The Measurement Method of Investor Sentiment and Its Relationship with Stock Market

Table 5

Principal component analysis results.

	First principal component	Second principal component	Third principal component	Fourth principal component	Fifth principal component
CEFD	−0.451	0.598	−0.067	−0.210	0.625
NIPO	0.310	0.611	−0.333	0.620	−0.188
NOPEN	0.122	0.234	0.937	0.223	0.040
RIPO	0.525	0.394	0.014	−0.716	−0.238
TURN	0.640	−0.242	−0.076	0.096	0.719
Eigenvector	1.660	1.268	0.994	0.626	0.453
Contribution rate	0.332	0.254	0.199	0.125	0.091
Accumulative contribution rate	0.332	0.586	0.784	0.910	1.000