易获数据网上市公司系统风险承担与特质风险承担数据2000-2021年
结果
| stkcd | year | 证券代码 | total_risk | system_risk | idiosyn_risk |
| 2 | 2000 | 000002 | 1.932567596 | 5.670714378 | 1.706060886 |
| 2 | 2001 | 000002 | 1.542435765 | 5.538610458 | 1.091537476 |
| 2 | 2002 | 000002 | 1.474972486 | 5.421780109 | 0.765677392 |
| 2 | 2003 | 000002 | 1.516163707 | 5.664786339 | 1.17479825 |
| 2 | 2004 | 000002 | 1.724137783 | 5.514688492 | 1.49636817 |
| 2 | 2005 | 000002 | 1.677539587 | 5.307579041 | 1.474647045 |
| 2 | 2006 | 000002 | 1.990314484 | 5.551123142 | 1.805568695 |
| 2 | 2007 | 000002 | 2.297539711 | 5.54018116 | 2.049773932 |
| 2 | 2008 | 000002 | 2.344465017 | 5.533982277 | 1.879959345 |
| 2 | 2009 | 000002 | 1.956325173 | 5.558177948 | 1.540068269 |
| 2 | 2010 | 000002 | 1.737398624 | 5.481969357 | 1.478421926 |
| 2 | 2011 | 000002 | 1.470643044 | 5.48140049 | 1.159419417 |
| 2 | 2012 | 000002 | 1.513051867 | 5.500024796 | 1.246778011 |
| 2 | 2013 | 000002 | 1.820382595 | 5.782911777 | 1.565253139 |
| 2 | 2014 | 000002 | 1.727840304 | 5.637013435 | 1.548509598 |
| 2 | 2015 | 000002 | 2.061012506 | 5.106589317 | 1.851801634 |
| 2 | 2016 | 000002 | 2.165372849 | 5.585522175 | 2.133789301 |
| 2 | 2017 | 000002 | 1.795973659 | 5.346148491 | 1.771999478 |
| 2 | 2018 | 000002 | 1.902059913 | 5.784977436 | 1.635006189 |
| 2 | 2019 | 000002 | 1.524195552 | 5.450104713 | 1.285885334 |
| 2 | 2020 | 000002 | 1.588520288 | 5.24115181 | 1.416893244 |
| 2 | 2021 | 000002 | 1.766005874 | 5.056443214 | 1.731818438 |
variable | mean sd min p50 max
————-+————————————————–
total_risk | 2.001 0.409 0.910 1.956 4.719
system_risk | 5.572 0.360 3.316 5.631 6.860
idiosyn_risk | 1.794 0.462 0.623 1.767 4.718
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