可信网站免费认证,工业设计和产品设计哪个好,网站后台登录模板,泰拳图片做网站用低频量化日报#xff08;2023-12-13#xff09; 明日涨停预测指数分位值指数风险溢价比ETF抄底指标2小规模配债5亿可转债策略 双低策略四因子策略网格策略最后 写在前面#xff0c; 由于git服务器的缘故#xff0c;原来自动写文章的图片全部不能用了#xff0c; 我… 低频量化日报2023-12-13 明日涨停预测指数分位值指数风险溢价比ETF抄底指标2小规模配债5亿可转债策略 双低策略四因子策略网格策略最后 写在前面 由于git服务器的缘故原来自动写文章的图片全部不能用了 我也没时间再重新整了后面我会发表格简版 更多的量化数据也会持续更新 请大家多转发点赞在看打赏 后面我只会给特定的组推送了。 明日涨停预测 名称封板强度连板数下次涨停概率南宁百货11.81333.21苏州科达10.48533.21万达电影1.05139.49济南高新0.96233.11福莱新材0.8125.97云维股份0.76125.97金陵药业0.64128.38宝钢包装0.51126.61克劳斯0.45125.29音飞储存0.41225.29珠江钢琴0.38224.66金瑞矿业0.35124.66浙江震元0.32124.66京能热力0.32124.66杭州解百0.29123.56 指数分位值 指数代码指数名称最新PE最新PBPE分位PB分位HSTECH.HI恒生科技指数17.612.180.593.65399673.SZ创业板5025.334.20.748.75HSI.HI恒生指数7.860.821.581.09000300.SH沪深30010.81.1913.031.32000016.SH上证509.131.0516.110.74000905.SH中证50022.381.7120.9811.94881001.WI万得全A16.791.4825.293.88000852.SH中证100036.272.0733.546.64000688.SH科创5046.253.9346.636.95 指数风险溢价比 名称风险溢价均值标准差标准差1倍标准差1倍-标准差2倍标准差2倍-标准差3倍标准差3倍-上证508.295.832.488.313.3510.790.8713.27-1.62沪深3006.64.332.056.372.288.420.2310.47-1.81中证5001.81-0.11.351.25-1.452.59-2.83.94-4.14中证10000.1-0.70.990.28-1.691.27-2.682.26-3.66万得全A3.32.171.423.590.765.01-0.666.43-2.08创业板501.29-1.10.85-0.26-1.950.59-2.791.44-3.64科创50-0.48-0.980.67-0.31-1.650.36-2.321.03-2.99恒生指数9.925.932.057.973.8810.021.8412.06-0.21恒生科技指数3.02-0.130.910.78-1.041.69-1.952.61-2.86 ETF抄底指标2 名称代码总市值薛斯参数环保ETF51258011.8131.55新能源车ETF51503084.1941.81新能车ETF51570040.9751.9有色金属ETF51240037.7561.93新能源车ETF15980614.6421.96 小规模配债5亿 代码名称当前进展天数正股价配股数转股价值规模-亿300893松原股份5:批文通过1329.05(550, 600)98.914.1300553集智股份5:批文通过4543.85(319, 400)95.582.546301081严牌股份4:发哥通过1111.13(438, 500)99.294.679301053远信工业4:发哥通过2626.48(286, 300)99.062.865301004嘉益股份4:发哥通过5443.54(262, 300)95.763.9792871伟隆股份3:交易所受理1210.96(666, 700)97.773.33025思进智能3:交易所受理2812.32(592, 600)98.014.0603829洛凯股份*3:交易所受理10915.32(398, 300)99.614.03301037保立佳3:交易所受理10919.1(251, 300)94.374.0603351威尔药业*3:交易所受理10926.83(443, 300)99.083.06301067显盈科技3:交易所受理11028.64(232, 300)102.584.2603289泰瑞机器*3:交易所受理11910.3(778, 500)100.883.8688636智明达*#3:交易所受理13964.01(184, 200)103.594.11300969恒帅股份3:交易所受理15594.18(189, 200)96.194.252908德生科技3:交易所受理18113.2(1027, 1100)101.464.2301131聚赛龙3:交易所受理18343.33(192, 200)91.742.5605166聚合顺*3:交易所受理3289.82(934, 600)98.43.38603568伟明环保*3:交易所受理37217.17(6005, 3700)97.452.851267汇绿生态2:股东大会通过1215.18(2524, 2600)96.13.09688156路德环境*#2:股东大会通过12125.6(230, 200)91.864.39688655迅捷兴*#2:股东大会通过14514.87(393, 236)98.83.4688393安必平*#2:股东大会通过16625.46(312, 200)95.643.01226拓山重工2:股东大会通过21832.6(202, 300)96.823.72457青龙管业2:股东大会通过2239.14(838, 900)95.514.0600513联环药业*2:股东大会通过25812.25(635, 400)97.074.5301025读客文化2:股东大会通过27212.79(1335, 1400)103.233.0688217睿昂基因*#2:股东大会通过36236.85(125, 200)93.364.52105信隆健康2:股东大会通过3666.37(921, 1000)99.844.0301049超越科技2:股东大会通过52823.11(215, 300)95.224.4688046药康生物*#1:董事会预案13120.46(1641, 985)104.282.5 可转债策略 双低策略 双低值 可转债价格 转股溢价率 * 100 转债名称转债最新价双低值花王转债102.149101.85起步转债95.222103.33思创转债105.102106.38全筑转债97.032107.53红相转债103.5109.09大秦转债117.975118.08亚药转债115.498121.9海澜转债123.523123.59博世转债111.774123.73岭南转债112.8125.6海亮转债120.729125.82张行转债107.783125.93招路转债126.23126.68中装转2108.11127.61孚日转债124.886128.38华源转债129.3129.08文科转债106.853129.27平煤转债129.118129.97三房转债103.771130.65亚泰转债121.518130.82 四因子策略 策略依据 可转债价格 转股溢价率 * 50换手率2%剩余规模5亿去除公告强赎的可转债 转债名称转债最新价四因子5日换手率剩余规模起步转债95.22299.282.882.585花王转债102.149102.011.552.232全筑转债97.032102.2810.443.84海环转债119.277125.794.084.585亚泰转债121.518126.174.654.61湖广转债118.392128.456.773.68蒙泰转债117.004128.515.333.0京源转债116.922128.652.513.325东宝转债116.172128.662.624.55晨丰转债124.879128.962.474.149合兴转债114.156129.012.982.999华源转债129.3129.1924.092.247百畅转债113.203129.42.514.2凯中转债127.3129.478.614.02丰山转债118.381129.583.024.993汇通转债108.303129.662.073.6泰福转债123.438130.412.663.349博汇转债117.677130.772.73.97宏丰转债125.86130.93.73.21超达转债128.56131.0412.624.53 网格策略 策略依据 价格低 150溢价低 41波动大科创创业换手率高去除公告强赎的可转债 网格策略-溢价率排行 转债名称转债最新价转股溢价率5日换手率深科转债145.8140.97139.06思创转债105.1021.283.69百洋转债138.81.5212.18耐普转债138.2624.1215.89力诺转债133.04.379.58超达转债128.564.9612.62红相转债103.55.591.99会通转债127.5317.352.84测绘转债149.5018.7321.21祥源转债132.49.769.06锦鸡转债138.1159.9171.56中辰转债128.39910.023.61宏丰转债125.8610.083.7温氏转债125.210.261.38水羊转债134.13310.711.97普利转债130.91911.68.79博世转债111.77411.961.51万讯转债143.22612.932.68奕瑞转债128.99813.488.73聚飞转债134.513.756.85 网格策略-换手排行 转债名称转债最新价转股溢价率5日换手率深科转债145.8140.97139.06锦鸡转债138.1159.9171.56聚隆转债138.50126.1421.9测绘转债149.5018.7321.21丝路转债131.033.017.77耐普转债138.2624.1215.89金沃转债127.31820.0914.82纽泰转债141.9622.3513.78超达转债128.564.9612.62百洋转债138.81.5212.18博瑞转债129.20728.3611.15富仕转债119.38734.3111.04恒锋转债135.2320.649.62力诺转债133.04.379.58祥源转债132.49.769.06普利转债130.91911.68.79奕瑞转债128.99813.488.73应急转债120.2635.048.01长信转债139.122.677.53银信转债136.19916.587.2 最后 本文 包括本文所有数表均由作者Python程序而来实属不易~~ 请帮忙点赞分享和在看谢谢~ 如有低频量化的交流请留言谢谢~
