111 lines
3.5 KiB
JSON
111 lines
3.5 KiB
JSON
{
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"generated": "2026-08-21 17:30",
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"method": "vibe-trading 学术因子引擎 × 腾讯行情",
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"stocks": [
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{
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"code": "000568",
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"name": "泸州老窖",
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"industry": "白酒",
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"carhart_mom": -0.3047774601878318,
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"high52w": 0.6065707724602358,
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"low_vol": -0.3611136592994101,
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"amihud_illiq": 0.928399930463074,
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"short_reversal": 0.06234068045307295,
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"ma20_dev": -0.02319777664341216,
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"mom_120d": -0.2207239819004525,
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"max_dd": -0.4723235795494569,
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"ann_ret": -0.1265281800609126,
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"sharpe_like": -0.3503832569124845
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},
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{
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"code": "000858",
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"name": "五粮液",
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"industry": "白酒",
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"carhart_mom": -0.3624887132221408,
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"high52w": 0.5777645983938962,
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"low_vol": -0.28876234103864423,
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"amihud_illiq": 0.39967603594992485,
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"short_reversal": 0.04082254665144258,
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"ma20_dev": -0.03781215381124614,
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"mom_120d": -0.289557710501419,
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"max_dd": -0.45243400067321715,
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"ann_ret": -0.2005262399209029,
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"sharpe_like": -0.694433488797859
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},
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{
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"code": "002304",
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"name": "洋河股份",
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"industry": "白酒",
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"carhart_mom": -0.4156268568033272,
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"high52w": 0.5322823851953392,
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"low_vol": -0.28668258101189364,
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"amihud_illiq": 1.7995162960504705,
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"short_reversal": 0.043608880569998676,
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"ma20_dev": -0.04872730836130246,
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"mom_120d": -0.23017446471054714,
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"max_dd": -0.4840301576422207,
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"ann_ret": -0.28562671996528155,
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"sharpe_like": -0.9963169682549764
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},
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{
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"code": "600519",
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"name": "贵州茅台",
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"industry": "白酒",
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"carhart_mom": -0.05718094907284088,
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"high52w": 0.8457893247831006,
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"low_vol": -0.26928866320086314,
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"amihud_illiq": 0.19171640300459783,
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"short_reversal": 0.04736706025591064,
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"ma20_dev": -0.024470568507432455,
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"mom_120d": -0.09495191296962291,
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"max_dd": -0.23467690389370888,
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"ann_ret": 0.005894562104864942,
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"sharpe_like": 0.021889380840619244
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},
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{
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"code": "000001",
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"name": "平安银行",
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"industry": "金融",
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"carhart_mom": -0.05964079972890546,
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"high52w": 0.9625442888476464,
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"low_vol": -0.20003270704792642,
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"amihud_illiq": 0.5967140050933499,
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"short_reversal": -0.026917149533523532,
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"ma20_dev": 0.009779193769636096,
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"mom_120d": 0.08770257387988556,
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"max_dd": -0.1521849164838872,
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"ann_ret": 0.12288283899273877,
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"sharpe_like": 0.6143137330201551
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},
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{
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"code": "601318",
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"name": "中国平安",
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"industry": "金融",
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"carhart_mom": -0.03346386614453545,
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"high52w": 0.718478710210831,
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"low_vol": -0.317231863459979,
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"amihud_illiq": 0.24059997979514686,
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"short_reversal": 0.01222547428574372,
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"ma20_dev": -0.02301919671716468,
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"mom_120d": -0.14998369742419304,
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"max_dd": -0.3491801019705112,
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"ann_ret": 0.20350061346413573,
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"sharpe_like": 0.6414885668942544
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},
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{
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"code": "600036",
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"name": "招商银行",
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"industry": "金融",
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"carhart_mom": -0.09792738906662968,
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"high52w": 0.9009134325590021,
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"low_vol": -0.21438203867096703,
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"amihud_illiq": 0.25926505490573765,
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"short_reversal": -0.002652642395193139,
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"ma20_dev": -0.006468437603865729,
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"mom_120d": 0.029485786949956294,
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"max_dd": -0.20023647238837117,
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"ann_ret": 0.17113278610994032,
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"sharpe_like": 0.798260839251531
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}
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]
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} |