TABLE 5.

The eigen vector loadings (Japan).

Variable	PC 1	PC 2	PC 3	PC 4	PC 5
STURN	0.6844	−0.1151	−0.1598	−0.0468	0.7005
MFI	−0.1786	0.6863	0.3105	−0.5451	0.3217
RSI	−0.6003	−0.3142	0.2582	0.3109	0.6145
ΔCC	−0.1380	0.5865	−0.5755	0.5360	0.1357
ΔCD	0.3469	0.2702	0.6929	0.5628	−0.0989

Source: Author’s calculation.