Table 5. Largest ten components of deviating eigenvectors in period from 13/01/2009 to 11/05/2010.
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Stock code | Industry | Industry code | Stock code | Industry | Industry code |
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IT | G |
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Wholesale & retail trade | H |
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Real estate | J |
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Real estate | J |
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IT | G |
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Real estate | J |
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Transportation | F |
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Electronics | C5 |
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Wholesale & retail trade | H |
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Real estate | J |
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Real estate | J |
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Pharmaceuticals | C8 |
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Machinery | C7 |
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Wholesale & retail trade | H |
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Textiles & apparel | C1 |
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Real estate | J |
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Comprehensive | M |
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Real estate | J |
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Mining | B |
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Pharmaceuticals | C8 |
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Stock code | Industry | Industry code | Stock code | Industry | Industry code |
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Machinery | C7 |
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Metals & non-metals | C6 |
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Real estate | J |
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Paper & printing | C3 |
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Real estate | J |
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Wholesale & retail trade | H |
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Real estate | J |
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Wholesale & retail trade | H |
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Real estate | J |
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Wholesale & retail trade | H |
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Real estate | J |
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Utilities | D |
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Real estate | J |
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Food & beverage | C0 |
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Finance & insurance | I |
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Food & beverage | C0 |
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Real estate | J |
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Comprehensive | M |
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Food & beverage | C0 |
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Transportation | F |
Largest ten components of ,
,
, and
by the average ranks of the eigenvector components taken over the moving windows with ending dates from 13/01/2009 to 11/05/2010. 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.