Table 4. Largest ten components of deviating eigenvectors in period from 25/12/2006 to 13/01/2009.
Stock code | Industry | Industry code | Stock code | Industry | Industry code |
Metals & non-metals | C6 | Machinery | C7 | ||
Real estate | J | Transportation | F | ||
Real estate | J | Mining | B | ||
Food & beverage | C0 | Real estate | J | ||
Food & beverage | C0 | Textiles & apparel | C1 | ||
Petrochemicals | C4 | Food & beverage | C0 | ||
Machinery | C7 | Petrochemicals | C4 | ||
Machinery | C7 | Utilities | D | ||
Food & beverage | C0 | Pharmaceuticals | C8 | ||
Wholesale & retail trade | H | Metals & non-metals | C6 | ||
Stock code | Industry | Industry code | Stock code | Industry | Industry code |
Real estate | J | Metals & non-metals | C6 | ||
Real estate | J | Food & beverage | C0 | ||
Real estate | J | Petrochemicals | C4 | ||
Wholesale & retail trade | H | Construction | E | ||
Real estate | J | Real estate | J | ||
Wholesale & retail trade | H | Real estate | J | ||
Real estate | J | Food & beverage | C0 | ||
Real estate | J | Textiles & apparel | C1 | ||
Real estate | J | Textiles & apparel | C1 | ||
Wholesale & retail trade | H | Utilities | D |
Largest ten components of , , , and by the average ranks of the eigenvector components taken over the moving windows with ending dates from 25/12/2006 to 13/01/2009. 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.