| | Feature group | Selected features and first principal component coefficient | Number of features |
| | Profitability | Gross profit margin (0.57736), gross profit margin of dynamic sales (0.57734), and ratio of sales to cost (−0.57734) | 3 | | Solvency | Liquidity ratios (0.08438), quick ratio (0.12058), conservative quick ratio (0.12243), total shareholders’ equity/liabilities (0.21491), and operating net cash flow/net debt (−0.95769) | 5 | | Growth ability | Growth rate of earnings (−0.04697), diluted earnings per share growth rate (−0.07908), revenue growth rate (−0.00784), operating profit growth rate (−0.01943), gross profit growth rate (−0.00834), net profit growth rate (−0.00734), growth rate of net profit attributable to the parent company (−0.03645), growth rate of net profit (net deduction) attributable to the parent company (−0.05498), three-year compound growth rate of net profit attributable to shareholders of the parent company (−0.06823), net assets growth rate (−0.03860), average increase of net profit attributable to the parent company in the past five years (0.98782), growth rate of total assets (−0.03625), sustainable growth rate (−0.01687), net assets per share relative to the growth rate at the beginning of the year (−0.01696), relative growth rate of shareholders’ equity at the beginning of the year (−0.03860), and relative growth rate of total assets at the beginning of the year (−0.03625), | 16 | | Operation ability | Turnover of liquid assets (−0.09176), shareholder equity turnover rate (−0.70697), and total assets turnover (−0.70127) | 3 | | Cash flow | Net operating cash flow/net operating income (−0.70477), dynamic net operating cash flow/net operating income (−0.70477), cash component of net profit (−0.00990), and cash recovery on total assets (−0.08055) | 4 | | Dividend capacity | Balance of cash and cash equivalents per share (0.22505), dividend per share (0.14916), dividend guarantee multiple (0.05615), cash dividend cover (0.95628), dividend payout ratio (0.01761), and retained earnings ratio (0.09572) | 6 | | Capital structure | Long-term loans/total assets (0.00822), bonds payable/total assets (0.08242), current liabilities/total liabilities (−0.70467), and noncurrent liabilities/total liabilities (0.70467) | 4 | | Earnings quality | Net income/total profit from operating activities (−0.29588), dynamic net income/total profit from operating activities (−0.29588), and income tax/total profit (−0.90825) | 3 | | Index per share | Net asset value per share (0.09355), capital reserve per share (0.67007), and reserve fund per share (0.73637) | 3 | | Dupont analysis index | Equity multiplier (0.904105), belonging to the parent company net profit of shareholders/net profit (0.00105), net profit/total operating income (−0.08675), net profit/total profit (−0.01797), total profit/earnings before interest and tax (−0.41034), and earnings before interest and tax/total operating income (−0.07979) | 6 | | Market transactions | Annual turnover rate of total shares (0.61204), annual turnover rate of tradable shares (0.06291), average daily turnover rate of total shares (0.78741), and average daily turnover rate of tradable shares (0.03762) | 4 | | Corporate governance | Shareholding ratio of the largest shareholder (0.94420), H-index of the largest shareholder (0.24510), H-index of the top five shareholders (0.16377), and H-index of top ten shareholders (0.14691) | 4 |
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