From: Discovering optimal weights in weighted-scoring stock-picking models: a mixture design approach
No | Concept of small PBR | Concept of large ROE | Concept of large monthly return | Concept of small beta (β) | Concept of large market capitalization |
---|---|---|---|---|---|
3 | 0 | 0 | 1 | 0 | 0 |
4 | 0 | 0 | 0 | 1 | 0 |
5 | 0 | 0 | 0 | 0 | 1 |
11 | 0 | 0 | 1/2 | 1/2 | 0 |
12 | 1/2 | 0 | 0 | 0 | 1/2 |
18 | 1/3 | 0 | 1/3 | 1/3 | 0 |