因子收益率表(Long-Term Model)
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该表计算了Long-Term Model的风格因子和行业因子对应的收益率。各因子计算查看dy1d_exposure_cne6表,该表数据代表着因子收益率,即exposure为自变量,个股收益为因变量,回归得到的各因子系数。
This table computes the factor returns associated with the style factors and industry factors of the Long-Term Model. For the calculation of each factor, please refer to the dy1d_exposure_cne6 table. The data in this table represents factor returns, which are the factor coefficients obtained via regression using exposure as the independent variable and individual stock returns as the dependent variable.
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