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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:5.02% | 平均年化收益:9.32% | Alpha:7.80%
本杰明格雷厄姆成长股内在价值投资法 价值
年度收益:7.22% | 平均年化收益:12.94% | Alpha:9.88%
本杰明格雷厄姆企业主投资法 价值
年度收益:0.12% | 平均年化收益:3.33% | Alpha:1.14%
詹姆斯奥肖内西价值投资法 价值
年度收益:5.53% | 平均年化收益:7.08% | Alpha:4.41%
查尔斯布兰德斯价值投资法 价值
年度收益:0.00% | 平均年化收益:0.00% | Alpha:0.00%
彼得林奇基层调查选股法 价值
年度收益:16.85% | 平均年化收益:-0.30% | Alpha:-4.25%
史蒂夫路佛价值选股法 价值
年度收益:7.74% | 平均年化收益:9.28% | Alpha:8.04%
迈克尔普莱斯低估价值选股法 价值
年度收益:7.81% | 平均年化收益:10.41% | Alpha:10.39%
阿梅特欧卡莫斯价值型集中投资法 价值
年度收益:14.45% | 平均年化收益:9.91% | Alpha:6.05%
罗伯特山朋价值型投资法 价值
年度收益:9.11% | 平均年化收益:11.40% | Alpha:9.18%
柏顿墨基尔成功选股法 价值
年度收益:15.32% | 平均年化收益:2.19% | Alpha:0.90%
罗伯瑞克超额现金流选股法则 价值
年度收益:7.67% | 平均年化收益:10.91% | Alpha:7.85%
麦克劳尔集中价值选股法则 价值
年度收益:9.43% | 平均年化收益:15.80% | Alpha:15.11%
惠特尼乔治小型价值股投资法 价值
年度收益:5.71% | 平均年化收益:15.09% | Alpha:12.06%
理查马文价值导向选股法则 价值
年度收益:10.33% | 平均年化收益:9.33% | Alpha:8.79%
戴维波伦价值型系统评价投资法 价值
年度收益:17.57% | 平均年化收益:10.47% | Alpha:8.29%
麦克贝利222选股法则 价值
年度收益:12.94% | 平均年化收益:7.78% | Alpha:7.79%
迈克尔喜伟收益型投资法 价值
年度收益:11.41% | 平均年化收益:11.55% | Alpha:8.21%
乔尔格林布拉特的神奇公式 价值
年度收益:16.53% | 平均年化收益:4.69% | Alpha:0.79%
历史回测业绩: 史蒂夫路佛价值选股法
史蒂夫·路佛价值选股策略说明
路佛集团提供给的投资方法集中体现了路佛的价值投资理念,这套选股方法即是本篇介绍的史蒂 夫·路佛价值选股法则。该投资策略从三个角度对股票提出要求,其一、股票具备合理的估值;其二、股票具备一定的分红收益;其三、公司的财务状况要求健康。以这三个角度出发选择七个指标,分别是市净率、PE、现金及等价物/股价、股息收益率、市现率、长期贷款占总资本比例、流动比率,共同构建了选股准则,形成了史蒂夫·路佛价值选股法则。这七条准则非常清晰明确,均为可直接量化实现的准则。具体如下:
- 市净率低于全市场平均值。
- 以五年平均盈余计算的PE 低于全市场平均值。
- 以五年平均盈余计算的PE 低于全市场平均值。
- 股息收益率不低于全市场平均值。
- 股价现金流量比低于全市场平均值。
- 长期借款占总资本比率低于50%。
从选股效果来看说明史蒂夫·路佛的思想在中国市场依然有很强的适用性,非常值得我们沿着这六条准则所体现的思路作进一步的优化和探索。
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 | 四方股份 | 601126.SH | 2020/5/6 | 1.51% | 742.79% |
| 2 | 通润装备 | 002150.SZ | 2020/5/6 | 1.18% | 494.05% |
| 3 | 隆鑫通用 | 603766.SH | 2020/5/6 | 0.98% | 406.88% |
| 4 | 招商轮船 | 601872.SH | 2020/5/6 | 0.72% | 366.70% |
| 5 | 三星医疗 | 601567.SH | 2020/5/6 | 0.84% | 363.66% |
| 6 | 兖州煤业 | 600188.SH | 2020/5/6 | 0.34% | 363.43% |
| 7 | 江苏雷利 | 300660.SZ | 2020/5/6 | 0.52% | 351.65% |
| 8 | 川环科技 | 300547.SZ | 2020/5/6 | 0.84% | 332.68% |
| 9 | 东睦股份 | 600114.SH | 2020/5/6 | 0.83% | 323.38% |
| 10 | 嘉友国际 | 603871.SH | 2020/5/6 | 0.15% | 301.24% |
| 11 | 露天煤业 | 002128.SZ | 2020/5/6 | 0.67% | 277.55% |
| 12 | 宗申动力 | 001696.SZ | 2020/5/6 | 0.69% | 274.92% |
| 13 | 海兴电力 | 603556.SH | 2020/5/6 | 0.69% | 271.96% |
| 14 | 中国神华 | 601088.SH | 2020/5/6 | 0.52% | 270.21% |
| 15 | 中国石油 | 601857.SH | 2020/5/6 | 0.60% | 261.59% |
| 16 | 特变电工 | 600089.SH | 2020/5/6 | 0.50% | 252.89% |
| 17 | 华阳股份 | 600348.SH | 2020/5/6 | 0.38% | 243.27% |
| 18 | 常宝股份 | 002478.SZ | 2020/5/6 | 0.60% | 233.82% |
| 19 | 陕西煤业 | 601225.SH | 2020/5/6 | 0.48% | 228.28% |
| 20 | 孚日股份 | 002083.SZ | 2020/5/6 | 0.59% | 220.19% |
| 21 | 中原内配 | 002448.SZ | 2020/5/6 | 0.61% | 214.86% |
| 22 | 宇通客车 | 600066.SH | 2020/5/6 | 0.48% | 212.86% |
| 23 | 中煤能源 | 601898.SH | 2020/5/6 | 0.55% | 211.36% |
| 24 | 上海电力 | 600021.SH | 2020/5/6 | 0.61% | 210.72% |
| 25 | 华达科技 | 603358.SH | 2020/5/6 | 0.41% | 204.67% |
| 26 | 大元泵业 | 603757.SH | 2020/5/6 | 0.52% | 202.96% |
| 27 | 江中药业 | 600750.SH | 2020/5/6 | 0.48% | 201.05% |
| 28 | 万丰奥威 | 002085.SZ | 2020/5/6 | 0.60% | 200.57% |
| 29 | 新澳股份 | 603889.SH | 2020/5/6 | 0.36% | 192.93% |
| 30 | 昊华能源 | 601101.SH | 2020/5/6 | 0.43% | 192.72% |
| 31 | 华光环能 | 600475.SH | 2020/5/6 | 0.30% | 187.73% |
| 32 | 凯众股份 | 603037.SH | 2020/5/6 | 0.20% | 181.81% |
| 33 | 冀中能源 | 000937.SZ | 2020/5/6 | 0.34% | 175.22% |
| 34 | 四川路桥 | 600039.SH | 2020/5/6 | 0.32% | 172.98% |
| 35 | 中国科传 | 601858.SH | 2020/5/6 | 0.53% | 171.53% |
| 36 | 苏美达 | 600710.SH | 2020/5/6 | 0.47% | 171.36% |
| 37 | 羚锐制药 | 600285.SH | 2020/5/6 | 0.47% | 166.77% |
| 38 | 炬华科技 | 300360.SZ | 2020/5/6 | 0.48% | 163.35% |
| 39 | 梅花生物 | 600873.SH | 2020/5/6 | 0.44% | 162.50% |
| 40 | 皖通高速 | 600012.SH | 2020/5/6 | 0.44% | 160.42% |
| 41 | 佛燃能源 | 002911.SZ | 2020/5/6 | 0.34% | 156.13% |
| 42 | 国电电力 | 600795.SH | 2020/5/6 | 0.47% | 152.64% |
| 43 | 新天然气 | 603393.SH | 2020/5/6 | 0.39% | 151.08% |
| 44 | 皖能电力 | 000543.SZ | 2020/5/6 | 0.48% | 147.06% |
| 45 | 重庆路桥 | 600106.SH | 2020/5/6 | 0.48% | 141.87% |
| 46 | 龙净环保 | 600388.SH | 2020/5/6 | 0.46% | 140.69% |
| 47 | 郑煤机 | 601717.SH | 2020/5/6 | 0.40% | 138.28% |
| 48 | 中材科技 | 002080.SZ | 2020/5/6 | 0.43% | 135.06% |
| 49 | 豪能股份 | 603809.SH | 2020/5/6 | 0.13% | 134.50% |
| 50 | 唐山港 | 601000.SH | 2020/5/6 | 0.35% | 133.16% |
| 51 | 四川成渝 | 601107.SH | 2020/5/6 | 0.41% | 131.52% |
| 52 | 中原传媒 | 000719.SZ | 2020/5/6 | 0.39% | 128.91% |
| 53 | 鄂尔多斯 | 600295.SH | 2020/5/6 | 0.17% | 126.57% |
| 54 | 潞安环能 | 601699.SH | 2020/5/6 | 0.35% | 121.89% |
| 55 | 宁波富达 | 600724.SH | 2020/5/6 | 0.37% | 120.15% |
| 56 | 南山铝业 | 600219.SH | 2020/5/6 | 0.40% | 118.82% |
| 57 | 联发股份 | 002394.SZ | 2020/5/6 | 0.40% | 118.66% |
| 58 | 昂利康 | 002940.SZ | 2020/5/6 | 0.20% | 115.59% |
| 59 | 川仪股份 | 603100.SH | 2020/5/6 | 0.31% | 114.52% |
| 60 | 兴业股份 | 603928.SH | 2020/5/6 | 0.31% | 113.07% |
| 61 | 中新药业 | 600329.SH | 2020/5/6 | 0.36% | 112.42% |
| 62 | 皖维高新 | 600063.SH | 2020/5/6 | 0.40% | 112.29% |
| 63 | 兆丰股份 | 300695.SZ | 2020/5/6 | 0.29% | 111.97% |
| 64 | 甘肃电投 | 000791.SZ | 2020/5/6 | 0.42% | 111.80% |
| 65 | 南方传媒 | 601900.SH | 2020/5/6 | 0.37% | 111.48% |
| 66 | 长江传媒 | 600757.SH | 2020/5/6 | 0.34% | 110.89% |
| 67 | 太阳电缆 | 002300.SZ | 2020/5/6 | 0.36% | 109.89% |
| 68 | 铁流股份 | 603926.SH | 2020/5/6 | 0.30% | 109.67% |
| 69 | 京能电力 | 600578.SH | 2020/5/6 | 0.39% | 109.12% |
| 70 | 京新药业 | 002020.SZ | 2020/5/6 | 0.32% | 106.25% |
| 71 | 永新股份 | 002014.SZ | 2020/5/6 | 0.29% | 105.89% |
| 72 | 天地科技 | 600582.SH | 2020/5/6 | 0.36% | 105.24% |
| 73 | 旷达科技 | 002516.SZ | 2020/5/6 | 0.39% | 101.36% |
| 74 | 中国石化 | 600028.SH | 2020/5/6 | 0.31% | 101.27% |
| 75 | 武进不锈 | 603878.SH | 2020/5/6 | 0.25% | 100.43% |
| 76 | 三维工程 | 002469.SZ | 2020/5/6 | 0.35% | 100.34% |
| 77 | 利民股份 | 002734.SZ | 2020/5/6 | 0.37% | 100.08% |
| 78 | 建投能源 | 000600.SZ | 2020/5/6 | 0.39% | 100.03% |
| 79 | 华电国际 | 600027.SH | 2020/5/6 | 0.33% | 99.42% |
| 80 | 亚普股份 | 603013.SH | 2020/5/6 | 0.35% | 99.16% |
| 81 | 黔源电力 | 002039.SZ | 2020/5/6 | 0.28% | 99.09% |
| 82 | 华能国际 | 600011.SH | 2020/5/6 | 0.38% | 99.07% |
| 83 | 七匹狼 | 002029.SZ | 2020/5/6 | 0.39% | 96.11% |
| 84 | 宁波建工 | 601789.SH | 2020/5/6 | 0.37% | 96.06% |
| 85 | 中国核电 | 601985.SH | 2020/5/6 | 0.37% | 95.82% |
| 86 | 大千生态 | 603955.SH | 2020/5/6 | 0.41% | 95.79% |
| 87 | 申能股份 | 600642.SH | 2020/5/6 | 0.34% | 95.64% |
| 88 | 先河环保 | 300137.SZ | 2020/5/6 | 0.40% | 94.55% |
| 89 | 山东高速 | 600350.SH | 2020/5/6 | 0.30% | 93.85% |
| 90 | 中鼎股份 | 000887.SZ | 2020/5/6 | 0.38% | 93.13% |
| 91 | 淮河能源 | 600575.SH | 2020/5/6 | 0.39% | 92.40% |
| 92 | 茂业商业 | 600828.SH | 2020/5/6 | 0.37% | 91.36% |
| 93 | 紫江企业 | 600210.SH | 2020/5/6 | 0.33% | 91.03% |
| 94 | 安徽合力 | 600761.SH | 2020/5/6 | 0.34% | 88.92% |
| 95 | 大唐发电 | 601991.SH | 2020/5/6 | 0.37% | 87.45% |
| 96 | 迪森股份 | 300335.SZ | 2020/5/6 | 0.36% | 85.99% |
| 97 | 山东出版 | 601019.SH | 2020/5/6 | 0.31% | 84.84% |
| 98 | 深振业A | 000006.SZ | 2020/5/6 | 0.36% | 84.65% |
| 99 | 五洲交通 | 600368.SH | 2020/5/6 | 0.23% | 84.28% |
| 100 | 宁波能源 | 600982.SH | 2020/5/6 | 0.33% | 84.09% |
| 101 | 恒源煤电 | 600971.SH | 2020/5/6 | 0.27% | 83.96% |
| 102 | 洪城环境 | 600461.SH | 2020/5/6 | 0.30% | 83.78% |
| 103 | 通宝能源 | 600780.SH | 2020/5/6 | 0.37% | 83.27% |
| 104 | 平煤股份 | 601666.SH | 2020/5/6 | 0.28% | 82.24% |
| 105 | 航民股份 | 600987.SH | 2020/5/6 | 0.30% | 80.11% |
| 106 | 浙能电力 | 600023.SH | 2020/5/6 | 0.32% | 79.57% |
| 107 | 杭钢股份 | 600126.SH | 2020/5/6 | 0.34% | 78.72% |
| 108 | 招商港口 | 001872.SZ | 2020/5/6 | 0.33% | 78.62% |
| 109 | 双一科技 | 300690.SZ | 2020/5/6 | 0.35% | 78.34% |
| 110 | 南钢股份 | 600282.SH | 2020/5/6 | 0.28% | 78.19% |
| 111 | 凤凰传媒 | 601928.SH | 2020/5/6 | 0.28% | 77.21% |
| 112 | 江苏国泰 | 002091.SZ | 2020/5/6 | 0.30% | 77.13% |
| 113 | 先达股份 | 603086.SH | 2020/5/6 | 0.13% | 77.10% |
| 114 | 陕鼓动力 | 601369.SH | 2020/5/6 | 0.30% | 76.99% |
| 115 | 瑞尔特 | 002790.SZ | 2020/5/6 | 0.33% | 76.51% |
| 116 | 江南水务 | 601199.SH | 2020/5/6 | 0.34% | 75.93% |
| 117 | 新华文轩 | 601811.SH | 2020/5/6 | 0.31% | 75.07% |
| 118 | 新朋股份 | 002328.SZ | 2020/5/6 | 0.32% | 74.37% |
| 119 | 山西焦煤 | 000983.SZ | 2020/5/6 | 0.27% | 73.56% |
| 120 | 金洲管道 | 002443.SZ | 2020/5/6 | 0.32% | 73.40% |
| 121 | 厦门象屿 | 600057.SH | 2020/5/6 | 0.28% | 72.86% |
| 122 | 众业达 | 002441.SZ | 2020/5/6 | 0.30% | 72.80% |
| 123 | 中国化学 | 601117.SH | 2020/5/6 | 0.32% | 71.92% |
| 124 | 建新股份 | 300107.SZ | 2020/5/6 | 0.35% | 71.77% |
| 125 | 华润双鹤 | 600062.SH | 2020/5/6 | 0.32% | 71.72% |
| 126 | 中盐化工 | 600328.SH | 2020/5/6 | 0.24% | 70.06% |
| 127 | 上海能源 | 600508.SH | 2020/5/6 | 0.31% | 69.85% |
| 128 | 水星家纺 | 603365.SH | 2020/5/6 | 0.28% | 69.27% |
| 129 | 赣粤高速 | 600269.SH | 2020/5/6 | 0.30% | 68.02% |
| 130 | 皖新传媒 | 601801.SH | 2020/5/6 | 0.30% | 67.03% |
| 131 | 光明地产 | 600708.SH | 2020/5/6 | 0.35% | 66.92% |
| 132 | 理工环科 | 002322.SZ | 2020/5/6 | 0.28% | 66.67% |
| 133 | 百大集团 | 600865.SH | 2020/5/6 | 0.32% | 66.52% |
| 134 | 百隆东方 | 601339.SH | 2020/5/6 | 0.26% | 66.50% |
| 135 | 江河集团 | 601886.SH | 2020/5/6 | 0.27% | 65.67% |
| 136 | 广日股份 | 600894.SH | 2020/5/6 | 0.26% | 65.55% |
| 137 | 同济科技 | 600846.SH | 2020/5/6 | 0.30% | 64.54% |
| 138 | 中原环保 | 000544.SZ | 2020/5/6 | 0.29% | 62.64% |
| 139 | 中金岭南 | 000060.SZ | 2020/5/6 | 0.32% | 61.66% |
| 140 | 锦江在线 | 600650.SH | 2020/5/6 | 0.32% | 61.62% |
| 141 | 楚天高速 | 600035.SH | 2020/5/6 | 0.29% | 61.62% |
| 142 | 新安股份 | 600596.SH | 2020/5/6 | 0.21% | 60.08% |
| 143 | 养元饮品 | 603156.SH | 2020/5/6 | 0.23% | 58.70% |
| 144 | 正裕工业 | 603089.SH | 2020/5/6 | 0.32% | 58.54% |
| 145 | 隧道股份 | 600820.SH | 2020/5/6 | 0.26% | 58.46% |
| 146 | 闰土股份 | 002440.SZ | 2020/5/6 | 0.29% | 57.94% |
| 147 | 淮北矿业 | 600985.SH | 2020/5/6 | 0.25% | 57.66% |
| 148 | 金卡智能 | 300349.SZ | 2020/5/6 | 0.29% | 56.90% |
| 149 | 金麒麟 | 603586.SH | 2020/5/6 | 0.28% | 56.89% |
| 150 | 中衡设计 | 603017.SH | 2020/5/6 | 0.28% | 56.28% |
| 151 | 海信家电 | 000921.SZ | 2020/5/6 | 0.28% | 55.93% |
| 152 | 苏利股份 | 603585.SH | 2020/5/6 | 0.30% | 54.52% |
| 153 | 千金药业 | 600479.SH | 2020/5/6 | 0.25% | 53.75% |
| 154 | 兴蓉环境 | 000598.SZ | 2020/5/6 | 0.29% | 53.13% |
| 155 | 秦港股份 | 601326.SH | 2020/5/6 | 0.29% | 52.86% |
| 156 | 福能股份 | 600483.SH | 2020/5/6 | 0.22% | 52.82% |
| 157 | 上海凯宝 | 300039.SZ | 2020/5/6 | 0.31% | 52.65% |
| 158 | 上海机电 | 600835.SH | 2020/5/6 | 0.28% | 51.08% |
| 159 | 赛轮轮胎 | 601058.SH | 2020/5/6 | 0.29% | 50.76% |
| 160 | 得邦照明 | 603303.SH | 2020/5/6 | 0.26% | 50.72% |
| 161 | 雅戈尔 | 600177.SH | 2020/5/6 | 0.22% | 49.90% |
| 162 | 浦东建设 | 600284.SH | 2020/5/6 | 0.26% | 49.26% |
| 163 | 春光科技 | 603657.SH | 2020/5/6 | 0.29% | 48.91% |
| 164 | 天顺风能 | 002531.SZ | 2020/5/6 | 0.30% | 48.53% |
| 165 | 万和电气 | 002543.SZ | 2020/5/6 | 0.25% | 48.31% |
| 166 | 中材国际 | 600970.SH | 2020/5/6 | 0.27% | 48.29% |
| 167 | 辰欣药业 | 603367.SH | 2020/5/6 | 0.27% | 46.48% |
| 168 | 铁龙物流 | 600125.SH | 2020/5/6 | 0.28% | 44.10% |
| 169 | 司尔特 | 002538.SZ | 2020/5/6 | 0.26% | 44.04% |
| 170 | 粤电力A | 000539.SZ | 2020/5/6 | 0.29% | 43.70% |
| 171 | 苏交科 | 300284.SZ | 2020/5/6 | 0.28% | 43.45% |
| 172 | 厦门空港 | 600897.SH | 2020/5/6 | 0.20% | 42.94% |
| 173 | 博彦科技 | 002649.SZ | 2020/5/6 | 0.28% | 42.42% |
| 174 | 粤水电 | 002060.SZ | 2020/5/6 | 0.26% | 42.28% |
| 175 | 宁波高发 | 603788.SH | 2020/5/6 | 0.24% | 41.99% |
| 176 | 华谊集团 | 600623.SH | 2020/5/6 | 0.26% | 41.58% |
| 177 | 中国交建 | 601800.SH | 2020/5/6 | 0.26% | 41.10% |
| 178 | 天威视讯 | 002238.SZ | 2020/5/6 | 0.28% | 40.81% |
| 179 | 龙江交通 | 601188.SH | 2020/5/6 | 0.27% | 39.99% |
| 180 | 远东传动 | 002406.SZ | 2020/5/6 | 0.26% | 39.00% |
| 181 | 中工国际 | 002051.SZ | 2020/5/6 | 0.28% | 38.37% |
| 182 | 中原高速 | 600020.SH | 2020/5/6 | 0.26% | 38.09% |
| 183 | 东方明珠 | 600637.SH | 2020/5/6 | 0.25% | 37.90% |
| 184 | 山东路桥 | 000498.SZ | 2020/5/6 | 0.25% | 37.57% |
| 185 | 合兴包装 | 002228.SZ | 2020/5/6 | 0.23% | 37.53% |
| 186 | 设计总院 | 603357.SH | 2020/5/6 | 0.20% | 37.09% |
| 187 | 天津港 | 600717.SH | 2020/5/6 | 0.22% | 35.66% |
| 188 | 荣晟环保 | 603165.SH | 2020/5/6 | 0.22% | 34.34% |
| 189 | 新兴铸管 | 000778.SZ | 2020/5/6 | 0.25% | 33.85% |
| 190 | 山河智能 | 002097.SZ | 2020/5/6 | 0.27% | 33.46% |
| 191 | 首创股份 | 600008.SH | 2020/5/6 | 0.23% | 33.45% |
| 192 | 天地源 | 600665.SH | 2020/5/6 | 0.25% | 31.48% |
| 193 | 上港集团 | 600018.SH | 2020/5/6 | 0.24% | 31.42% |
| 194 | 海利得 | 002206.SZ | 2020/5/6 | 0.25% | 30.87% |
| 195 | 杭锅股份 | 002534.SZ | 2020/5/6 | 0.25% | 30.64% |
| 196 | 嘉欣丝绸 | 002404.SZ | 2020/5/6 | 0.23% | 29.53% |
| 197 | 中国建筑 | 601668.SH | 2020/5/6 | 0.22% | 29.25% |
| 198 | 电子城 | 600658.SH | 2020/5/6 | 0.25% | 27.55% |
| 199 | 东莞控股 | 000828.SZ | 2020/5/6 | 0.23% | 27.52% |
| 200 | 桂东电力 | 600310.SH | 2020/5/6 | 0.21% | 27.34% |
| 201 | 韶能股份 | 000601.SZ | 2020/5/6 | 0.25% | 27.12% |
| 202 | 金溢科技 | 002869.SZ | 2020/5/6 | 0.25% | 26.35% |
| 203 | 中国中铁 | 601390.SH | 2020/5/6 | 0.23% | 26.31% |
| 204 | 一汽富维 | 600742.SH | 2020/5/6 | 0.22% | 25.98% |
| 205 | 徐家汇 | 002561.SZ | 2020/5/6 | 0.25% | 25.81% |
| 206 | 华新水泥 | 600801.SH | 2020/5/6 | 0.20% | 24.77% |
| 207 | 浙江龙盛 | 600352.SH | 2020/5/6 | 0.22% | 24.65% |
| 208 | 奥克股份 | 300082.SZ | 2020/5/6 | 0.25% | 24.53% |
| 209 | 中国医药 | 600056.SH | 2020/5/6 | 0.17% | 24.43% |
| 210 | 红蜻蜓 | 603116.SH | 2020/5/6 | 0.21% | 24.42% |
| 211 | 江苏舜天 | 600287.SH | 2020/5/6 | 0.25% | 24.25% |
| 212 | 百川能源 | 600681.SH | 2020/5/6 | 0.19% | 23.99% |
| 213 | 中集集团 | 000039.SZ | 2020/5/6 | 0.16% | 23.94% |
| 214 | 现代投资 | 000900.SZ | 2020/5/6 | 0.22% | 22.82% |
| 215 | 阳光照明 | 600261.SH | 2020/5/6 | 0.20% | 22.58% |
| 216 | 武汉控股 | 600168.SH | 2020/5/6 | 0.17% | 21.84% |
| 217 | 宁波港 | 601018.SH | 2020/5/6 | 0.23% | 21.60% |
| 218 | 汇鸿集团 | 600981.SH | 2020/5/6 | 0.25% | 21.37% |
| 219 | 佛山照明 | 000541.SZ | 2020/5/6 | 0.23% | 20.76% |
| 220 | 正泰电器 | 601877.SH | 2020/5/6 | 0.22% | 20.37% |
| 221 | 绿茵生态 | 002887.SZ | 2020/5/6 | 0.22% | 20.29% |
| 222 | 创业环保 | 600874.SH | 2020/5/6 | 0.23% | 20.19% |
| 223 | 苏垦农发 | 601952.SH | 2020/5/6 | 0.22% | 19.32% |
| 224 | 海澜之家 | 600398.SH | 2020/5/6 | 0.18% | 19.15% |
| 225 | 尖峰集团 | 600668.SH | 2020/5/6 | 0.19% | 19.08% |
| 226 | 嘉事堂 | 002462.SZ | 2020/5/6 | 0.23% | 18.86% |
| 227 | 开滦股份 | 600997.SH | 2020/5/6 | 0.20% | 18.68% |
| 228 | 柳工 | 000528.SZ | 2020/5/6 | 0.22% | 18.66% |
| 229 | 华数传媒 | 000156.SZ | 2020/5/6 | 0.22% | 18.43% |
| 230 | 天士力 | 600535.SH | 2020/5/6 | 0.22% | 17.52% |
| 231 | 宁夏建材 | 600449.SH | 2020/5/6 | 0.21% | 17.39% |
| 232 | 九牧王 | 601566.SH | 2020/5/6 | 0.20% | 16.56% |
| 233 | 盘江股份 | 600395.SH | 2020/5/6 | 0.20% | 15.54% |
| 234 | 新洋丰 | 000902.SZ | 2020/5/6 | 0.22% | 15.36% |
| 235 | 中国中冶 | 601618.SH | 2020/5/6 | 0.22% | 15.19% |
| 236 | 深高速 | 600548.SH | 2020/5/6 | 0.19% | 14.82% |
| 237 | 中远海发 | 601866.SH | 2020/5/6 | 0.22% | 14.53% |
| 238 | 三角轮胎 | 601163.SH | 2020/5/6 | 0.21% | 14.11% |
| 239 | 靖远煤电 | 000552.SZ | 2020/5/6 | 0.21% | 14.01% |
| 240 | 绿城水务 | 601368.SH | 2020/5/6 | 0.23% | 13.76% |
| 241 | 永艺股份 | 603600.SH | 2020/5/6 | 0.20% | 13.12% |
| 242 | 天能重工 | 300569.SZ | 2020/5/6 | 0.13% | 12.02% |
| 243 | 中国铁建 | 601186.SH | 2020/5/6 | 0.20% | 12.00% |
| 244 | 汇洁股份 | 002763.SZ | 2020/5/6 | 0.18% | 11.71% |
| 245 | 首开股份 | 600376.SH | 2020/5/6 | 0.21% | 11.38% |
| 246 | 华泰股份 | 600308.SH | 2020/5/6 | 0.15% | 11.06% |
| 247 | 上峰水泥 | 000672.SZ | 2020/5/6 | 0.15% | 10.73% |
| 248 | 欧亚集团 | 600697.SH | 2020/5/6 | 0.21% | 10.68% |
| 249 | 城市传媒 | 600229.SH | 2020/5/6 | 0.21% | 10.55% |
| 250 | 三雄极光 | 300625.SZ | 2020/5/6 | 0.19% | 10.04% |
| 251 | 浦东金桥 | 600639.SH | 2020/5/6 | 0.19% | 9.94% |
| 252 | 太阳能 | 000591.SZ | 2020/5/6 | 0.21% | 9.44% |
| 253 | 长青股份 | 002391.SZ | 2020/5/6 | 0.20% | 8.51% |
| 254 | 大秦铁路 | 601006.SH | 2020/5/6 | 0.16% | 7.64% |
| 255 | 国星光电 | 002449.SZ | 2020/5/6 | 0.22% | 7.31% |
| 256 | 马钢股份 | 600808.SH | 2020/5/6 | 0.20% | 6.91% |
| 257 | 奥瑞金 | 002701.SZ | 2020/5/6 | 0.20% | 6.73% |
| 258 | 重庆百货 | 600729.SH | 2020/5/6 | 0.15% | 6.57% |
| 259 | 中国重汽 | 000951.SZ | 2020/5/6 | 0.14% | 6.41% |
| 260 | 山西焦化 | 600740.SH | 2020/5/6 | 0.16% | 6.35% |
| 261 | 富安娜 | 002327.SZ | 2020/5/6 | 0.16% | 6.32% |
| 262 | 中文传媒 | 600373.SH | 2020/5/6 | 0.17% | 5.75% |
| 263 | 富春环保 | 002479.SZ | 2020/5/6 | 0.19% | 4.52% |
| 264 | 常熟汽饰 | 603035.SH | 2020/5/6 | 0.19% | 4.40% |
| 265 | 塔牌集团 | 002233.SZ | 2020/5/6 | 0.18% | 4.07% |
| 266 | 雄塑科技 | 300599.SZ | 2020/5/6 | 0.21% | 3.82% |
| 267 | 醋化股份 | 603968.SH | 2020/5/6 | 0.19% | 2.63% |
| 268 | 宝钢股份 | 600019.SH | 2020/5/6 | 0.17% | 2.54% |
| 269 | 飞亚达 | 000026.SZ | 2020/5/6 | 0.19% | 2.42% |
| 270 | 中国出版 | 601949.SH | 2020/5/6 | 0.20% | 2.13% |
| 271 | 华锦股份 | 000059.SZ | 2020/5/6 | 0.20% | 1.69% |
| 272 | 东风股份 | 601515.SH | 2020/5/6 | 0.15% | 0.80% |
| 273 | 安正时尚 | 603839.SH | 2020/5/6 | 0.17% | 0.14% |
| 274 | 华邦健康 | 002004.SZ | 2020/5/6 | 0.18% | 0.13% |
| 275 | 万科A | 000002.SZ | 2020/5/6 | 0.04% | -80.26% |
| 276 | 金科股份 | 000656.SZ | 2020/5/6 | 0.04% | -77.31% |
| 277 | 晨鸣纸业 | 000488.SZ | 2020/5/6 | 0.06% | -72.88% |
| 278 | 荣盛发展 | 002146.SZ | 2020/5/6 | 0.05% | -72.82% |
| 279 | 华侨城A | 000069.SZ | 2020/5/6 | 0.06% | -71.85% |
| 280 | 美凯龙 | 601828.SH | 2020/5/6 | 0.06% | -71.32% |
| 281 | 金地集团 | 600383.SH | 2020/5/6 | 0.06% | -69.35% |
| 282 | 绿地控股 | 600606.SH | 2020/5/6 | 0.06% | -64.72% |
| 283 | 冀东水泥 | 000401.SZ | 2020/5/6 | 0.08% | -58.10% |
| 284 | 金螳螂 | 002081.SZ | 2020/5/6 | 0.08% | -56.55% |
| 285 | 奥佳华 | 002614.SZ | 2020/5/6 | 0.08% | -54.15% |
| 286 | 金融街 | 000402.SZ | 2020/5/6 | 0.09% | -53.40% |
| 287 | 劲嘉股份 | 002191.SZ | 2020/5/6 | 0.08% | -52.88% |
| 288 | 万年青 | 000789.SZ | 2020/5/6 | 0.09% | -46.79% |
| 289 | 鞍钢股份 | 000898.SZ | 2020/5/6 | 0.11% | -45.08% |
| 290 | 保利地产 | 600048.SH | 2020/5/6 | 0.10% | -43.34% |
| 291 | 韶钢松山 | 000717.SZ | 2020/5/6 | 0.11% | -41.62% |
| 292 | 三钢闽光 | 002110.SZ | 2020/5/6 | 0.11% | -38.23% |
| 293 | 唐人神 | 002567.SZ | 2020/5/6 | 0.13% | -36.54% |
| 294 | 森马服饰 | 002563.SZ | 2020/5/6 | 0.10% | -36.54% |
| 295 | 海螺水泥 | 600585.SH | 2020/5/6 | 0.11% | -34.38% |
| 296 | 东江环保 | 002672.SZ | 2020/5/6 | 0.14% | -33.42% |
| 297 | 永高股份 | 002641.SZ | 2020/5/6 | 0.14% | -30.53% |
| 298 | 禾丰股份 | 603609.SH | 2020/5/6 | 0.14% | -29.11% |
| 299 | 歌力思 | 603808.SH | 2020/5/6 | 0.14% | -28.77% |
| 300 | 瑞茂通 | 600180.SH | 2020/5/6 | 0.14% | -27.89% |
| 301 | 爱建集团 | 600643.SH | 2020/5/6 | 0.14% | -27.81% |
| 302 | 惠达卫浴 | 603385.SH | 2020/5/6 | 0.15% | -27.13% |
| 303 | 新钢股份 | 600782.SH | 2020/5/6 | 0.13% | -26.34% |
| 304 | 利群股份 | 601366.SH | 2020/5/6 | 0.15% | -26.10% |
| 305 | 福星股份 | 000926.SZ | 2020/5/6 | 0.11% | -26.04% |
| 306 | 柳钢股份 | 601003.SH | 2020/5/6 | 0.15% | -24.42% |
| 307 | 金隅集团 | 601992.SH | 2020/5/6 | 0.14% | -21.87% |
| 308 | 凌钢股份 | 600231.SH | 2020/5/6 | 0.16% | -20.28% |
| 309 | 太钢不锈 | 000825.SZ | 2020/5/6 | 0.16% | -18.80% |
| 310 | 三友化工 | 600409.SH | 2020/5/6 | 0.15% | -18.16% |
| 311 | 华发股份 | 600325.SH | 2020/5/6 | 0.14% | -17.47% |
| 312 | 上汽集团 | 600104.SH | 2020/5/6 | 0.15% | -17.00% |
| 313 | 安阳钢铁 | 600569.SH | 2020/5/6 | 0.17% | -16.99% |
| 314 | 深物业A | 000011.SZ | 2020/5/6 | 0.16% | -15.84% |
| 315 | 陆家嘴 | 600663.SH | 2020/5/6 | 0.15% | -15.65% |
| 316 | 浙商中拓 | 000906.SZ | 2020/5/6 | 0.15% | -15.61% |
| 317 | 华孚时尚 | 002042.SZ | 2020/5/6 | 0.16% | -15.36% |
| 318 | 天健集团 | 000090.SZ | 2020/5/6 | 0.14% | -15.13% |
| 319 | 北辰实业 | 601588.SH | 2020/5/6 | 0.18% | -14.85% |
| 320 | 步长制药 | 603858.SH | 2020/5/6 | 0.16% | -14.69% |
| 321 | 地素时尚 | 603587.SH | 2020/5/6 | 0.14% | -14.07% |
| 322 | 清新环境 | 002573.SZ | 2020/5/6 | 0.17% | -13.77% |
| 323 | 鄂武商A | 000501.SZ | 2020/5/6 | 0.17% | -13.63% |
| 324 | 联美控股 | 600167.SH | 2020/5/6 | 0.15% | -12.75% |
| 325 | 上海医药 | 601607.SH | 2020/5/6 | 0.16% | -12.67% |
| 326 | 东华能源 | 002221.SZ | 2020/5/6 | 0.18% | -12.38% |
| 327 | 华菱钢铁 | 000932.SZ | 2020/5/6 | 0.16% | -11.83% |
| 328 | 外高桥 | 600648.SH | 2020/5/6 | 0.16% | -11.53% |
| 329 | 威海广泰 | 002111.SZ | 2020/5/6 | 0.12% | -11.41% |
| 330 | 神马股份 | 600810.SH | 2020/5/6 | 0.16% | -11.17% |
| 331 | 大悦城 | 000031.SZ | 2020/5/6 | 0.19% | -10.97% |
| 332 | 中化国际 | 600500.SH | 2020/5/6 | 0.18% | -10.80% |
| 333 | 广百股份 | 002187.SZ | 2020/5/6 | 0.18% | -10.50% |
| 334 | 天虹股份 | 002419.SZ | 2020/5/6 | 0.18% | -10.50% |
| 335 | 金陵药业 | 000919.SZ | 2020/5/6 | 0.18% | -10.34% |
| 336 | 柳药股份 | 603368.SH | 2020/5/6 | 0.16% | -10.16% |
| 337 | 同德化工 | 002360.SZ | 2020/5/6 | 0.18% | -9.91% |
| 338 | 歌华有线 | 600037.SH | 2020/5/6 | 0.19% | -9.66% |
| 339 | 华域汽车 | 600741.SH | 2020/5/6 | 0.15% | -8.96% |
| 340 | 勘设股份 | 603458.SH | 2020/5/6 | 0.13% | -8.56% |
| 341 | 罗莱生活 | 002293.SZ | 2020/5/6 | 0.14% | -8.45% |
| 342 | 元祖股份 | 603886.SH | 2020/5/6 | 0.14% | -8.45% |
| 343 | 富奥股份 | 000030.SZ | 2020/5/6 | 0.16% | -8.30% |
| 344 | 中恒集团 | 600252.SH | 2020/5/6 | 0.19% | -7.89% |
| 345 | 鲁阳节能 | 002088.SZ | 2020/5/6 | 0.11% | -7.65% |
| 346 | 国药股份 | 600511.SH | 2020/5/6 | 0.17% | -7.24% |
| 347 | 文峰股份 | 601010.SH | 2020/5/6 | 0.16% | -7.24% |
| 348 | 格力电器 | 000651.SZ | 2020/5/6 | 0.13% | -7.24% |
| 349 | 双箭股份 | 002381.SZ | 2020/5/6 | 0.16% | -7.00% |
| 350 | 好莱客 | 603898.SH | 2020/5/6 | 0.17% | -6.95% |
| 351 | 信达地产 | 600657.SH | 2020/5/6 | 0.19% | -6.66% |
| 352 | 栖霞建设 | 600533.SH | 2020/5/6 | 0.18% | -6.00% |
| 353 | 设研院 | 300732.SZ | 2020/5/6 | 0.15% | -5.87% |
| 354 | 中华企业 | 600675.SH | 2020/5/6 | 0.18% | -5.84% |
| 355 | 葵花药业 | 002737.SZ | 2020/5/6 | 0.16% | -5.33% |
| 356 | 滨化股份 | 601678.SH | 2020/5/6 | 0.18% | -5.13% |
| 357 | 白云山 | 600332.SH | 2020/5/6 | 0.18% | -4.93% |
| 358 | 上海石化 | 600688.SH | 2020/5/6 | 0.19% | -4.60% |
| 359 | 中联重科 | 000157.SZ | 2020/5/6 | 0.16% | -3.25% |
| 360 | 荣泰健康 | 603579.SH | 2020/5/6 | 0.13% | -3.22% |
| 361 | 宝新能源 | 000690.SZ | 2020/5/6 | 0.19% | -1.75% |
| 362 | 华设集团 | 603018.SH | 2020/5/6 | 0.15% | -1.60% |
| 363 | 万集科技 | 300552.SZ | 2020/5/6 | 0.20% | -1.58% |
| 364 | 恒逸石化 | 000703.SZ | 2020/5/6 | 0.19% | -1.16% |
| 365 | 招商蛇口 | 001979.SZ | 2020/5/6 | 0.17% | -1.04% |
| 366 | 文科园林 | 002775.SZ | 2020/5/6 | 0.19% | -0.91% |
| 367 | 华远地产 | 600743.SH | 2020/5/6 | 0.20% | -0.54% |
| 368 | 天茂集团 | 000627.SZ | 2020/5/6 | 0.00% | 0.00% |
| 369 | 阳光城 | 000671.SZ | 2020/5/6 | 0.00% | 0.00% |
| 370 | 亿利洁能 | 600277.SH | 2020/5/6 | 0.00% | 0.00% |
| 371 | 葛洲坝 | 600068.SH | 2020/5/6 | 0.00% | 0.00% |
| 372 | 鸿达兴业 | 002002.SZ | 2020/5/6 | 0.00% | 0.00% |
| 373 | 中南建设 | 000961.SZ | 2020/5/6 | 0.00% | 0.00% |
| 374 | 首商股份 | 600723.SH | 2020/5/6 | 0.00% | 0.00% |
| 375 | 世茂股份 | 600823.SH | 2020/5/6 | 0.00% | 0.00% |
| 376 | 迪马股份 | 600565.SH | 2020/5/6 | 0.00% | 0.00% |