指数列表:上证50这个周收益,为什么不是单因子策略周收益的平均值?这个指数列表是怎么得到的呢?
序号 | 因子 | 周收益 | 月收益 | 年收益 | 三年年化 | 市场强度 |
---|---|---|---|---|---|---|
1 | ****** | 6.07% | -6.54% | -5.05% | 15.23% | -5.71 |
2 | ****** | 5.72% | -3.96% | -7.33% | 3.25% | -6.11 |
3 | ****** | 5.56% | -5.51% | 3.97% | 12.71% | -8.21 |
4 | ****** | 5.54% | -0.14% | 7.23% | 19.76% | -0.86 |
5 | ****** | 5.54% | -5.28% | -20.43% | 3.51% | -5.69 |
6 | ****** | 5.54% | -8.16% | -19.05% | -0.07% | -6.56 |
7 | ****** | 5.54% | -8.14% | -9.03% | 4.7% | -6.55 |
8 | ****** | 5.28% | -2.36% | -19.98% | 5.73% | -3.03 |
9 | ****** | 5.26% | -5.48% | 1.33% | 21.12% | -5.75 |
10 | ****** | 4.77% | -2.67% | -8.26% | 6% | -3.15 |
11 | 流动比率(大) | 4.57% | -4.51% | -15.2% | 11.3% | -5.01 |
12 | 净利润增长(大) | 4.55% | -9.23% | -13.03% | 5.85% | -7.87 |
13 | 5年净资产收益率(大) | 4.52% | -5.93% | 3.96% | 17.92% | -5.49 |
14 | 总资产周转率(大) | 4.29% | 0.59% | 6.43% | 16.12% | -0.11 |
15 | 10日成交额(小) | 3.88% | -7.05% | -8.13% | -6.32% | -6.7 |
16 | 销售毛利率(大) | 3.78% | -4.33% | -7.68% | 9.68% | -5.09 |
17 | 净资产增长(大) | 3.75% | -8.83% | -23.14% | -7.72% | -7.16 |
18 | 股价振幅比率10日均值(大) | 3.71% | -10.87% | -10.77% | -9.95% | -10.54 |
19 | 经营现金流量净额同比增长(大) | 3.64% | -9.93% | -8.15% | 4.64% | -9.73 |
20 | 5年资产回报率(大) | 3.51% | -2.69% | -0.03% | 16.27% | -4.82 |
21 | 存货周转率(大) | 3.24% | -6.4% | -14.66% | 7.47% | -5.09 |
22 | 营业利润率(大) | 2.86% | -5.85% | 6.22% | 14.46% | -7.13 |
23 | 销售净利率(大) | 2.55% | -3.14% | 9.24% | 12.26% | -5.99 |
24 | 流通市值(小) | 2.14% | -6.81% | -11.08% | -10.02% | -5.72 |
25 | 历史贝塔(小) | 1.95% | -2.74% | -7.34% | 5.63% | -1.27 |
26 | 收盘价(小) | 1.69% | -6.61% | 0.15% | 10.72% | -5.48 |
27 | 中性20日换手率(小) | 1.66% | -7.3% | -16.85% | -8.91% | -6.34 |
28 | 市销率(小) | 1.61% | -9.84% | -5.4% | 9.94% | -7.59 |
29 | 预期盈利增长(大) | 1.56% | -3.35% | -6.02% | 3.71% | -5.24 |
30 | 股息率(大) | 1.54% | -5.41% | -11.6% | 14.05% | -4.9 |
31 | 60日涨幅(小) | 1.51% | -3.28% | -5.14% | 1.93% | -1.58 |
32 | 产权比率(大) | 1.16% | -5.39% | 3.88% | 2.26% | -5.39 |
33 | 市盈率(小) | 0.82% | -4.2% | 9.02% | 11.47% | -4.44 |
34 | 动态市盈率(小) | 0.64% | -3.68% | 3.12% | 9.27% | -4.26 |
35 | 总市值(小) | 0.5% | -5.48% | -14.77% | -7.74% | -5.52 |
36 | 250日收益波动率(小) | 0.32% | -4.54% | -2.5% | 10.13% | -4.89 |
37 | 80日乖离率(小) | 0.18% | -5.12% | 3.84% | 1.19% | -5.07 |
38 | 市净率(小) | 0.11% | -4.94% | 0.4% | 8.32% | -5.53 |