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价值投资篇 大师投资系列> 价值投资篇
投资大师投资策略
本杰明格雷厄姆经典价值投资法 价值
年度收益:1.44% | 平均年化收益:8.33% | Alpha:7.94%
本杰明格雷厄姆成长股内在价值投资法 价值
年度收益:3.85% | 平均年化收益:12.03% | Alpha:10.62%
本杰明格雷厄姆企业主投资法 价值
年度收益:-0.02% | 平均年化收益:3.68% | Alpha:2.45%
詹姆斯奥肖内西价值投资法 价值
年度收益:1.20% | 平均年化收益:5.13% | Alpha:4.11%
查尔斯布兰德斯价值投资法 价值
年度收益:-9.47% | 平均年化收益:13.50% | Alpha:11.82%
彼得林奇基层调查选股法 价值
年度收益:-10.81% | 平均年化收益:-1.10% | Alpha:-4.12%
史蒂夫路佛价值选股法 价值
年度收益:4.00% | 平均年化收益:8.58% | Alpha:9.32%
迈克尔普莱斯低估价值选股法 价值
年度收益:-12.98% | 平均年化收益:8.33% | Alpha:10.03%
阿梅特欧卡莫斯价值型集中投资法 价值
年度收益:-10.58% | 平均年化收益:6.54% | Alpha:4.63%
罗伯特山朋价值型投资法 价值
年度收益:-11.81% | 平均年化收益:8.83% | Alpha:8.61%
柏顿墨基尔成功选股法 价值
年度收益:-4.61% | 平均年化收益:-1.38% | Alpha:-1.58%
罗伯瑞克超额现金流选股法则 价值
年度收益:-3.86% | 平均年化收益:9.54% | Alpha:8.11%
麦克劳尔集中价值选股法则 价值
年度收益:-19.21% | 平均年化收益:14.92% | Alpha:15.58%
惠特尼乔治小型价值股投资法 价值
年度收益:-5.58% | 平均年化收益:13.92% | Alpha:12.58%
理查马文价值导向选股法则 价值
年度收益:13.52% | 平均年化收益:9.39% | Alpha:10.47%
戴维波伦价值型系统评价投资法 价值
年度收益:-3.06% | 平均年化收益:6.93% | Alpha:6.55%
麦克贝利222选股法则 价值
年度收益:0.45% | 平均年化收益:6.69% | Alpha:8.51%
迈克尔喜伟收益型投资法 价值
年度收益:-33.02% | 平均年化收益:7.85% | Alpha:5.95%
乔尔格林布拉特的神奇公式 价值
年度收益:-5.89% | 平均年化收益:1.84% | Alpha:-0.11%
历史回测业绩: 阿梅特欧卡莫斯价值型集中投资法
查尔斯·亨德森大型成长股投资法策略说明
本策略的选股标准是公司必需有优良的营收、盈余及现金流量的成长记录。量化为如下。
选股标准:
- 最近五年平均营收成长率> 20%。
- 最近五年平均常续性税后净利成长率> 20%。
- 最近五年平均自由现金流量成长率> 20%。
- 最近五年净值成长率> 50%。
- 最近五年平均股东权益报酬率> 15%。
- 最近6个月内董监事及经理人持股比例增加或持股比例高于市场平均值。
同时,需要满足以下三个条件方可买入:
- 最近一季股价/净值比< 1.5倍。
- 最近四季本益比< 12倍。
- 股价/最近一年最高价< 40%
年化收益率
表示投资期限为一年的预期收益率
基准年化收益率
表示参考标准年化收益率
阿尔法(Alpha)
获得与市场波动无关的回报,度量投资技艺
贝塔
反映了策略对大盘变化的敏感性
夏普比率
表示每承受一单位总风险,会产生多少的超额报酬
收益波动率
用来测量资产的风险性,越大代表策略风险越高
信息比率
衡量单位超额风险带来的超额收益
最大回撤
描述策略可能出现的最糟糕的情况
编号 | 股票名称 | 股票代码 | 入选时间 | 持仓权重 | 入选后收益 |
---|---|---|---|---|---|
1 | 兖州煤业 | 600188.SH | 2021/5/6 | 1.22% | 245.63% |
2 | 嘉友国际 | 603871.SH | 2021/5/6 | 0.78% | 220.38% |
3 | 沪电股份 | 002463.SZ | 2021/5/6 | 1.56% | 160.21% |
4 | 大金重工 | 002487.SZ | 2021/5/6 | 1.73% | 154.99% |
5 | 诚益通 | 300430.SZ | 2021/5/6 | 1.49% | 116.82% |
6 | 金杯电工 | 002533.SZ | 2021/5/6 | 1.26% | 110.87% |
7 | 宗申动力 | 001696.SZ | 2021/5/6 | 1.26% | 106.21% |
8 | 宁波精达 | 603088.SH | 2021/5/6 | 0.57% | 95.59% |
9 | 久立特材 | 002318.SZ | 2021/5/6 | 1.18% | 85.75% |
10 | 金太阳 | 300606.SZ | 2021/5/6 | 0.81% | 84.07% |
11 | 焦点科技 | 002315.SZ | 2021/5/6 | 1.11% | 82.31% |
12 | 设计总院 | 603357.SH | 2021/5/6 | 0.90% | 76.80% |
13 | 威星智能 | 002849.SZ | 2021/5/6 | 0.83% | 76.14% |
14 | 光迅科技 | 002281.SZ | 2021/5/6 | 1.17% | 74.34% |
15 | 亚威股份 | 002559.SZ | 2021/5/6 | 1.08% | 67.00% |
16 | 科华数据 | 002335.SZ | 2021/5/6 | 1.08% | 66.36% |
17 | 景津环保 | 603279.SH | 2021/5/6 | 0.70% | 62.94% |
18 | 诺力股份 | 603611.SH | 2021/5/6 | 1.03% | 62.22% |
19 | 润达医疗 | 603108.SH | 2021/5/6 | 1.06% | 57.96% |
20 | 新化股份 | 603867.SH | 2021/5/6 | 0.79% | 57.46% |
21 | 润建股份 | 002929.SZ | 2021/5/6 | 1.04% | 56.99% |
22 | 中衡设计 | 603017.SH | 2021/5/6 | 0.95% | 54.24% |
23 | 保隆科技 | 603197.SH | 2021/5/6 | 1.01% | 53.08% |
24 | 杭叉集团 | 603298.SH | 2021/5/6 | 0.95% | 52.80% |
25 | 万和电气 | 002543.SZ | 2021/5/6 | 0.90% | 52.35% |
26 | 泰永长征 | 002927.SZ | 2021/5/6 | 0.94% | 45.32% |
27 | 乔治白 | 002687.SZ | 2021/5/6 | 0.59% | 42.29% |
28 | 大元泵业 | 603757.SH | 2021/5/6 | 0.84% | 35.68% |
29 | 山东章鼓 | 002598.SZ | 2021/5/6 | 0.91% | 34.17% |
30 | 科新机电 | 300092.SZ | 2021/5/6 | 0.86% | 28.04% |
31 | 双一科技 | 300690.SZ | 2021/5/6 | 0.84% | 27.86% |
32 | 科远智慧 | 002380.SZ | 2021/5/6 | 0.85% | 27.74% |
33 | 厦门象屿 | 600057.SH | 2021/5/6 | 0.73% | 27.29% |
34 | 道明光学 | 002632.SZ | 2021/5/6 | 0.80% | 26.55% |
35 | 泰胜风能 | 300129.SZ | 2021/5/6 | 0.83% | 24.17% |
36 | 中国汽研 | 601965.SH | 2021/5/6 | 0.80% | 24.02% |
37 | 银信科技 | 300231.SZ | 2021/5/6 | 0.81% | 23.95% |
38 | 华设集团 | 603018.SH | 2021/5/6 | 0.65% | 22.93% |
39 | 恒润股份 | 603985.SH | 2021/5/6 | 0.48% | 22.79% |
40 | 盘龙药业 | 002864.SZ | 2021/5/6 | 0.81% | 21.77% |
41 | 中泰股份 | 300435.SZ | 2021/5/6 | 0.81% | 21.17% |
42 | 长城科技 | 603897.SH | 2021/5/6 | 0.74% | 20.99% |
43 | 宁波建工 | 601789.SH | 2021/5/6 | 0.77% | 20.31% |
44 | 快克股份 | 603203.SH | 2021/5/6 | 0.47% | 19.30% |
45 | 聚合顺 | 605166.SH | 2021/5/6 | 0.78% | 18.97% |
46 | 姚记科技 | 002605.SZ | 2021/5/6 | 0.76% | 18.35% |
47 | 威尔药业 | 603351.SH | 2021/5/6 | 0.77% | 17.64% |
48 | 锋龙股份 | 002931.SZ | 2021/5/6 | 0.57% | 17.49% |
49 | 众业达 | 002441.SZ | 2021/5/6 | 0.72% | 17.39% |
50 | 倍加洁 | 603059.SH | 2021/5/6 | 0.78% | 17.27% |
51 | 博彦科技 | 002649.SZ | 2021/5/6 | 0.74% | 12.63% |
52 | 聚飞光电 | 300303.SZ | 2021/5/6 | 0.72% | 10.64% |
53 | 迪瑞医疗 | 300396.SZ | 2021/5/6 | 0.70% | 10.54% |
54 | 三德科技 | 300515.SZ | 2021/5/6 | 0.72% | 10.17% |
55 | 传艺科技 | 002866.SZ | 2021/5/6 | 0.74% | 10.16% |
56 | 中设股份 | 002883.SZ | 2021/5/6 | 0.61% | 10.16% |
57 | 柳药股份 | 603368.SH | 2021/5/6 | 0.69% | 9.66% |
58 | 立华股份 | 300761.SZ | 2021/5/6 | 0.40% | 9.30% |
59 | 湘油泵 | 603319.SH | 2021/5/6 | 0.39% | 9.19% |
60 | 南兴股份 | 002757.SZ | 2021/5/6 | 0.66% | 8.97% |
61 | 永艺股份 | 603600.SH | 2021/5/6 | 0.68% | 8.87% |
62 | 嘉泽新能 | 601619.SH | 2021/5/6 | 0.70% | 8.53% |
63 | 福达合金 | 603045.SH | 2021/5/6 | 0.74% | 8.28% |
64 | 潍柴动力 | 000338.SZ | 2021/5/6 | 0.66% | 7.81% |
65 | 新安股份 | 600596.SH | 2021/5/6 | 0.48% | 7.46% |
66 | 万讯自控 | 300112.SZ | 2021/5/6 | 0.69% | 7.27% |
67 | 纳尔股份 | 002825.SZ | 2021/5/6 | 0.36% | 5.88% |
68 | 蓝色光标 | 300058.SZ | 2021/5/6 | 0.71% | 5.72% |
69 | 南威软件 | 603636.SH | 2021/5/6 | 0.70% | 4.72% |
70 | 山河智能 | 002097.SZ | 2021/5/6 | 0.70% | 4.39% |
71 | 晶华新材 | 603683.SH | 2021/5/6 | 0.42% | 3.53% |
72 | 以岭药业 | 002603.SZ | 2021/5/6 | 0.47% | 3.42% |
73 | 双箭股份 | 002381.SZ | 2021/5/6 | 0.62% | 1.77% |
74 | 荣盛发展 | 002146.SZ | 2021/5/6 | 0.15% | -76.11% |
75 | 星徽股份 | 300464.SZ | 2021/5/6 | 0.20% | -70.27% |
76 | 蒙娜丽莎 | 002918.SZ | 2021/5/6 | 0.20% | -69.62% |
77 | 苏博特 | 603916.SH | 2021/5/6 | 0.17% | -67.64% |
78 | 曲美家居 | 603818.SH | 2021/5/6 | 0.23% | -66.16% |
79 | 金发科技 | 600143.SH | 2021/5/6 | 0.22% | -65.62% |
80 | 晨鸣纸业 | 000488.SZ | 2021/5/6 | 0.24% | -64.74% |
81 | 金达莱 | 688057.SH | 2021/5/6 | 0.25% | -58.58% |
82 | 日月股份 | 603218.SH | 2021/5/6 | 0.28% | -58.19% |
83 | 振德医疗 | 603301.SH | 2021/5/6 | 0.27% | -55.95% |
84 | 凯普生物 | 300639.SZ | 2021/5/6 | 0.10% | -54.85% |
85 | 延江股份 | 300658.SZ | 2021/5/6 | 0.17% | -53.33% |
86 | 中旗股份 | 300575.SZ | 2021/5/6 | 0.09% | -51.41% |
87 | 久日新材 | 688199.SH | 2021/5/6 | 0.33% | -50.30% |
88 | 克明面业 | 002661.SZ | 2021/5/6 | 0.34% | -47.41% |
89 | 瑞和股份 | 002620.SZ | 2021/5/6 | 0.36% | -47.22% |
90 | 文科园林 | 002775.SZ | 2021/5/6 | 0.33% | -47.21% |
91 | 明阳智能 | 601615.SH | 2021/5/6 | 0.36% | -46.28% |
92 | 宝莱特 | 300246.SZ | 2021/5/6 | 0.24% | -45.67% |
93 | 利民股份 | 002734.SZ | 2021/5/6 | 0.35% | -45.57% |
94 | 全筑股份 | 603030.SH | 2021/5/6 | 0.33% | -43.65% |
95 | 垒知集团 | 002398.SZ | 2021/5/6 | 0.37% | -43.34% |
96 | 利尔化学 | 002258.SZ | 2021/5/6 | 0.26% | -43.26% |
97 | 溢多利 | 300381.SZ | 2021/5/6 | 0.37% | -43.17% |
98 | 有友食品 | 603697.SH | 2021/5/6 | 0.24% | -43.08% |
99 | 昇辉科技 | 300423.SZ | 2021/5/6 | 0.39% | -42.89% |
100 | 龙马环卫 | 603686.SH | 2021/5/6 | 0.36% | -42.66% |
101 | 大北农 | 002385.SZ | 2021/5/6 | 0.38% | -42.57% |
102 | 圣农发展 | 002299.SZ | 2021/5/6 | 0.38% | -40.66% |
103 | 南华仪器 | 300417.SZ | 2021/5/6 | 0.40% | -40.34% |
104 | 勘设股份 | 603458.SH | 2021/5/6 | 0.29% | -38.87% |
105 | 浙江医药 | 600216.SH | 2021/5/6 | 0.40% | -38.27% |
106 | 世纪华通 | 002602.SZ | 2021/5/6 | 0.42% | -37.85% |
107 | 百合花 | 603823.SH | 2021/5/6 | 0.31% | -37.64% |
108 | 晨光生物 | 300138.SZ | 2021/5/6 | 0.42% | -37.45% |
109 | 我乐家居 | 603326.SH | 2021/5/6 | 0.42% | -36.21% |
110 | 千方科技 | 002373.SZ | 2021/5/6 | 0.44% | -35.92% |
111 | 丰山集团 | 603810.SH | 2021/5/6 | 0.30% | -35.18% |
112 | 回天新材 | 300041.SZ | 2021/5/6 | 0.34% | -34.57% |
113 | 禾丰股份 | 603609.SH | 2021/5/6 | 0.43% | -34.49% |
114 | 裕兴股份 | 300305.SZ | 2021/5/6 | 0.43% | -33.72% |
115 | 赞宇科技 | 002637.SZ | 2021/5/6 | 0.45% | -33.12% |
116 | 通源环境 | 688679.SH | 2021/5/6 | 0.35% | -30.87% |
117 | 锋尚文化 | 300860.SZ | 2021/5/6 | 0.47% | -30.61% |
118 | 博敏电子 | 603936.SH | 2021/5/6 | 0.47% | -30.56% |
119 | 复洁环保 | 688335.SH | 2021/5/6 | 0.23% | -28.47% |
120 | 英飞特 | 300582.SZ | 2021/5/6 | 0.32% | -28.21% |
121 | 赢时胜 | 300377.SZ | 2021/5/6 | 0.48% | -27.83% |
122 | 永高股份 | 002641.SZ | 2021/5/6 | 0.48% | -27.19% |
123 | 华铭智能 | 300462.SZ | 2021/5/6 | 0.50% | -26.44% |
124 | 永东股份 | 002753.SZ | 2021/5/6 | 0.49% | -25.26% |
125 | 怡球资源 | 601388.SH | 2021/5/6 | 0.51% | -24.79% |
126 | 日科化学 | 300214.SZ | 2021/5/6 | 0.51% | -24.56% |
127 | 万润股份 | 002643.SZ | 2021/5/6 | 0.49% | -23.57% |
128 | 华新水泥 | 600801.SH | 2021/5/6 | 0.45% | -22.18% |
129 | 大华股份 | 002236.SZ | 2021/5/6 | 0.51% | -21.45% |
130 | 新天科技 | 300259.SZ | 2021/5/6 | 0.49% | -21.43% |
131 | 红墙股份 | 002809.SZ | 2021/5/6 | 0.54% | -20.74% |
132 | 天山铝业 | 002532.SZ | 2021/5/6 | 0.51% | -20.67% |
133 | 大千生态 | 603955.SH | 2021/5/6 | 0.54% | -19.98% |
134 | 格力电器 | 000651.SZ | 2021/5/6 | 0.44% | -18.41% |
135 | 广汽集团 | 601238.SH | 2021/5/6 | 0.53% | -17.25% |
136 | 法兰泰克 | 603966.SH | 2021/5/6 | 0.31% | -17.14% |
137 | 中联重科 | 000157.SZ | 2021/5/6 | 0.50% | -16.43% |
138 | 美思德 | 603041.SH | 2021/5/6 | 0.57% | -16.11% |
139 | 先达股份 | 603086.SH | 2021/5/6 | 0.20% | -15.04% |
140 | 云图控股 | 002539.SZ | 2021/5/6 | 0.54% | -15.03% |
141 | 皇马科技 | 603181.SH | 2021/5/6 | 0.40% | -14.38% |
142 | 正平股份 | 603843.SH | 2021/5/6 | 0.58% | -14.30% |
143 | 东山精密 | 002384.SZ | 2021/5/6 | 0.58% | -13.83% |
144 | 金证股份 | 600446.SH | 2021/5/6 | 0.59% | -12.23% |
145 | 太龙照明 | 300650.SZ | 2021/5/6 | 0.35% | -11.12% |
146 | 易华录 | 300212.SZ | 2021/5/6 | 0.59% | -11.08% |
147 | 瑞丰高材 | 300243.SZ | 2021/5/6 | 0.60% | -10.73% |
148 | 大丰实业 | 603081.SH | 2021/5/6 | 0.59% | -10.39% |
149 | 仙坛股份 | 002746.SZ | 2021/5/6 | 0.40% | -8.91% |
150 | 科德教育 | 300192.SZ | 2021/5/6 | 0.60% | -8.47% |
151 | 硅宝科技 | 300019.SZ | 2021/5/6 | 0.61% | -6.65% |
152 | 东宏股份 | 603856.SH | 2021/5/6 | 0.61% | -6.62% |
153 | 易德龙 | 603380.SH | 2021/5/6 | 0.62% | -6.54% |
154 | 维业股份 | 300621.SZ | 2021/5/6 | 0.67% | -6.45% |
155 | 中欣氟材 | 002915.SZ | 2021/5/6 | 0.44% | -6.38% |
156 | 宁波华翔 | 002048.SZ | 2021/5/6 | 0.53% | -6.21% |
157 | 朗进科技 | 300594.SZ | 2021/5/6 | 0.64% | -6.07% |
158 | 创力集团 | 603012.SH | 2021/5/6 | 0.62% | -5.56% |
159 | 卧龙地产 | 600173.SH | 2021/5/6 | 0.62% | -4.21% |
160 | 三雄极光 | 300625.SZ | 2021/5/6 | 0.56% | -4.11% |
161 | 丽岛新材 | 603937.SH | 2021/5/6 | 0.62% | -3.61% |
162 | 福达股份 | 603166.SH | 2021/5/6 | 0.58% | -3.19% |
163 | 一汽富维 | 600742.SH | 2021/5/6 | 0.61% | -3.07% |
164 | 创源股份 | 300703.SZ | 2021/5/6 | 0.64% | -2.39% |
165 | 红旗连锁 | 002697.SZ | 2021/5/6 | 0.60% | -2.12% |
166 | 设研院 | 300732.SZ | 2021/5/6 | 0.53% | -1.79% |
167 | 长沙银行 | 601577.SH | 2021/5/6 | 0.60% | -0.93% |
168 | 汇中股份 | 300371.SZ | 2021/5/6 | 0.55% | -0.69% |
169 | 泽达易盛 | 688555.SH | 2021/5/6 | 0.00% | 0.00% |
170 | ST粤泰 | 600393.SH | 2021/5/6 | 0.00% | 0.00% |