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综合投资篇 大师投资系列> 综合投资篇
投资大师投资策略
罗兰怀李吉价值成长投资选股法则 综合
年度收益:-3.35% | 平均年化收益:8.53% | Alpha:7.40%
唐纳亚克曼GALP成长型投资法 综合
年度收益:4.90% | 平均年化收益:11.58% | Alpha:10.21%
威廉达顿小型价值成长股选股法则 综合
年度收益:-6.20% | 平均年化收益:10.54% | Alpha:10.16%
詹姆士赫瑟相对价值成长选股法则 综合
年度收益:3.63% | 平均年化收益:8.45% | Alpha:5.20%
约翰罗杰士中小型价值成长选股法则 综合
年度收益:-10.90% | 平均年化收益:3.67% | Alpha:3.74%
威廉米勒中心价值成长投资法 综合
年度收益:-4.08% | 平均年化收益:10.53% | Alpha:7.28%
柯林麦克连成长价值优势投资法 综合
年度收益:2.56% | 平均年化收益:18.48% | Alpha:17.00%
霍华罗斯曼审慎致富投资法 综合
年度收益:-2.85% | 平均年化收益:11.60% | Alpha:9.42%
大卫.德瑞曼反向操作价值型选股 综合
年度收益:3.32% | 平均年化收益:4.10% | Alpha:5.73%
历史回测业绩: 詹姆士赫瑟相对价值成长选股法则
威廉.达顿小型价值成长股选股法则策略说明
詹姆士‧赫瑟的投资原则以相对价值为主,盈余成长动能为辅,投资标的规模倾向市值大于10亿美元的中大型股,使用的指标有本益比、股价净值比、股价现金流量比、股价营收比、股利收益率、股东权益报酬率、盈余惊喜及预估盈余调整等。
投资程序:
选股标准:总市值高于10亿美元的中大型股。
- 股东权益报酬率大于过去五年平均股东权益报酬率。
- 本益比/S&P500本益比< 五年平均(本益比/S&P500本益比)。
- 股价净值比/S&P500股价净值比< 五年平均(股价净值比/S&P500股价净值比)。
- 股价现金流量比/S&P500股价现金流量比< 五年平均(股价现金流量比/S&P500股价现金流量比)。
- 股价营收比/S&P500股价营收比< 五年平均(股价营收比/S&P500股价营收比)。
- 股利收益率/S&P500股利收益率> 五年平均(股利收益率/S&P500股利收益率)。
- 最近半年盈余惊喜或调高预估盈余。
使用方法:
由于詹姆士‧赫瑟的方法极为复杂,因此,以股价相关性为考量,重组其选股程序,分为以下两部份,并将本益比/市场平均本益比、股价净值比/市场平均股价净值比、股价现金流量比/市场平均股价现金流量比、股价营收比/市场平均股价营收比、股利收益率/市场平均股利收益率,简称为本益比市场倍数(PEMR) 、股价净值比市场倍数(PBMR)、股价现金流量比市场倍数(PCFMR)、股价营收比市场倍数(PSMR)、股利收益率市场倍数(DYMR)
选股标准:
- 总市值> 市场平均总市值*1。
- 最近四季股东权益报酬率> 五年平均股东权益报酬率。
- 最近9个月内公司或投资机构调高预估盈余目标次数> 0。
- 最近一季盈余达成率> 标准达成率。
买进标准:以下5个标准符合2 个即可。
- 最近四季本益比市场倍数(PEMR) < 五年平均本益比市场倍数(PEMR)。
- 最近一季股价净值比市场倍数(PBMR) < 五年平均股价净值比市场倍数(PBMR)。
- 最近四季股价现金流量比市场倍数(PCFMR) < 五年平均股价现金流量比市场倍数(PCFMR)。
- 最近四季股价营收比市场倍数(PSMR) < 五年平均股价营收比市场倍数(PSMR)。
- 最近一年股利收益率市场倍数(DYMR) > 五年平均股利收益率市场倍数(DYMR)。
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 | 潞安环能 | 601699.SH | 2021/5/6 | 1.24% | 184.59% |
2 | 陕西煤业 | 601225.SH | 2021/5/6 | 1.13% | 172.97% |
3 | 沪电股份 | 002463.SZ | 2021/5/6 | 1.22% | 163.12% |
4 | 昆药集团 | 600422.SH | 2021/5/6 | 1.29% | 159.62% |
5 | 国电电力 | 600795.SH | 2021/5/6 | 1.15% | 133.28% |
6 | 银泰黄金 | 000975.SZ | 2021/5/6 | 1.12% | 122.16% |
7 | 宗申动力 | 001696.SZ | 2021/5/6 | 1.00% | 114.26% |
8 | 皖通高速 | 600012.SH | 2021/5/6 | 0.94% | 108.68% |
9 | 安徽合力 | 600761.SH | 2021/5/6 | 0.99% | 108.36% |
10 | 迎驾贡酒 | 603198.SH | 2021/5/6 | 1.00% | 104.40% |
11 | 新天然气 | 603393.SH | 2021/5/6 | 0.82% | 101.53% |
12 | 湖南黄金 | 002155.SZ | 2021/5/6 | 1.04% | 98.92% |
13 | 中国石化 | 600028.SH | 2021/5/6 | 0.77% | 81.02% |
14 | 葵花药业 | 002737.SZ | 2021/5/6 | 0.84% | 79.78% |
15 | 华能水电 | 600025.SH | 2021/5/6 | 0.85% | 76.05% |
16 | 海天精工 | 601882.SH | 2021/5/6 | 0.89% | 75.62% |
17 | 滨江集团 | 002244.SZ | 2021/5/6 | 0.83% | 73.42% |
18 | 光迅科技 | 002281.SZ | 2021/5/6 | 0.88% | 73.32% |
19 | 洪城环境 | 600461.SH | 2021/5/6 | 0.75% | 69.59% |
20 | 中原传媒 | 000719.SZ | 2021/5/6 | 0.79% | 69.58% |
21 | 郑煤机 | 601717.SH | 2021/5/6 | 0.78% | 63.88% |
22 | 凤凰传媒 | 601928.SH | 2021/5/6 | 0.72% | 63.36% |
23 | 赛轮轮胎 | 601058.SH | 2021/5/6 | 0.82% | 63.05% |
24 | 长江传媒 | 600757.SH | 2021/5/6 | 0.71% | 59.52% |
25 | 苏美达 | 600710.SH | 2021/5/6 | 0.75% | 59.24% |
26 | 申能股份 | 600642.SH | 2021/5/6 | 0.76% | 59.21% |
27 | 常山药业 | 300255.SZ | 2021/5/6 | 0.84% | 59.15% |
28 | 招商公路 | 001965.SZ | 2021/5/6 | 0.74% | 58.20% |
29 | 纽威股份 | 603699.SH | 2021/5/6 | 0.74% | 56.02% |
30 | 老凤祥 | 600612.SH | 2021/5/6 | 0.72% | 53.10% |
31 | 海油工程 | 600583.SH | 2021/5/6 | 0.77% | 52.45% |
32 | 双良节能 | 600481.SH | 2021/5/6 | 0.76% | 50.49% |
33 | 隧道股份 | 600820.SH | 2021/5/6 | 0.68% | 49.49% |
34 | 马应龙 | 600993.SH | 2021/5/6 | 0.73% | 46.05% |
35 | 比音勒芬 | 002832.SZ | 2021/5/6 | 0.73% | 44.60% |
36 | 兴蓉环境 | 000598.SZ | 2021/5/6 | 0.71% | 44.16% |
37 | 建投能源 | 000600.SZ | 2021/5/6 | 0.73% | 44.07% |
38 | 紫江企业 | 600210.SH | 2021/5/6 | 0.66% | 42.36% |
39 | 长江电力 | 600900.SH | 2021/5/6 | 0.66% | 42.34% |
40 | 京新药业 | 002020.SZ | 2021/5/6 | 0.57% | 39.91% |
41 | 中国中铁 | 601390.SH | 2021/5/6 | 0.67% | 38.62% |
42 | 华策影视 | 300133.SZ | 2021/5/6 | 0.71% | 37.59% |
43 | 厦门国贸 | 600755.SH | 2021/5/6 | 0.58% | 34.13% |
44 | 新华医疗 | 600587.SH | 2021/5/6 | 0.71% | 32.71% |
45 | 福能股份 | 600483.SH | 2021/5/6 | 0.50% | 32.09% |
46 | 中国汽研 | 601965.SH | 2021/5/6 | 0.65% | 31.55% |
47 | 湖北能源 | 000883.SZ | 2021/5/6 | 0.65% | 31.10% |
48 | 开滦股份 | 600997.SH | 2021/5/6 | 0.59% | 30.99% |
49 | 秦港股份 | 601326.SH | 2021/5/6 | 0.65% | 30.80% |
50 | 中兵红箭 | 000519.SZ | 2021/5/6 | 0.69% | 30.38% |
51 | 华特达因 | 000915.SZ | 2021/5/6 | 0.63% | 29.45% |
52 | 伟明环保 | 603568.SH | 2021/5/6 | 0.50% | 27.92% |
53 | 中油工程 | 600339.SH | 2021/5/6 | 0.65% | 27.24% |
54 | 驰宏锌锗 | 600497.SH | 2021/5/6 | 0.64% | 27.13% |
55 | 雅戈尔 | 600177.SH | 2021/5/6 | 0.54% | 27.05% |
56 | 华昌化工 | 002274.SZ | 2021/5/6 | 0.61% | 26.66% |
57 | 厦门象屿 | 600057.SH | 2021/5/6 | 0.56% | 26.56% |
58 | 博实股份 | 002698.SZ | 2021/5/6 | 0.62% | 24.41% |
59 | 东风汽车 | 600006.SH | 2021/5/6 | 0.62% | 22.44% |
60 | 天音控股 | 000829.SZ | 2021/5/6 | 0.62% | 22.24% |
61 | 万东医疗 | 600055.SH | 2021/5/6 | 0.62% | 20.43% |
62 | 中国联通 | 600050.SH | 2021/5/6 | 0.58% | 20.37% |
63 | 广州发展 | 600098.SH | 2021/5/6 | 0.58% | 19.83% |
64 | 伊之密 | 300415.SZ | 2021/5/6 | 0.58% | 19.58% |
65 | 华荣股份 | 603855.SH | 2021/5/6 | 0.56% | 19.32% |
66 | 中国化学 | 601117.SH | 2021/5/6 | 0.58% | 18.26% |
67 | 深高速 | 600548.SH | 2021/5/6 | 0.53% | 17.88% |
68 | 柳工 | 000528.SZ | 2021/5/6 | 0.57% | 17.70% |
69 | 兔宝宝 | 002043.SZ | 2021/5/6 | 0.55% | 17.19% |
70 | 海格通信 | 002465.SZ | 2021/5/6 | 0.59% | 16.80% |
71 | 迪瑞医疗 | 300396.SZ | 2021/5/6 | 0.57% | 16.59% |
72 | 中国中冶 | 601618.SH | 2021/5/6 | 0.57% | 15.61% |
73 | 深圳燃气 | 601139.SH | 2021/5/6 | 0.56% | 14.24% |
74 | 物产中大 | 600704.SH | 2021/5/6 | 0.54% | 11.62% |
75 | 申万宏源 | 000166.SZ | 2021/5/6 | 0.56% | 11.37% |
76 | 重庆水务 | 601158.SH | 2021/5/6 | 0.50% | 10.15% |
77 | 中国出版 | 601949.SH | 2021/5/6 | 0.55% | 10.03% |
78 | 重庆百货 | 600729.SH | 2021/5/6 | 0.44% | 9.67% |
79 | 南京高科 | 600064.SH | 2021/5/6 | 0.35% | 9.46% |
80 | 同方股份 | 600100.SH | 2021/5/6 | 0.57% | 8.53% |
81 | ST大有 | 600403.SH | 2021/5/6 | 0.39% | 7.78% |
82 | 日照港 | 600017.SH | 2021/5/6 | 0.55% | 7.64% |
83 | 超图软件 | 300036.SZ | 2021/5/6 | 0.56% | 6.88% |
84 | 卫士通 | 002268.SZ | 2021/5/6 | 0.56% | 6.74% |
85 | 新奥股份 | 600803.SH | 2021/5/6 | 0.53% | 6.44% |
86 | 中山公用 | 000685.SZ | 2021/5/6 | 0.50% | 5.21% |
87 | 鲁信创投 | 600783.SH | 2021/5/6 | 0.52% | 5.21% |
88 | 盘江股份 | 600395.SH | 2021/5/6 | 0.47% | 4.80% |
89 | 东方证券 | 600958.SH | 2021/5/6 | 0.51% | 4.55% |
90 | 山河智能 | 002097.SZ | 2021/5/6 | 0.54% | 4.14% |
91 | 陕国投A | 000563.SZ | 2021/5/6 | 0.52% | 2.30% |
92 | 徐工机械 | 000425.SZ | 2021/5/6 | 0.49% | 1.68% |
93 | 江河集团 | 601886.SH | 2021/5/6 | 0.48% | 1.45% |
94 | 西部黄金 | 601069.SH | 2021/5/6 | 0.52% | 0.06% |
95 | 热景生物 | 688068.SH | 2021/5/6 | 0.07% | -79.82% |
96 | 智飞生物 | 300122.SZ | 2021/5/6 | 0.08% | -73.47% |
97 | 朗姿股份 | 002612.SZ | 2021/5/6 | 0.16% | -68.91% |
98 | 双塔食品 | 002481.SZ | 2021/5/6 | 0.17% | -67.63% |
99 | 太平鸟 | 603877.SH | 2021/5/6 | 0.16% | -67.20% |
100 | 昭衍新药 | 603127.SH | 2021/5/6 | 0.06% | -66.08% |
101 | 金达威 | 002626.SZ | 2021/5/6 | 0.18% | -64.18% |
102 | 迪马股份 | 600565.SH | 2021/5/6 | 0.19% | -62.16% |
103 | 康德莱 | 603987.SH | 2021/5/6 | 0.20% | -61.52% |
104 | 奥美医疗 | 002950.SZ | 2021/5/6 | 0.19% | -60.48% |
105 | 汇金股份 | 300368.SZ | 2021/5/6 | 0.21% | -60.31% |
106 | 再升科技 | 603601.SH | 2021/5/6 | 0.14% | -60.15% |
107 | 绿地控股 | 600606.SH | 2021/5/6 | 0.18% | -58.95% |
108 | 玲珑轮胎 | 601966.SH | 2021/5/6 | 0.21% | -58.36% |
109 | 冀东水泥 | 000401.SZ | 2021/5/6 | 0.20% | -57.43% |
110 | 歌尔股份 | 002241.SZ | 2021/5/6 | 0.22% | -57.35% |
111 | 九阳股份 | 002242.SZ | 2021/5/6 | 0.19% | -57.19% |
112 | 龙蟠科技 | 603906.SH | 2021/5/6 | 0.16% | -56.91% |
113 | 绿盟科技 | 300369.SZ | 2021/5/6 | 0.23% | -55.66% |
114 | 科华生物 | 002022.SZ | 2021/5/6 | 0.22% | -55.39% |
115 | 重庆啤酒 | 600132.SH | 2021/5/6 | 0.22% | -54.82% |
116 | 奥佳华 | 002614.SZ | 2021/5/6 | 0.22% | -54.61% |
117 | 双星新材 | 002585.SZ | 2021/5/6 | 0.23% | -54.58% |
118 | 凯普生物 | 300639.SZ | 2021/5/6 | 0.08% | -54.26% |
119 | 华贸物流 | 603128.SH | 2021/5/6 | 0.22% | -53.80% |
120 | 浙江美大 | 002677.SZ | 2021/5/6 | 0.23% | -49.65% |
121 | 上海钢联 | 300226.SZ | 2021/5/6 | 0.16% | -48.45% |
122 | 上柴股份 | 600841.SH | 2021/5/6 | 0.27% | -47.96% |
123 | 安琪酵母 | 600298.SH | 2021/5/6 | 0.26% | -46.98% |
124 | 瑞普生物 | 300119.SZ | 2021/5/6 | 0.28% | -45.51% |
125 | 士兰微 | 600460.SH | 2021/5/6 | 0.28% | -45.34% |
126 | 海正药业 | 600267.SH | 2021/5/6 | 0.28% | -44.77% |
127 | 牧原股份 | 002714.SZ | 2021/5/6 | 0.19% | -43.85% |
128 | 理邦仪器 | 300206.SZ | 2021/5/6 | 0.29% | -43.14% |
129 | 中广核技 | 000881.SZ | 2021/5/6 | 0.31% | -39.77% |
130 | 浙富控股 | 002266.SZ | 2021/5/6 | 0.32% | -38.01% |
131 | 浙江医药 | 600216.SH | 2021/5/6 | 0.31% | -37.82% |
132 | 华宏科技 | 002645.SZ | 2021/5/6 | 0.34% | -35.49% |
133 | 宝钢包装 | 601968.SH | 2021/5/6 | 0.33% | -33.81% |
134 | 志邦家居 | 603801.SH | 2021/5/6 | 0.16% | -33.26% |
135 | 飞亚达 | 000026.SZ | 2021/5/6 | 0.32% | -31.97% |
136 | 赞宇科技 | 002637.SZ | 2021/5/6 | 0.35% | -31.89% |
137 | 兴业证券 | 601377.SH | 2021/5/6 | 0.33% | -30.81% |
138 | 东诚药业 | 002675.SZ | 2021/5/6 | 0.35% | -30.55% |
139 | 东南网架 | 002135.SZ | 2021/5/6 | 0.36% | -29.81% |
140 | 深圳华强 | 000062.SZ | 2021/5/6 | 0.35% | -29.42% |
141 | 天康生物 | 002100.SZ | 2021/5/6 | 0.36% | -26.61% |
142 | 海欣股份 | 600851.SH | 2021/5/6 | 0.39% | -26.13% |
143 | 塔牌集团 | 002233.SZ | 2021/5/6 | 0.36% | -25.93% |
144 | 中国重汽 | 000951.SZ | 2021/5/6 | 0.26% | -25.37% |
145 | 永高股份 | 002641.SZ | 2021/5/6 | 0.38% | -25.07% |
146 | 外高桥 | 600648.SH | 2021/5/6 | 0.36% | -24.46% |
147 | 新和成 | 002001.SZ | 2021/5/6 | 0.25% | -24.41% |
148 | 华邦健康 | 002004.SZ | 2021/5/6 | 0.37% | -24.07% |
149 | 新天绿能 | 600956.SH | 2021/5/6 | 0.39% | -24.02% |
150 | 通裕重工 | 300185.SZ | 2021/5/6 | 0.40% | -21.66% |
151 | 奥士康 | 002913.SZ | 2021/5/6 | 0.20% | -21.59% |
152 | 海利得 | 002206.SZ | 2021/5/6 | 0.40% | -20.60% |
153 | 中化国际 | 600500.SH | 2021/5/6 | 0.40% | -20.17% |
154 | 深物业A | 000011.SZ | 2021/5/6 | 0.38% | -20.07% |
155 | 瀚蓝环境 | 600323.SH | 2021/5/6 | 0.40% | -19.78% |
156 | 国投资本 | 600061.SH | 2021/5/6 | 0.27% | -18.84% |
157 | 唐人神 | 002567.SZ | 2021/5/6 | 0.42% | -18.33% |
158 | 万里扬 | 002434.SZ | 2021/5/6 | 0.41% | -18.21% |
159 | 汉钟精机 | 002158.SZ | 2021/5/6 | 0.41% | -18.00% |
160 | 黑牡丹 | 600510.SH | 2021/5/6 | 0.39% | -17.43% |
161 | 仙琚制药 | 002332.SZ | 2021/5/6 | 0.41% | -17.34% |
162 | 绿色动力 | 601330.SH | 2021/5/6 | 0.42% | -17.02% |
163 | 鲁抗医药 | 600789.SH | 2021/5/6 | 0.43% | -16.84% |
164 | 航天信息 | 600271.SH | 2021/5/6 | 0.42% | -16.61% |
165 | 达实智能 | 002421.SZ | 2021/5/6 | 0.43% | -15.37% |
166 | 安迪苏 | 600299.SH | 2021/5/6 | 0.42% | -14.95% |
167 | 漫步者 | 002351.SZ | 2021/5/6 | 0.43% | -14.81% |
168 | 奥瑞金 | 002701.SZ | 2021/5/6 | 0.42% | -14.45% |
169 | 华谊集团 | 600623.SH | 2021/5/6 | 0.42% | -14.20% |
170 | 三元股份 | 600429.SH | 2021/5/6 | 0.45% | -14.02% |
171 | 红日药业 | 300026.SZ | 2021/5/6 | 0.46% | -13.72% |
172 | 京基智农 | 000048.SZ | 2021/5/6 | 0.30% | -13.69% |
173 | 旺能环境 | 002034.SZ | 2021/5/6 | 0.41% | -13.55% |
174 | 长江证券 | 000783.SZ | 2021/5/6 | 0.42% | -13.09% |
175 | 云图控股 | 002539.SZ | 2021/5/6 | 0.42% | -12.99% |
176 | 上海医药 | 601607.SH | 2021/5/6 | 0.42% | -12.85% |
177 | 国恩股份 | 002768.SZ | 2021/5/6 | 0.45% | -12.72% |
178 | 宝通科技 | 300031.SZ | 2021/5/6 | 0.45% | -11.93% |
179 | 天健集团 | 000090.SZ | 2021/5/6 | 0.39% | -11.68% |
180 | 辽港股份 | 601880.SH | 2021/5/6 | 0.44% | -11.56% |
181 | 太阳能 | 000591.SZ | 2021/5/6 | 0.44% | -11.27% |
182 | 天润工业 | 002283.SZ | 2021/5/6 | 0.43% | -10.79% |
183 | 杭氧股份 | 002430.SZ | 2021/5/6 | 0.43% | -10.77% |
184 | 威海广泰 | 002111.SZ | 2021/5/6 | 0.31% | -9.60% |
185 | 深圳能源 | 000027.SZ | 2021/5/6 | 0.45% | -9.52% |
186 | 城建发展 | 600266.SH | 2021/5/6 | 0.45% | -8.61% |
187 | 上海莱士 | 002252.SZ | 2021/5/6 | 0.47% | -8.57% |
188 | 明泰铝业 | 601677.SH | 2021/5/6 | 0.33% | -7.92% |
189 | 中远海发 | 601866.SH | 2021/5/6 | 0.45% | -7.45% |
190 | 有研新材 | 600206.SH | 2021/5/6 | 0.48% | -6.24% |
191 | 天通股份 | 600330.SH | 2021/5/6 | 0.49% | -5.27% |
192 | 华安证券 | 600909.SH | 2021/5/6 | 0.42% | -5.26% |
193 | 祁连山 | 600720.SH | 2021/5/6 | 0.46% | -4.96% |
194 | 北部湾港 | 000582.SZ | 2021/5/6 | 0.48% | -3.37% |
195 | 东吴证券 | 601555.SH | 2021/5/6 | 0.46% | -3.24% |
196 | 鲁阳节能 | 002088.SZ | 2021/5/6 | 0.32% | -3.19% |
197 | 春风动力 | 603129.SH | 2021/5/6 | 0.45% | -2.67% |
198 | 红旗连锁 | 002697.SZ | 2021/5/6 | 0.46% | -2.49% |
199 | 华泰证券 | 601688.SH | 2021/5/6 | 0.48% | -1.80% |
200 | 一汽富维 | 600742.SH | 2021/5/6 | 0.48% | -0.74% |
201 | 江西铜业 | 600362.SH | 2021/5/6 | 0.51% | -0.59% |
202 | 蓝光发展 | 600466.SH | 2021/5/6 | 0.00% | 0.00% |