Table 3. Largest ten components of deviating eigenvectors in period from 02/04/2003 to 25/12/2006.
Stock code | Industry | Industry code | Stock code | Industry | Industry code |
Mining | B | Electronics | C5 | ||
Transportation | F | Electronics | C5 | ||
Machinery | C7 | IT | G | ||
Utilities | D | Communication & cultural industry | L | ||
Food & beverage | C0 | Comprehensive | M | ||
Petrochemicals | C4 | IT | G | ||
Utilities | D | IT | G | ||
Utilities | D | Comprehensive | M | ||
Petrochemicals | C4 | IT | G | ||
Comprehensive | M | Metals & non-metals | C6 | ||
Stock code | Industry | Industry code | Stock code | Industry | Industry code |
Machinery | C7 | Wholesale & retail trade | H | ||
Machinery | C7 | Real estate | J | ||
Other manufacturing | C99 | Real estate | J | ||
Real estate | J | Real estate | J | ||
Petrochemicals | C4 | Pharmaceuticals | C8 | ||
Wholesale & retail trade | H | Real estate | J | ||
Machinery | C7 | Real estate | J | ||
Machinery | C7 | Other manufacturing | C99 | ||
Petrochemicals | C4 | Social services | K | ||
Machinery | C7 | Machinery | C7 |
Largest ten components of , , , and by the average ranks of the eigenvector components taken over the moving windows with ending dates from 02/04/2003 to 25/12/2006. The eigenvectors are obtained from the correlation matrices of the return series in these moving windows. The stock codes corresponding to the largest ten components, the industries they belonging to, and the industry codes are listed.