红利价值池 · 因子快照
DIVIDEND FACTORS
| 名称 | 代码 | 股息率TTM高股息 | 动量1月趋势 | 动量3月趋势 | 波动率60日风险 | 日均成交额流动性 |
|---|
| 南山铝业 | 600219.SH | 8.67% | 0.80% | 6.82% | 49.37% | 8.82亿 |
| 格力电器 | 000651.SZ | 7.72% | 1.60% | 10.06% | 18.09% | 16.75亿 |
| 海澜之家 | 600398.SH | 6.83% | -1.15% | 3.63% | 20.37% | 1.75亿 |
| 浙能电力 | 600023.SH | 6.61% | 0.60% | -14.85% | 28.95% | 1.74亿 |
| 中国平安 | 601318.SH | 6.52% | 7.26% | 6.47% | 32.87% | 41.71亿 |
| 中国石油 | 601857.SH | 6.43% | 6.57% | 17.11% | 32.24% | 12.94亿 |
| 华能国际 | 600011.SH | 5.73% | 0.43% | -6.68% | 29.35% | 4.36亿 |
| 南钢股份 | 600282.SH | 5.33% | 2.78% | -1.03% | 27.02% | 1.75亿 |
| 伊利股份 | 600887.SH | 5.22% | 2.01% | 6.57% | 21.07% | 16.06亿 |
| 云南白药 | 000538.SZ | 5.16% | -0.28% | 2.02% | 17.75% | 3.67亿 |
| 宝钢股份 | 600019.SH | 5.09% | 2.61% | 3.88% | 21.90% | 5.68亿 |
| 美的集团 | 000333.SZ | 5.02% | 1.62% | 14.04% | 21.52% | 17.77亿 |
| 招商银行 | 600036.SH | 4.90% | 6.33% | 9.54% | 21.22% | 28.26亿 |
| 海螺水泥 | 600585.SH | 4.76% | 0.90% | 1.36% | 24.15% | 3.95亿 |
| 大秦铁路 | 601006.SH | 4.60% | 1.47% | -1.60% | 19.45% | 4.94亿 |
| 新华保险 | 601336.SH | 4.56% | 1.82% | -0.03% | 43.60% | 11.68亿 |
| 国电电力 | 600795.SH | 4.55% | 5.16% | 9.98% | 21.84% | 6.39亿 |
| 交通银行 | 601328.SH | 4.44% | 5.79% | 7.79% | 23.47% | 11.28亿 |
| 华菱钢铁 | 000932.SZ | 4.37% | -1.08% | 1.67% | 28.08% | 2.85亿 |
| 唐山港 | 601000.SH | 4.37% | -0.22% | 7.26% | 24.00% | 1.86亿 |
| 中信银行 | 601998.SH | 4.28% | 17.24% | 18.17% | 24.86% | 5.48亿 |
| 中国神华 | 601088.SH | 4.27% | 6.76% | 13.40% | 26.76% | 12.67亿 |
| 山东高速 | 600350.SH | 4.23% | -8.56% | -6.58% | 47.60% | 1.42亿 |
| 皖通高速 | 600012.SH | 4.12% | -2.97% | 5.05% | 37.62% | 0.94亿 |
| 邮储银行 | 601658.SH | 4.04% | 9.74% | 9.41% | 23.41% | 9.97亿 |
| 贵州茅台 | 600519.SH | 4.03% | -3.89% | 5.14% | 25.41% | 39.61亿 |
| 宁沪高速 | 600377.SH | 3.91% | 3.72% | 8.48% | 20.07% | 1.17亿 |
| 招商公路 | 001965.SZ | 3.89% | 2.46% | 3.15% | 25.05% | 1.50亿 |
| 工商银行 | 601398.SH | 3.88% | 6.38% | 7.82% | 23.53% | 24.93亿 |
| 农业银行 | 601288.SH | 3.66% | 5.75% | 3.03% | 27.24% | 24.26亿 |
| 青岛港 | 601298.SH | 3.64% | 8.22% | 14.89% | 19.23% | 0.77亿 |
| 建设银行 | 601939.SH | 3.60% | 5.37% | 8.26% | 25.87% | 11.93亿 |
| 长江电力 | 600900.SH | 3.58% | -0.25% | 5.87% | 18.88% | 24.90亿 |
| 陕西煤业 | 601225.SH | 3.58% | 5.04% | 12.68% | 37.46% | 9.85亿 |
| 中国石化 | 600028.SH | 3.56% | 11.29% | 15.69% | 27.79% | 12.68亿 |
| 上港集团 | 600018.SH | 3.55% | 7.42% | 14.46% | 19.84% | 2.95亿 |
| 中国银行 | 601988.SH | 3.52% | 10.29% | 8.56% | 28.70% | 16.35亿 |
| 中国太保 | 601601.SH | 3.43% | 9.94% | 6.89% | 39.28% | 14.11亿 |
| 双汇发展 | 000895.SZ | 3.36% | -3.21% | 1.27% | 24.41% | 2.65亿 |
| 中国海油 | 600938.SH | 3.34% | 4.47% | 11.46% | 38.08% | 13.82亿 |
| 福能股份 | 600483.SH | 3.23% | 4.39% | -3.25% | 34.78% | 1.42亿 |
| 川投能源 | 600674.SH | 3.17% | 4.78% | 7.57% | 22.41% | 3.86亿 |
| 晋控煤业 | 601001.SH | 3.11% | 0.80% | -7.58% | 57.99% | 3.93亿 |
| 桂冠电力 | 600236.SH | 2.98% | -7.10% | 2.51% | 55.21% | 1.39亿 |
深度价值池 · 因子快照
DEEP_VALUE FACTORS
| 名称 | 代码 | 股息率TTM高股息 | 动量1月趋势 | 动量3月趋势 | 波动率60日风险 | 日均成交额流动性 |
|---|
| 民生银行 | 600016.SH | 8.43% | 4.30% | 2.91% | 20.41% | 8.06亿 |
| 华夏银行 | 600015.SH | 6.61% | -5.08% | -2.91% | 23.71% | 6.61亿 |
| 华域汽车 | 600741.SH | 6.42% | -1.52% | 0.58% | 22.32% | 1.99亿 |
| 中国建筑 | 601668.SH | 6.19% | -2.44% | -1.09% | 19.21% | 9.26亿 |
| 兴业银行 | 601166.SH | 5.86% | 0.50% | 0.66% | 22.67% | 18.71亿 |
| 上海银行 | 601229.SH | 5.39% | 3.99% | 6.17% | 21.18% | 6.44亿 |
| 贵阳银行 | 601997.SH | 5.30% | 0.71% | -0.18% | 22.60% | 3.12亿 |
| 金能科技 | 603113.SH | 5.08% | 17.51% | 14.85% | 56.24% | 1.94亿 |
| 北京银行 | 601169.SH | 5.01% | 10.78% | 13.22% | 20.89% | 9.60亿 |
| 中国铁建 | 601186.SH | 4.89% | 0.16% | 1.66% | 17.49% | 1.73亿 |
| 沪农商行 | 601825.SH | 4.84% | 8.19% | 8.77% | 26.05% | 2.32亿 |
| 新钢股份 | 600782.SH | 4.77% | 2.17% | 6.79% | 27.74% | 1.07亿 |
| 渝农商行 | 601077.SH | 4.72% | 4.13% | 1.95% | 27.62% | 3.95亿 |
| 浦发银行 | 600000.SH | 4.53% | 1.09% | 2.54% | 24.08% | 6.47亿 |
| 浙商银行 | 601916.SH | 4.43% | 1.72% | 1.06% | 24.32% | 4.18亿 |
| 南京银行 | 601009.SH | 4.37% | 7.93% | 8.41% | 21.45% | 6.74亿 |
| 现代投资 | 000900.SZ | 4.30% | 0.54% | 1.92% | 17.86% | 0.42亿 |
| 长沙银行 | 601577.SH | 4.27% | 9.58% | 8.75% | 22.45% | 1.95亿 |
| 楚天高速 | 600035.SH | 4.26% | 8.99% | 4.16% | 20.07% | 0.63亿 |
| 中国中铁 | 601390.SH | 3.78% | -0.22% | -0.98% | 23.93% | 3.64亿 |
| 厦门银行 | 601187.SH | 3.44% | -0.95% | -6.68% | 35.06% | 1.52亿 |
| 中国交建 | 601800.SH | 3.25% | -0.33% | -1.18% | 22.16% | 1.45亿 |
| 中原高速 | 600020.SH | 3.05% | 4.23% | 4.79% | 19.49% | 0.58亿 |
| 日照港 | 600017.SH | 2.48% | 8.96% | 9.77% | 23.24% | 1.11亿 |
| 上汽集团 | 600104.SH | 2.44% | 4.92% | 4.78% | 23.36% | 3.71亿 |
| 天津港 | 600717.SH | 2.31% | 4.01% | 0.96% | 25.09% | 0.83亿 |
| 河钢股份 | 000709.SZ | 1.87% | 0.00% | 3.38% | 25.05% | 1.63亿 |
| 常熟银行 | 601128.SH | 1.87% | 5.24% | 0.63% | 19.76% | 3.36亿 |
| 上海建工 | 600170.SH | 1.52% | -1.29% | -3.56% | 21.23% | 2.61亿 |
| 首钢股份 | 000959.SZ | 1.06% | 3.30% | 12.24% | 41.03% | 1.09亿 |
| 珠海港 | 000507.SZ | 1.05% | 2.58% | 6.04% | 23.78% | 0.45亿 |
| 保利发展 | 600048.SH | 0.67% | -4.04% | 4.29% | 34.11% | 9.54亿 |
| 开滦股份 | 600997.SH | 0.35% | 4.18% | 11.48% | 33.32% | 0.76亿 |
| 三钢闽光 | 002110.SZ | 0.32% | 0.00% | 2.32% | 28.76% | 0.69亿 |
| 太钢不锈 | 000825.SZ | 0.25% | 2.57% | -6.99% | 26.21% | 1.15亿 |
| 万科A | 000002.SZ | 0.00% | -3.90% | 4.23% | 32.70% | 4.52亿 |
| 鞍钢股份 | 000898.SZ | 0.00% | 4.98% | 5.50% | 25.52% | 0.77亿 |
| 中泰化学 | 002092.SZ | 0.00% | 8.21% | 13.86% | 37.64% | 2.73亿 |
| 山东钢铁 | 600022.SH | 0.00% | 0.74% | 3.03% | 21.73% | 1.04亿 |
| 重庆钢铁 | 601005.SH | 0.00% | 3.28% | 1.61% | 19.51% | 0.73亿 |
| 广汽集团 | 601238.SH | 0.00% | -2.26% | -11.75% | 37.46% | 1.69亿 |
| 中国中冶 | 601618.SH | 0.00% | 0.77% | -1.50% | 23.82% | 2.07亿 |