I have construct the PCA on four proxy variables and its lags values ?

18 February 2023 0 10K Report

it is a kind request from which PC's I construct the investor sentiment, I would be thankful for your kind guidance... PC1 PC2 PC3 PC4 Standard deviation 1.5911 1.3812 1.271 0.88531 Proportion of Variance 0.3165 0.2385 0.202 0.09797 Cumulative Proportion 0.3165 0.5549 0.757 0.85493

PC5 PC6 PC7 PC8 Standard deviation 0.72150 0.5831 0.42807 0.34168 Proportion of Variance 0.06507 0.0425 0.02291 0.01459 Cumulative Proportion 0.92000 0.9625 0.98541 1.00000

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