Factor Analysis

[DataSet1] C:\Users\theoracle\Downloads\portfolio composition.sav

KMO and Bartlett's Test
Kaiser-Meyer-Olkin Measure of Sampling Adequacy.

.560

Approx. Chi-Square

32.953

df

10

Sig.

.000

Communalities
Initial

Extraction

factor 1

1.000

.437

factor 2

1.000

.626

factor 3

1.000

.487

factor 4

1.000

.654

factor 5

1.000

.500

Total Variance Explained

Initial Eigenvalues
% of Variance

Cumulative %

% of Variance

Cumulative %

1.549

30.987

30.987

1.549

30.987

30.987

1.443

1.153

23.066

54.054

1.153

23.066

54.054

1.259

.908

18.150

72.204

.771

15.411

87.615

.619

12.385

100.000

Component
1

Total

Extraction Sums of Squared Loadings

Total

Total Variance Explained

Rotation Sums of Squared Loadings
Component
1
2

Total

% of Variance

Cumulative %

1.443

28.864

28.864

1.259

25.190

54.054

3
4
5
Extraction Method: Principal Component Analysis.

Page 1

Component Matrixa
Component
1

factor 1

.385

.537

factor 2

.635

-.472

factor 3

.208

.666

factor 4

.740

-.325

factor 5

.638

.305

a.

Rotated Component Matrixa

Component
1

factor 1

.052

.659

factor 2

.787

-.075

factor 3

-.167

.678

factor 4

.802

.105

factor 5

.388

.591

a.

Component Transformation Matrix

Component
1

1
.856

2
.518

-.518

.856

Page 2

Component
1

factor 1

-.028

.527

factor 2

.562

-.138

factor 3

-.184

.564

factor 4

.555

.006

factor 5

.215

.440

Component
1
2

1.000

.000

.000

1.000

Page 3