.48976 |
|
| 7 |
0.197283 |
0.36153 |
-0.62725 |
0.144171 |
|
| 8 |
0.676461 |
-0.58401 |
1.149958 |
0.144171 |
|
| 9 |
0.462337 |
0.36153 |
1.149958 |
0.144171 |
|
| 10 |
1.576855 |
0.36153 |
1.149958 |
1.778107 |
|
| 11 |
0.676461 |
-0.58401 |
1.149958 |
0.144171 |
|
| 12 |
0.676461 |
-0.58401 |
1.149958 |
0.144171 |
|
| 13 |
0.808003 |
1.307069 |
-0.62725 |
0.144171 |
|
| 14 |
0.197283 |
0.36153 |
-0.62725 |
0.144171 |
|
| 15 |
3.069187 |
-2.47509 |
1.149958 |
0.144171 |
|
| 16 |
1.161619 |
0.36153 |
-0.62725 |
-1.48976 |
|
| 17 |
2.421677 |
2.252609 |
-0.62725 |
1.778107 |
|
| 18 |
0.189827 |
-0.58401 |
0.261354 |
0.144171 |
|
| 19 |
1.781237 |
1.307069 |
0.261354 |
-1.48976 |
|
| 20 |
0.94869 |
0.36153 |
0.261354 |
-1.48976 |
|
| 21 |
0.189827 |
-0.58401 |
0.261354 |
0.144171 |
|
| 22 |
0.898887 |
-0.58401 |
-0.62725 |
-1.48976 |
|
| 23 |
0.189827 |
-0.58401 |
0.261354 |
0.144171 |
|
| 24 |
0.060712 |
0.36153 |
0.261354 |
0.144171 |
|
| 25 |
1.757496 |
0.36153 |
-1.51585 |
1.778107 |
|
| 26 |
0.808003 |
1.307069 |
-0.62725 |
0.144171 |
|
| 27 |
0.831146 |
-0.58401 |
-1.51585 |
0.144171 |
|
| 28 |
0.770968 |
-0.58401 |
0.261354 |
-1.48976 |
|
| 29 |
0.770968 |
-0.58401 |
0.261354 |
-1.48976 |
|
| 30 |
2.488011 |
-1.52955 |
-2.40446 |
0.144171 |
|
| 31 |
0.241389 |
-0.58401 |
-0.62725 |
0.144171 |
|
| 32 |
0.831146 |
-0.58401 |
-1.51585 |
0.144171 |
|
| 33 |
0.831146 |
-0.58401 |
-1.51585 |
0.144171 |
|
| 34 |
0.940319 |
-1.52955 |
-0.62725 |
0.144171 |
|
1/D |
| 35 |
0.060712 |
0.36153 |
0.261354 |
0.144171 |
|
16.47123 |
| 36 |
1.872085 |
-1.52955 |
-1.51585 |
-1.48976 |
|
0.534164 |
| 37 |
0.898887 |
-0.58401 |
-0.62725 |
-1.48976 |
|
1.112487 |
| 38 |
0.973767 |
-1.52955 |
0.261354 |
0.144171 |
|
1.02694 |
| 39 |
1.757496 |
0.36153 |
-1.51585 |
1.778107 |
|
0.568991 |
| 40 |
0.903037 |
1.307069 |
1.149958 |
0.144171 |
|
1.107374 |
| 41 |
1.9591 |
-0.58401 |
-2.40446 |
0.144171 |
|
0.510438 |
| 42 |
2.515796 |
-1.52955 |
-0.62725 |
1.778107 |
|
0.397488 |
| 43 |
2.991387 |
-1.52955 |
-2.40446 |
-1.48976 |
|
0.334293 |
| 44 |
4.637384 |
-3.42063 |
-1.51585 |
0.144171 |
|
0.215639 |
| 45 |
1.248071 |
-1.52955 |
0.261354 |
-1.48976 |
|
0.801237 |
| 46 |
2.713813 |
-2.47509 |
-1.51585 |
0.144171 |
|
0.368485 |
| 47 |
4.637384 |
-3.42063 |
-1.51585 |
0.144171 |
|
0.215639 |
| 48 |
4.450728 |
-3.42063 |
-1.51585 |
-1.48976 |
|
0.224682 |
| 49 |
3.671747 |
-2.47509 |
-2.40446 |
0.144171 |
|
0.27235 |
| 50 |
0.940319 |
-1.52955 |
-0.62725 |
0.144171 |
|
1.063469 |
| 51 |
1.29098 |
-1.52955 |
-0.62725 |
-1.48976 |
|
0.774605 |
| 52 |
2.337898 |
-2.47509 |
-0.62725 |
-1.48976 |
|
0.427735 |
| 53 |
4.307861 |
-2.47509 |
-0.62725 |
-3.1237 |
|
0.232134 |
| 54 |
6.887488 |
-3.42063 |
-3.29306 |
-1.48976 |
|
0.145191 |
| 55 |
1.248071 |
-1.52955 |
0.261354 |
-1.48976 |
|
0.801237 |
| 56 |
1.248071 |
-1.52955 |
0.261354 |
-1.48976 |
|
0.801237 |
| 57 |
7.586559 |
-4.36617 |
-2.40446 |
-1.48976 |
|
0.131812 |
| 58 |
1.29098 |
-1.52955 |
-0.62725 |
-1.48976 |
|
0.774605 |
| 59 |
2.412533 |
-2.47509 |
0.261354 |
0.144171 |
|
0.414502 |
| 60 |
2.960295 |
-2.47509 |
1.149958 |
-1.48976 |
|
0.337804 |
| 61 |
4.637384 |
-3.42063 |
-1.51585 |
0.144171 |
|
0.215639 |
| 62 |
4.039642 |
-3.42063 |
-0.62725 |
-1.48976 |
|
0.247547 |
| 63 |
2.833994 |
-2.47509 |
-1.51585 |
-1.48976 |
|
0.352859 |
| 64 |
2.833994 |
-2.47509 |
-1.51585 |
-1.48976 |
|
0.352859 |
| 65 |
5.829596 |
-0.58401 |
-4.18167 |
0.144171 |
|
0.171538 |
| 66 |
1.29098 |
-1.52955 |
-0.62725 |
-1.48976 |
|
0.774605 |
| 67 |
14.95494 |
-6.25725 |
-2.40446 |
0.144171 |
|
0.066868 |
| 68 |
9.648671 |
-5.31171 |
-1.51585 |
-1.48976 |
|
0.103641 |
| 69 |
0.940319 |
-1.52955 |
-0.62725 |
0.144171 |
|
1.063469 |
| 70 |
9.704735 |
-5.31171 |
0.261354 |
-1.48976 |
|
0.103042 |
| 71 |
7.551458 |
-2.47509 |
-4.18167 |
-1.48976 |
|
0.132425 |
| 72 |
7.586559 |
-4.36617 |
-2.40446 |
-1.48976 |
|
0.131812 |
| 73 |
18.87992 |
-7.20279 |
-1.51585 |
0.144171 |
|
0.052966 |
| 74 |
9.648671 |
-5.31171 |
-1.51585 |
-1.48976 |
|
0.103641 |
| 75 |
6.396211 |
-4.36617 |
-0.62725 |
-1.48976 |
|
0.156343 |
| 76 |
6.966061 |
-4.36617 |
-0.62725 |
0.144171 |
|
0.143553 |
| 77 |
1.9591 |
-0.58401 |
-2.40446 |
0.144171 |
|
0.510438 |
| 78 |
3.671747 |
-2.47509 |
-2.40446 |
0.144171 |
|
0.27235 |
| 79 |
2.833994 |
-2.47509 |
-1.51585 |
-1.48976 |
|
0.352859 |
| 80 |
4.450728 |
-3.42063 |
-1.51585 |
-1.48976 |
|
0.224682 |
| 81 |
4.450728 |
-3.42063 |
-1.51585 |
-1.48976 |
|
0.224682 |
| 82 |
4.637384 |
-3.42063 |
-1.51585 |
0.144171 |
|
0.215639 |
| 83 |
3.910773 |
-1.52955 |
-2.40446 |
1.778107 |
|
0.255704 |
| 84 |
10.77448 |
-5.31171 |
-1.51585 |
-3.1237 |
|
0.092812 |
| 85 |
4.450728 |
-3.42063 |
-1.51585 |
-1.48976 |
|
0.224682 |
| 86 |
4.880314 |
-2.47509 |
-1.51585 |
-3.1237 |
|
0.204905 |
| 87 |
9.704735 |
-5.31171 |
0.261354 |
-1.48976 |
|
0.103042 |
| 88 |
3.868286 |
-2.47509 |
-2.40446 |
-1.48976 |
|
0.258512 |
| 89 |
5.440774 |
-2.47509 |
-3.29306 |
-1.48976 |
|
0.183797 |
| 90 |
9.704735 |
-5.31171 |
0.261354 |
-1.48976 |
|
0.103042 |
| 91 |
2.833994 |
-2.47509 |
-1.51585 |
-1.48976 |
|
0.352859 |
| 92 |
9.407605 |
-5.31171 |
-0.62725 |
-1.48976 |
|
0.106297 |
| 93 |
5.40001 |
-3.42063 |
-2.40446 |
-1.48976 |
|
0.185185 |
| |
Sig |
38.11007 |
| |
1 |
2 |
3 |
SN |
1.898123 |
| Correl |
|
1 |
0.127921 |
0.265956 |
|
| |
0.127921 |
1 |
-0.03768 |
|
| |
0.265956 |
-0.03768 |
1 |
|
| 逆行列 |
|
1.098645 |
-0.15177 |
-0.29791 |
|
| |
-0.15177 |
1.022386 |
0.078886 |
|
| |
-0.29791 |
0.078886 |
1.082203 |
|
| |
SUMPRO |
MMULT |
|
| 1 |
7.498219 |
1.770578 |
0.974102 |
1.343914 |
|
| 2 |
5.132154 |
0.731766 |
1.117602 |
1.6256 |
|
| 3 |
0.569481 |
-0.72423 |
0.36721 |
0.350621 |
|
| 4 |
0.182136 |
0.314579 |
0.22371 |
0.068936 |
|
| 5 |
6.412261 |
0.531625 |
1.911809 |
-1.55912 |
|
| 6 |
2.846069 |
0.801344 |
0.094816 |
-1.69931 |
|
| 7 |
0.59185 |
0.449438 |
-0.68479 |
-0.00116 |
|
| 8 |
2.029384 |
-0.85909 |
1.275707 |
0.42072 |
|
| 9 |
1.38701 |
0.179719 |
1.132207 |
0.139035 |
|
| 10 |
4.730565 |
-0.30705 |
1.261102 |
1.907285 |
|
| 11 |
2.029384 |
-0.85909 |
1.275707 |
0.42072 |
|
| 12 |
2.029384 |
-0.85909 |
1.275707 |
0.42072 |
|
| 13 |
2.42401 |
1.48825 |
-0.82829 |
-0.28285 |
|
| 14 |
0.59185 |
0.449438 |
-0.68479 |
-0.00116 |
|
| 15 |
9.20756 |
-2.93672 |
1.562707 |
0.984091 |
|
| 16 |
3.484856 |
0.936203 |
-0.81368 |
-1.76941 |
|
| 17 |
7.265032 |
2.040297 |
-0.84289 |
1.203717 |
|
| 18 |
0.569481 |
-0.72423 |
0.36721 |
0.350621 |
|
| 19 |
5.343712 |
1.840156 |
-0.04868 |
-1.981 |
|
| 20 |
2.846069 |
0.801344 |
0.094816 |
-1.69931 |
|
| 21 |
0.569481 |
-0.72423 |
0.36721 |
0.350621 |
|
| 22 |
2.69666 |
-0.10261 |
-0.67018 |
-1.48773 |
|
| 23 |
0.569481 |
-0.72423 |
0.36721 |
0.350621 |
|
| 24 |
0.182136 |
0.314579 |
0.22371 |
0.068936 |
|
| 25 |
5.272489 |
0.097532 |
-1.46439 |
1.69699 |
|
| 26 |
2.42401 |
1.48825 |
-0.82829 |
-0.28285 |
|
| 27 |
2.493439 |
-0.45452 |
-1.44978 |
0.210425 |
|
| 28 |
2.312903 |
-0.23747 |
0.238316 |
-1.41763 |
|
| 29 |
2.312903 |
-0.23747 |
0.238316 |
-1.41763 |
|
| 30 |
7.464033 |
-1.35847 |
-2.21478 |
0.422011 |
|
| 31 |
0.724166 |
-0.58937 |
-0.54129 |
0.280523 |
|
| 32 |
2.493439 |
-0.45452 |
-1.44978 |
0.210425 |
|
| 33 |
2.493439 |
-0.45452 |
-1.44978 |
0.210425 |
|
| 34 |
2.820957 |
-1.62819 |
-0.39779 |
0.562208 |
|
|
| 35 |
0.182136 |
0.314579 |
0.22371 |
0.068936 |
|
| 36 |
5.616256 |
-1.00656 |
-1.43518 |
-1.27614 |
|
| 37 |
2.69666 |
-0.10261 |
-0.67018 |
-1.48773 |
|
| 38 |
2.921301 |
-1.76305 |
0.51071 |
0.632307 |
|
| 39 |
5.272489 |
0.097532 |
-1.46439 |
1.69699 |
|
| 40 |
2.709111 |
1.218531 |
0.988707 |
-0.14265 |
|
| 41 |
5.8773 |
-0.31966 |
-2.35828 |
0.140326 |
|
| 42 |
7.547389 |
-2.11495 |
-0.26889 |
2.330459 |
|
| 43 |
8.974161 |
-0.8717 |
-2.34367 |
-1.34624 |
|
| 44 |
13.91215 |
-3.57095 |
-1.01928 |
1.055481 |
|
| 45 |
3.744212 |
-1.27628 |
0.381816 |
-1.13594 |
|
| 46 |
8.141438 |
-2.53214 |
-1.16278 |
0.773795 |
|
| 47 |
13.91215 |
-3.57095 |
-1.01928 |
1.055481 |
|
| 48 |
13.35218 |
-3.08419 |
-1.14818 |
-0.71277 |
|
| 49 |
11.01524 |
-2.39728 |
-2.07128 |
0.703697 |
|
| 50 |
2.820957 |
-1.62819 |
-0.39779 |
0.562208 |
|
| 51 |
3.87294 |
-1.14142 |
-0.52668 |
-1.20604 |
|
| 52 |
7.013695 |
-2.18023 |
-0.38318 |
-0.92436 |
|
| 53 |
12.92358 |
-1.69347 |
-0.51208 |
-2.69261 |
|
| 54 |
20.66246 |
-2.81447 |
-2.96517 |
-0.85297 |
|
| 55 |
3.744212 |
-1.27628 |
0.381816 |
-1.13594 |
|
| 56 |
3.744212 |
-1.27628 |
0.381816 |
-1.13594 |
|
| 57 |
22.75968 |
-3.98814 |
-1.91317 |
-0.50118 |
|
| 58 |
3.87294 |
-1.14142 |
-0.52668 |
-1.20604 |
|
| 59 |
7.237598 |
-2.80186 |
0.65421 |
0.913992 |
|
| 60 |
8.880886 |
-2.44995 |
1.433813 |
-0.78416 |
|
| 61 |
13.91215 |
-3.57095 |
-1.01928 |
1.055481 |
|
| 62 |
12.11893 |
-3.21905 |
-0.23968 |
-0.64267 |
|
| 63 |
8.501982 |
-2.04537 |
-1.29168 |
-0.99446 |
|
| 64 |
8.501982 |
-2.04537 |
-1.29168 |
-0.99446 |
|
| 65 |
17.48879 |
-0.04994 |
-4.17527 |
0.000129 |
|
| 66 |
3.87294 |
-1.14142 |
-0.52668 |
-1.20604 |
|
| 67 |
44.86483 |
-6.55253 |
-1.49728 |
1.830438 |
|
| 68 |
28.94601 |
-5.16181 |
-0.86118 |
-0.1494 |
|
| 69 |
2.820957 |
-1.62819 |
-0.39779 |
0.562208 |
|
| 70 |
29.1142 |
-5.43153 |
0.955816 |
-0.0092 |
|
| 71 |
22.65437 |
-1.6408 |
-4.01717 |
-1.20475 |
|
| 72 |
22.75968 |
-3.98814 |
-1.91317 |
-0.50118 |
|
| 73 |
56.63976 |
-7.7262 |
-0.44528 |
2.182222 |
|
| 74 |
28.94601 |
-5.16181 |
-0.86118 |
-0.1494 |
|
| 75 |
19.18863 |
-4.25786 |
-0.09618 |
-0.36099 |
|
| 76 |
20.89818 |
-4.74462 |
0.032713 |
1.407265 |
|
| 77 |
5.8773 |
-0.31966 |
-2.35828 |
0.140326 |
|
| 78 |
11.01524 |
-2.39728 |
-2.07128 |
0.703697 |
|
| 79 |
8.501982 |
-2.04537 |
-1.29168 |
-0.99446 |
|
| 80 |
13.35218 |
-3.08419 |
-1.14818 |
-0.71277 |
|
| 81 |
13.35218 |
-3.08419 |
-1.14818 |
-0.71277 |
|
| 82 |
13.91215 |
-3.57095 |
-1.01928 |
1.055481 |
|
| 83 |
11.73232 |
-1.84523 |
-2.08589 |
2.190262 |
|
| 84 |
32.32344 |
-4.67504 |
-0.99007 |
-1.91765 |
|
| 85 |
13.35218 |
-3.08419 |
-1.14818 |
-0.71277 |
|
| 86 |
14.64094 |
-1.55861 |
-1.42057 |
-2.76271 |
|
| 87 |
29.1142 |
-5.43153 |
0.955816 |
-0.0092 |
|
| 88 |
11.60486 |
-1.91051 |
-2.20017 |
-1.06455 |
|
| 89 |
16.32232 |
-1.77566 |
-3.10867 |
-1.13465 |
|
| 90 |
29.1142 |
-5.43153 |
0.955816 |
-0.0092 |
|
| 91 |
8.501982 |
-2.04537 |
-1.29168 |
-0.99446 |
|
| 92 |
28.22281 |
-5.29667 |
0.047319 |
-0.0793 |
|
| 93 |
16.20003 |
-2.94933 |
-2.05667 |
-0.78287 |
|
|
|
|
|
|
|
|