因子说明:短期反转 = 近5日风险调整收益取负(跌得多且波动小 → 反弹候选),横截面Z-score,数值越大反转越强(近期超跌)。
动量 = 近5/10/20日风险调整收益加权(50%/30%/20%)。综合 = 0.6×动量Z + 0.4×反转Z,用于"动量选强、反转低吸";综合分高 = 动量不弱且短期超跌,为优先关注标的。配色红涨绿跌。
| # |
代码 |
名称 |
现价 |
近5日涨幅 |
反转Z |
动量Z |
综合分 |
| 1 |
501018 |
南方原油 |
2.303 |
+1.45% |
-0.64 |
+1.78 |
+0.81 |
| 2 |
159518 |
标普油汽 |
1.466 |
+8.03% |
-2.76 |
+2.83 |
+0.59 |
| 3 |
511880 |
银华日利 |
100.950 |
+0.04% |
-1.60 |
+1.98 |
+0.55 |
| 4 |
161126 |
标普医疗 |
2.281 |
-1.34% |
+0.10 |
+0.79 |
+0.51 |
| 5 |
513290 |
纳指生物 |
1.881 |
+5.32% |
-1.35 |
+1.67 |
+0.46 |
| 6 |
159981 |
能源化工 |
1.938 |
+4.87% |
-1.45 |
+1.70 |
+0.44 |
| 7 |
159529 |
标普消费 |
1.363 |
-0.44% |
-0.24 |
+0.82 |
+0.40 |
| 8 |
512800 |
中证银行 |
0.893 |
+5.18% |
-2.16 |
+2.00 |
+0.33 |
| 9 |
159502 |
标普生物科技 |
1.620 |
+3.32% |
-0.93 |
+1.15 |
+0.32 |
| 10 |
162415 |
美国消费 |
2.810 |
+1.01% |
-0.87 |
+1.10 |
+0.31 |
| 11 |
512690 |
中证酒 |
0.432 |
+4.10% |
-0.84 |
+1.07 |
+0.30 |
| 12 |
512890 |
红利低波 |
1.243 |
+3.50% |
-2.16 |
+1.90 |
+0.27 |
| 13 |
512170 |
中证医疗 |
0.335 |
+0.30% |
-0.42 |
+0.72 |
+0.26 |
| 14 |
159865 |
中证畜牧 |
0.510 |
-2.67% |
+1.34 |
-0.53 |
+0.22 |
| 15 |
560080 |
中证中药 |
0.946 |
-0.53% |
-0.25 |
+0.53 |
+0.22 |
| 16 |
159697 |
国证油气 |
1.324 |
+4.17% |
-1.17 |
+1.13 |
+0.21 |
| 17 |
562500 |
机器人 |
0.827 |
-6.55% |
+0.23 |
+0.16 |
+0.19 |
| 18 |
159565 |
汽车零部件 |
1.167 |
-3.95% |
+0.03 |
+0.24 |
+0.15 |
| 19 |
159561 |
德国 |
1.301 |
+2.28% |
-1.20 |
+1.02 |
+0.13 |
| 20 |
516110 |
800汽车 |
1.026 |
-2.01% |
-0.02 |
+0.23 |
+0.13 |
| 21 |
159265 |
港股消费 |
0.753 |
+0.67% |
-0.48 |
+0.53 |
+0.13 |
| 22 |
511090 |
30年国债 |
120.268 |
-0.26% |
-0.22 |
+0.36 |
+0.12 |
| 23 |
513400 |
道琼斯 |
1.308 |
-0.76% |
-0.10 |
+0.27 |
+0.12 |
| 24 |
159852 |
中证软件 |
0.580 |
-12.25% |
+1.27 |
-0.65 |
+0.12 |
| 25 |
159611 |
电力指数 |
1.026 |
+0.59% |
-0.59 |
+0.54 |
+0.09 |
| 26 |
513500 |
标普500 |
2.657 |
+2.00% |
-0.81 |
+0.65 |
+0.06 |
| 27 |
501025 |
香港银行 |
1.925 |
+4.79% |
-2.24 |
+1.59 |
+0.06 |
| 28 |
560280 |
工程机械 |
1.295 |
-4.78% |
+0.47 |
-0.24 |
+0.04 |
| 29 |
516910 |
CS物流 |
1.160 |
+3.20% |
-1.24 |
+0.89 |
+0.04 |
| 30 |
501312 |
海外科技 |
2.339 |
+1.65% |
-0.62 |
+0.45 |
+0.02 |
| 31 |
159851 |
金融科技 |
0.516 |
-13.71% |
+1.16 |
-0.75 |
+0.02 |
| 32 |
159691 |
港股高股息 |
1.149 |
+2.96% |
-1.38 |
+0.93 |
+0.01 |
| 33 |
511380 |
可转债 |
12.280 |
-3.45% |
+0.46 |
-0.30 |
+0.00 |
| 34 |
159980 |
有色 |
2.100 |
-0.33% |
-0.22 |
+0.13 |
-0.01 |
| 35 |
159869 |
动漫游戏 |
0.953 |
-4.99% |
+0.09 |
-0.08 |
-0.01 |
| 36 |
513120 |
港股创新药 |
1.155 |
-4.23% |
+0.18 |
-0.15 |
-0.02 |
| 37 |
520870 |
巴西 |
1.003 |
-22.73% |
+1.02 |
-0.71 |
-0.02 |
| 38 |
159998 |
CS计算机 |
0.785 |
-10.18% |
+1.08 |
-0.76 |
-0.02 |
| 39 |
159866 |
日经 |
1.614 |
+0.37% |
-0.45 |
+0.25 |
-0.03 |
| 40 |
159996 |
家用电器 |
1.319 |
-2.44% |
+0.18 |
-0.18 |
-0.03 |
| 41 |
159985 |
豆粕 |
2.153 |
-3.41% |
+0.83 |
-0.62 |
-0.04 |
| 42 |
159766 |
中证旅游 |
0.522 |
+0.77% |
-0.69 |
+0.39 |
-0.04 |
| 43 |
159218 |
卫星产业 |
1.109 |
-7.74% |
+0.31 |
-0.32 |
-0.07 |
| 44 |
159941 |
纳指 |
1.649 |
-1.14% |
-0.18 |
-0.00 |
-0.07 |
| 45 |
159870 |
细分化工 |
0.667 |
-2.91% |
+0.77 |
-0.64 |
-0.08 |
| 46 |
515220 |
中证煤炭 |
1.238 |
+2.74% |
-1.63 |
+0.95 |
-0.08 |
| 47 |
159792 |
港股互联 |
0.498 |
-2.35% |
+0.19 |
-0.28 |
-0.09 |
| 48 |
159329 |
沙特 |
0.813 |
+1.12% |
-0.50 |
+0.17 |
-0.09 |
| 49 |
516950 |
中证基建 |
0.952 |
-1.86% |
+0.71 |
-0.64 |
-0.10 |
| 50 |
512660 |
中证军工 |
0.982 |
-7.45% |
+0.71 |
-0.66 |
-0.11 |
| 51 |
159667 |
中证机床 |
0.482 |
-9.91% |
+0.43 |
-0.48 |
-0.11 |
| 52 |
159745 |
建筑材料 |
0.490 |
-5.41% |
+1.25 |
-1.03 |
-0.12 |
| 53 |
164824 |
印度 |
1.229 |
+1.57% |
-1.34 |
+0.70 |
-0.12 |
| 54 |
520600 |
港股汽车 |
0.797 |
-4.67% |
+0.54 |
-0.56 |
-0.12 |
| 55 |
513080 |
法国 |
1.619 |
+1.06% |
-0.75 |
+0.30 |
-0.12 |
| 56 |
515630 |
非银金融 |
1.149 |
-3.20% |
+0.58 |
-0.61 |
-0.13 |
| 57 |
513310 |
中韩半导体 |
3.704 |
-1.28% |
-0.28 |
-0.04 |
-0.14 |
| 58 |
512200 |
房地产 |
1.112 |
-4.63% |
+0.27 |
-0.43 |
-0.15 |
| 59 |
513050 |
中概互联 |
0.932 |
-1.79% |
+0.08 |
-0.30 |
-0.15 |
| 60 |
561910 |
CS电池 |
0.547 |
-6.01% |
+0.70 |
-0.72 |
-0.15 |
| 61 |
517520 |
黄金股 |
1.588 |
-8.42% |
+1.22 |
-1.08 |
-0.16 |
| 62 |
159326 |
电网设备 |
1.342 |
-8.65% |
+1.22 |
-1.12 |
-0.19 |
| 63 |
512880 |
证券公司 |
0.962 |
-5.03% |
+1.04 |
-1.02 |
-0.20 |
| 64 |
513360 |
教育 |
0.404 |
-7.13% |
+1.37 |
-1.27 |
-0.21 |
| 65 |
512400 |
有色金属 |
1.395 |
-6.19% |
+1.08 |
-1.11 |
-0.23 |
| 66 |
515880 |
通信设备 |
0.432 |
-15.95% |
+0.60 |
-0.80 |
-0.24 |
| 67 |
513090 |
港股证券 |
1.555 |
-4.25% |
+0.77 |
-0.96 |
-0.27 |
| 68 |
159997 |
CS电子 |
1.481 |
-12.93% |
+0.74 |
-0.96 |
-0.28 |
| 69 |
512480 |
半导体 |
0.720 |
-13.88% |
+0.75 |
-0.97 |
-0.28 |
| 70 |
515790 |
光伏产业 |
0.669 |
-6.69% |
+1.11 |
-1.23 |
-0.29 |
| 71 |
588200 |
科创芯片 |
0.775 |
-15.94% |
+0.88 |
-1.10 |
-0.31 |
| 72 |
562800 |
CS稀金属 |
0.686 |
-7.80% |
+1.19 |
-1.33 |
-0.32 |
| 73 |
515210 |
中证钢铁 |
1.040 |
-3.79% |
+1.46 |
-1.53 |
-0.33 |
| 74 |
518880 |
黄金 |
8.115 |
-1.02% |
+0.08 |
-0.67 |
-0.37 |
| 75 |
513730 |
东南亚科技 |
0.994 |
-2.93% |
+0.76 |
-1.28 |
-0.46 |
| 76 |
588170 |
半导体设备 |
0.586 |
-20.49% |
+1.11 |
-1.64 |
-0.54 |
| 77 |
161226 |
白银 |
1.472 |
-9.80% |
+1.41 |
-2.15 |
-0.73 |