111 lines
3.5 KiB
JSON
111 lines
3.5 KiB
JSON
{
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"generated": "2026-09-11 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": -0.31718316464105667,
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"high52w": 0.5438947253626086,
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"low_vol": -0.39659050277143276,
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"amihud_illiq": 1.0714379614678167,
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"short_reversal": 0.013838643821959096,
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"ma20_dev": -0.05636458812919021,
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"mom_120d": -0.25771211414623496,
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"max_dd": -0.4874913664618852,
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"ann_ret": -0.16395525854854354,
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"sharpe_like": -0.4134119637328682
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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": -0.37563375833236357,
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"high52w": 0.5666779230385772,
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"low_vol": -0.2664846940820283,
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"amihud_illiq": 0.37857872460433956,
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"short_reversal": 0.0025673727727650864,
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"ma20_dev": -0.016253864567412735,
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"mom_120d": -0.2939432189296949,
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"max_dd": -0.45067297023493647,
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"ann_ret": -0.20907875552591604,
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"sharpe_like": -0.7845807289087988
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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": -0.41770556100294154,
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"high52w": 0.5311982330204307,
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"low_vol": -0.2728912823987538,
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"amihud_illiq": 1.8246528778253597,
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"short_reversal": 0.006511741384782166,
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"ma20_dev": -0.020591005115935923,
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"mom_120d": -0.21292697893229706,
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"max_dd": -0.48039757040309217,
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"ann_ret": -0.2670332868533507,
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"sharpe_like": -0.9785335922279726
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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": -0.027851998287090285,
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"high52w": 0.8416176809589673,
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"low_vol": -0.25275396732854805,
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"amihud_illiq": 0.18273127140056053,
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"short_reversal": 0.01018135121410324,
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"ma20_dev": -0.012699927246802356,
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"mom_120d": -0.09304744752204697,
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"max_dd": -0.23467690389370888,
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"ann_ret": -0.013122385466244446,
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"sharpe_like": -0.05191762410275844
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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": -0.020376175548589393,
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"high52w": 0.9941275167785235,
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"low_vol": -0.1804544243167084,
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"amihud_illiq": 0.5542221078698709,
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"short_reversal": 0.0022711159477728504,
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"ma20_dev": 0.022389025495017423,
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"mom_120d": 0.13832853025936598,
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"max_dd": -0.12532637075718012,
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"ann_ret": 0.14007383538702767,
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"sharpe_like": 0.7762283242287794
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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": -0.0966192170818505,
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"high52w": 0.7658890906551193,
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"low_vol": -0.30578837901900024,
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"amihud_illiq": 0.24523683192483642,
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"short_reversal": 0.04260285453752777,
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"ma20_dev": 0.010300160306609296,
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"mom_120d": 0.0016441359152354895,
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"max_dd": -0.3539600502863529,
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"ann_ret": 0.2403046402022555,
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"sharpe_like": 0.7858527553374555
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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": -0.053559222732154965,
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"high52w": 0.9971216118973375,
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"low_vol": -0.21231473668857437,
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"amihud_illiq": 0.26064855183038405,
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"short_reversal": -0.012432657784489765,
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"ma20_dev": 0.040785158108209485,
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"mom_120d": 0.07285725346478444,
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"max_dd": -0.16742288941449046,
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"ann_ret": 0.1894388310553723,
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"sharpe_like": 0.8922547441124791
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}
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]
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} |