Empirical Analysis of the Impact of High and New Technology on the Export of Traditional Cultural Industry Based on Random Matrix Theory

Table 4

MV0101 portfolio empirical simulation results.

	Excess return rate	Risk	Annualized sharpe ratio
Index	0.0034	0.0432	0.2893
S	−0.035	0.3405	−0.3603
L	0.0036	0.0825	0.1443
DI	0.0026	0.0742	0.1158
DE	0.0018	0.0774	0.0765
PCA	0.0143	0.1073	0.4566