I found this line confusing:

> The printed lines above show that both algorithms capture more than 50% of the variance exhibited in the data using only 4 of the 50 stocks.

Based on the sklearn PCA documentation [1] this has nothing to do with the coefficients on individual stocks, and for PCA should read more like: "[...] capture more than 50% of the variance exhibited in the data using only 4 components [...]" which is not the same thing.

1. http://scikit-learn.org/stable/modules/generated/sklearn.dec...