Table 7 The factor loadings, eigen values, percent of variance and cumulative percent of variance for all principal components
Variables | PC1 | PC2 | PC3 | PC4 | PC5 | PC6 | PC7 | PC8 | PC9 | PC10 |
|---|---|---|---|---|---|---|---|---|---|---|
DFF | 0.205 | 0.186 | -0.339 | 0.557 | -0.130 | -0.578 | 0.019 | 0.355 | -0.145 | -0.019 |
PH | 0.423 | -0.222 | -0.128 | -0.056 | -0.459 | -0.118 | 0.278 | -0.631 | -0.227 | -0.023 |
NPTP | -0.129 | -0.287 | -0.244 | 0.449 | 0.638 | 0.183 | 0.297 | -0.275 | -0.186 | -0.010 |
PL | 0.322 | -0.361 | -0.259 | -0.031 | -0.187 | 0.458 | 0.359 | 0.539 | 0.185 | 0.009 |
FLL | 0.247 | -0.073 | -0.576 | -0.100 | 0.104 | 0.186 | -0.730 | -0.116 | 0.003 | -0.004 |
SPY | -0.052 | -0.168 | -0.334 | -0.626 | 0.328 | -0.526 | 0.250 | 0.078 | 0.110 | 0.019 |
HGW | 0.425 | -0.224 | 0.321 | 0.213 | 0.218 | -0.219 | -0.115 | -0.140 | 0.702 | -0.001 |
GL | 0.152 | -0.537 | 0.390 | -0.064 | 0.104 | -0.153 | -0.258 | 0.247 | -0.496 | -0.353 |
GB | 0.501 | 0.256 | 0.208 | -0.128 | 0.305 | 0.064 | 0.037 | 0.093 | -0.328 | 0.639 |
L/B | -0.374 | -0.515 | -0.001 | 0.125 | -0.247 | -0.148 | -0.170 | 0.016 | 0.032 | 0.682 |
Eigen value | 2.65 | 1.95 | 1.44 | 1.01 | 0.93 | 0.76 | 0.56 | 0.35 | 0.27 | 0.01 |
% variance | 26.48 | 19.50 | 14.43 | 10.87 | 9.33 | 7.59 | 5.58 | 3.49 | 2.65 | 0.10 |
cumulative % of variance | 26.48 | 45.977 | 60.405 | 71.277 | 80.603 | 88.19 | 93.77 | 97.255 | 99.906 | 100 |