全球精选
Last Update: 2021-06-11
雪球实盘:
建立日期: 2021年6月11日
选股
| 名称 | 负债率 | ROE | 利润率 | 收入增长 | 收入增长TTM | 盈利增长 | 盈利增长TTM | FCF增长 | PE | PEm | PEG | CAGR | 最大回撤 | Score | 价格 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Symbol | ||||||||||||||||
| MPWR | Monolithic | 20.02 | 15.00 | 17.18 | 21.99 | 34.48 | 38.62 | 51.03 | 50.72 | 97.08 | 888.26 | 1.90 | 35.86 | -31.02 | 8.18 | 7.00 |
| TROW | T | 13.04 | 29.13 | 35.30 | 8.57 | 5.87 | 16.67 | 17.12 | 1088.12 | 16.51 | 142.72 | 0.96 | 18.80 | -37.96 | 7.87 | 8.00 |
| ERII | Energy Rec | 16.00 | 15.71 | 22.73 | 20.44 | 6.22 | 37.19 | 23.67 | -306.59 | 42.72 | 376.11 | 1.81 | 32.30 | -44.59 | 7.75 | 7.00 |
| FB | Facebook I | 19.47 | 22.18 | 34.71 | 28.52 | 9.81 | 26.68 | 15.76 | 12.46 | 28.31 | 277.26 | 1.80 | 19.80 | -42.96 | 7.62 | 7.00 |
| MNST | Monster Be | 16.80 | 25.61 | 26.87 | 10.94 | 9.47 | 19.93 | 27.24 | 14.54 | 35.43 | 289.51 | 1.30 | 18.57 | -27.60 | 7.57 | 7.00 |
| 002833.SZ | 弘亚数控 | 26.31 | 22.78 | 23.79 | 28.09 | 28.92 | 14.35 | 15.16 | 6.66 | 21.30 | 25.76 | 1.40 | 12.23 | -45.79 | 7.52 | 7.00 |
| 300595.SZ | 欧普康视 | 10.02 | 21.91 | 48.20 | 40.94 | 21.01 | 42.15 | 23.11 | 54.08 | 114.88 | 220.13 | 4.97 | 111.24 | -42.52 | 7.45 | 2.00 |
| CPRT | Copart Inc | 27.95 | 30.93 | 27.77 | 15.27 | 11.97 | 21.96 | 20.88 | 2.37 | 42.37 | 356.19 | 2.03 | 29.59 | -43.75 | 7.16 | 5.00 |
| 300725.SZ | 药石科技 | 21.88 | 16.51 | 23.36 | 55.95 | 11.27 | 44.56 | 22.56 | 413.19 | 117.55 | 207.10 | 5.21 | 55.19 | -39.63 | 6.96 | 1.00 |
| 300529.SZ | 健帆生物 | 11.91 | 25.48 | 40.97 | 39.53 | 10.25 | 45.56 | 11.30 | 68.14 | 75.31 | 135.26 | 6.67 | 59.52 | -55.71 | 6.86 | 0.10 |
| 600585.SS | 海螺水泥 | 16.30 | 22.59 | 21.40 | 35.01 | 6.37 | 35.10 | 2.55 | 36.04 | 7.10 | 8.49 | 2.79 | 13.14 | -27.78 | 6.81 | 5.00 |
| 000858.SZ | 五 粮 液 | 22.95 | 21.48 | 33.75 | 24.06 | 7.13 | 27.68 | 8.11 | 22.79 | 56.73 | 81.03 | 6.99 | 57.25 | -43.75 | 6.59 | 0.10 |
| 603444.SS | 吉比特 | 21.16 | 26.31 | 40.37 | 24.14 | 13.78 | 19.94 | 4.11 | 66.50 | 38.19 | 52.21 | 9.28 | 62.78 | -53.22 | 6.43 | 0.10 |
| 300653.SZ | 正海生物 | 19.72 | 16.38 | 38.07 | 17.52 | 19.53 | 24.83 | 20.77 | -25.18 | 61.49 | 95.06 | 2.96 | 14.18 | -52.67 | 6.34 | 5.00 |
| 300628.SZ | 亿联网络 | 9.97 | 24.39 | 46.38 | 26.19 | 3.39 | 30.91 | 0.66 | 28.68 | 51.88 | 67.87 | 78.49 | 51.65 | -36.17 | 6.30 | 0.10 |
| 300327.SZ | 中颖电子 | 18.54 | 19.01 | 21.27 | 13.98 | 10.35 | 16.35 | 12.19 | 11.01 | 71.97 | 97.85 | 5.90 | 48.69 | -35.85 | 6.30 | 1.00 |
| 2269.HK | 药明生物 | 27.84 | 7.58 | 24.01 | 51.54 | 40.88 | 92.32 | 66.59 | 146.45 | - | 471.08 | - | 57.75 | -50.94 | 6.27 | 0.10 |
| TREX | Trex Compa | 23.62 | 35.61 | 18.96 | 16.06 | 18.18 | 23.45 | 21.34 | -26.07 | 64.72 | 521.97 | 3.03 | 45.46 | -42.36 | 6.17 | 2.00 |
| 603986.SS | 兆易创新 | 8.68 | 15.96 | 19.04 | 31.22 | 17.76 | 32.29 | 15.14 | -297.55 | 65.72 | 118.18 | 4.34 | 41.50 | -54.40 | 6.13 | 2.00 |
| 603160.SS | 汇顶科技 | 18.72 | 25.04 | 26.16 | 26.11 | 1.02 | 55.80 | -2.90 | 18.94 | 37.02 | 42.03 | - | 21.93 | -73.31 | 6.00 | 0.10 |
| 002223.SZ | 鱼跃医疗 | 25.54 | 15.16 | 19.12 | 24.67 | 4.02 | 53.35 | 4.36 | 271.92 | 18.13 | 34.66 | 4.16 | 14.69 | -36.79 | 5.38 | 2.00 |
| VRTX | Vertex Pha | 26.08 | 27.71 | 37.84 | 36.04 | 3.37 | 260.79 | 1.86 | 61.71 | 20.01 | 220.55 | 10.77 | 11.64 | -31.77 | 5.11 | 0.10 |
| 002507.SZ | 涪陵榨菜 | 14.06 | 23.03 | 31.60 | 14.70 | 9.95 | 26.55 | 4.84 | -290.57 | 38.74 | 51.25 | 8.00 | 14.52 | -37.23 | 5.04 | 0.10 |
历史回测
Stat SPY CSI300 ERC7 ERC30 InvVol7 InvVol30 EQ
------------------- ---------- ---------- ---------- ---------- ---------- ---------- ----------
Start 2019-12-19 2019-12-19 2019-12-19 2019-12-19 2019-12-19 2019-12-19 2019-12-19
End 2021-06-10 2021-06-10 2021-06-10 2021-06-10 2021-06-10 2021-06-10 2021-06-10
Risk-free rate 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%
Total Return 33.27% 27.48% 80.90% 83.52% 73.64% 75.93% 94.21%
Daily Sharpe 0.86 0.87 1.94 2.01 1.82 1.89 2.13
Daily Sortino 1.29 1.43 3.06 3.15 2.86 2.94 3.35
CAGR 21.49% 17.88% 49.43% 50.90% 45.34% 46.64% 56.80%
Max Drawdown -33.71% -16.09% -19.33% -20.34% -20.61% -21.89% -21.08%
Calmar Ratio 0.64 1.11 2.56 2.50 2.20 2.13 2.69
MTD 0.85% -0.81% 2.74% 2.60% 2.06% 2.17% 3.04%
3m 9.09% 5.78% 20.73% 20.62% 17.05% 18.74% 22.98%
6m 16.38% 5.57% 20.61% 24.87% 20.86% 21.85% 24.76%
YTD 13.67% 0.04% 18.12% 20.56% 15.85% 17.59% 20.00%
1Y 34.92% 30.92% 42.77% 52.75% 41.16% 47.04% 49.61%
3Y (ann.) 21.49% 17.88% 49.43% 50.90% 45.34% 46.64% 56.80%
5Y (ann.) - - - - - - -
10Y (ann.) - - - - - - -
Since Incep. (ann.) 21.49% 17.88% 49.43% 50.90% 45.34% 46.64% 56.80%
Daily Sharpe 0.86 0.87 1.94 2.01 1.82 1.89 2.13
Daily Sortino 1.29 1.43 3.06 3.15 2.86 2.94 3.35
Daily Mean (ann.) 25.42% 20.55% 46.31% 47.31% 43.31% 44.16% 51.62%
Daily Vol (ann.) 29.49% 23.51% 23.82% 23.58% 23.83% 23.36% 24.22%
Daily Skew -0.64 -0.05 -0.77 -0.85 -0.83 -0.90 -0.82
Daily Kurt 9.52 7.57 4.17 5.13 4.73 5.77 3.99
Best Day 9.06% 9.47% 5.31% 5.94% 5.83% 6.16% 5.46%
Worst Day -10.94% -8.43% -7.98% -8.38% -8.28% -8.56% -8.02%
Monthly Sharpe 0.98 0.99 2.31 2.47 2.09 2.21 2.38
Monthly Sortino 1.66 2.37 5.42 5.43 5.40 5.14 5.73
Monthly Mean (ann.) 21.66% 17.78% 41.69% 42.56% 38.95% 39.76% 46.89%
Monthly Vol (ann.) 22.18% 18.00% 18.01% 17.26% 18.61% 18.00% 19.73%
Monthly Skew -0.71 0.51 -0.56 -0.85 -0.17 -0.52 -0.56
Monthly Kurt 0.85 0.32 0.29 0.92 -0.33 0.04 0.05
Best Month 12.70% 13.69% 12.50% 11.13% 12.54% 10.78% 12.06%
Worst Month -12.48% -6.71% -8.16% -8.68% -7.63% -8.40% -8.80%
Yearly Sharpe 6.12 0.71 1.44 1.63 1.37 1.48 1.38
Yearly Sortino inf inf inf inf inf inf inf
Yearly Mean 15.46% 13.73% 35.63% 36.39% 32.87% 33.60% 40.92%
Yearly Vol 2.53% 19.37% 24.77% 22.39% 24.06% 22.65% 29.58%
Yearly Skew - - - - - - -
Yearly Kurt - - - - - - -
Best Year 17.24% 27.43% 53.15% 52.23% 49.88% 49.61% 61.84%
Worst Year 13.67% 0.04% 18.12% 20.56% 15.85% 17.59% 20.00%
Avg. Drawdown -2.02% -4.53% -2.69% -2.62% -2.95% -2.80% -2.67%
Avg. Drawdown Days 11.03 34.50 12.06 11.74 15.44 13.03 11.66
Avg. Up Month 4.84% 5.08% 5.52% 5.56% 5.28% 4.93% 6.17%
Avg. Down Month -6.09% -3.02% -3.69% -3.51% -3.86% -4.75% -4.03%
Win Year % 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00%
Win 12m % 100.00% 100.00% 100.00% 100.00% 100.00% 100.00% 100.00%
当前仓位
| 名称 | 负债率 | ROE | 利润率 | 收入增长 | 收入增长TTM | 盈利增长 | 盈利增长TTM | FCF增长 | PE | PEm | PEG | CAGR | 最大回撤 | Score | 价格 | EQ | ERC7 | ERC30 | VOL7 | VOL30 | W | D | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 600585.SS | 海螺水泥 | 16.30 | 22.59 | 21.40 | 35.01 | 6.37 | 35.10 | 2.55 | 36.04 | 7.10 | 8.49 | 2.79 | 13.14 | -27.78 | 6.81 | 5.00 | 4.26 | 5.65 | 6.98 | 12.55 | 10.09 | 7.79 | U |
| VRTX | Vertex Pha | 26.08 | 27.71 | 37.84 | 36.04 | 3.37 | 260.79 | 1.86 | 61.71 | 20.01 | 220.55 | 10.77 | 11.64 | -31.77 | 5.11 | 0.10 | 4.43 | 6.51 | 6.72 | 8.53 | 10.70 | 7.61 | D |
| TROW | T | 13.04 | 29.13 | 35.30 | 8.57 | 5.87 | 16.67 | 17.12 | 1088.12 | 16.51 | 142.72 | 0.96 | 18.80 | -37.96 | 7.87 | 8.00 | 4.29 | 5.51 | 6.81 | 8.02 | 6.72 | 6.27 | U |
| TREX | Trex Compa | 23.62 | 35.61 | 18.96 | 16.06 | 18.18 | 23.45 | 21.34 | -26.07 | 64.72 | 521.97 | 3.03 | 45.46 | -42.36 | 6.17 | 2.00 | 4.40 | 7.71 | 6.79 | 9.23 | 4.32 | 5.91 | U |
| MNST | Monster Be | 16.80 | 25.61 | 26.87 | 10.94 | 9.47 | 19.93 | 27.24 | 14.54 | 35.43 | 289.51 | 1.30 | 18.57 | -27.60 | 7.57 | 7.00 | 4.29 | 8.20 | 4.94 | 7.95 | 5.98 | 5.75 | U |
| CPRT | Copart Inc | 27.95 | 30.93 | 27.77 | 15.27 | 11.97 | 21.96 | 20.88 | 2.37 | 42.37 | 356.19 | 2.03 | 29.59 | -43.75 | 7.16 | 5.00 | 4.22 | 6.82 | 6.03 | 4.11 | 5.42 | 5.37 | D |
| FB | Facebook I | 19.47 | 22.18 | 34.71 | 28.52 | 9.81 | 26.68 | 15.76 | 12.46 | 28.31 | 277.26 | 1.80 | 19.80 | -42.96 | 7.62 | 7.00 | 4.33 | 3.90 | 3.68 | 5.28 | 5.22 | 4.45 | U |
| 300595.SZ | 欧普康视 | 10.02 | 21.91 | 48.20 | 40.94 | 21.01 | 42.15 | 23.11 | 54.08 | 114.88 | 220.13 | 4.97 | 111.24 | -42.52 | 7.45 | 2.00 | 4.55 | 4.02 | 4.88 | 3.00 | 4.29 | 4.37 | D |
| 000858.SZ | 五 粮 液 | 22.95 | 21.48 | 33.75 | 24.06 | 7.13 | 27.68 | 8.11 | 22.79 | 56.73 | 81.03 | 6.99 | 57.25 | -43.75 | 6.59 | 0.10 | 4.10 | 5.49 | 3.34 | 9.46 | 3.46 | 4.36 | U |
| 002223.SZ | 鱼跃医疗 | 25.54 | 15.16 | 19.12 | 24.67 | 4.02 | 53.35 | 4.36 | 271.92 | 18.13 | 34.66 | 4.16 | 14.69 | -36.79 | 5.38 | 2.00 | 4.62 | 3.69 | 4.70 | 2.54 | 4.55 | 4.32 | D |
| MPWR | Monolithic | 20.02 | 15.00 | 17.18 | 21.99 | 34.48 | 38.62 | 51.03 | 50.72 | 97.08 | 888.26 | 1.90 | 35.86 | -31.02 | 8.18 | 7.00 | 4.30 | 6.26 | 3.82 | 4.96 | 3.24 | 4.10 | U |
| 603444.SS | 吉比特 | 21.16 | 26.31 | 40.37 | 24.14 | 13.78 | 19.94 | 4.11 | 66.50 | 38.19 | 52.21 | 9.28 | 62.78 | -53.22 | 6.43 | 0.10 | 4.86 | 4.31 | 4.31 | 1.36 | 3.45 | 3.87 | D |
| 300725.SZ | 药石科技 | 21.88 | 16.51 | 23.36 | 55.95 | 11.27 | 44.56 | 22.56 | 413.19 | 117.55 | 207.10 | 5.21 | 55.19 | -39.63 | 6.96 | 1.00 | 4.43 | 3.40 | 3.79 | 2.25 | 3.72 | 3.70 | D |
| 300628.SZ | 亿联网络 | 9.97 | 24.39 | 46.38 | 26.19 | 3.39 | 30.91 | 0.66 | 28.68 | 51.88 | 67.87 | 78.49 | 51.65 | -36.17 | 6.30 | 0.10 | 4.59 | 3.38 | 3.73 | 2.44 | 3.24 | 3.59 | D |
| 002833.SZ | 弘亚数控 | 26.31 | 22.78 | 23.79 | 28.09 | 28.92 | 14.35 | 15.16 | 6.66 | 21.30 | 25.76 | 1.40 | 12.23 | -45.79 | 7.52 | 7.00 | 3.94 | 4.45 | 3.65 | 1.71 | 3.21 | 3.46 | D |
| ERII | Energy Rec | 16.00 | 15.71 | 22.73 | 20.44 | 6.22 | 37.19 | 23.67 | -306.59 | 42.72 | 376.11 | 1.81 | 32.30 | -44.59 | 7.75 | 7.00 | 4.58 | 3.88 | 3.19 | 3.15 | 2.47 | 3.32 | U |
| 300529.SZ | 健帆生物 | 11.91 | 25.48 | 40.97 | 39.53 | 10.25 | 45.56 | 11.30 | 68.14 | 75.31 | 135.26 | 6.67 | 59.52 | -55.71 | 6.86 | 0.10 | 4.39 | 2.60 | 3.82 | 1.36 | 2.96 | 3.31 | D |
| 002507.SZ | 涪陵榨菜 | 14.06 | 23.03 | 31.60 | 14.70 | 9.95 | 26.55 | 4.84 | -290.57 | 38.74 | 51.25 | 8.00 | 14.52 | -37.23 | 5.04 | 0.10 | 4.08 | 3.26 | 2.91 | 2.84 | 3.35 | 3.31 | D |
| 603986.SS | 兆易创新 | 8.68 | 15.96 | 19.04 | 31.22 | 17.76 | 32.29 | 15.14 | -297.55 | 65.72 | 118.18 | 4.34 | 41.50 | -54.40 | 6.13 | 2.00 | 4.45 | 3.30 | 2.53 | 3.45 | 3.02 | 3.23 | U |
| 603160.SS | 汇顶科技 | 18.72 | 25.04 | 26.16 | 26.11 | 1.02 | 55.80 | -2.90 | 18.94 | 37.02 | 42.03 | - | 21.93 | -73.31 | 6.00 | 0.10 | 4.17 | 1.75 | 3.59 | 1.57 | 3.13 | 3.18 | D |
| 2269.HK | 药明生物 | 27.84 | 7.58 | 24.01 | 51.54 | 40.88 | 92.32 | 66.59 | 146.45 | - | 471.08 | - | 57.75 | -50.94 | 6.27 | 0.10 | 4.26 | 1.89 | 3.60 | 1.31 | 2.89 | 3.12 | D |
| 300327.SZ | 中颖电子 | 18.54 | 19.01 | 21.27 | 13.98 | 10.35 | 16.35 | 12.19 | 11.01 | 71.97 | 97.85 | 5.90 | 48.69 | -35.85 | 6.30 | 1.00 | 4.49 | 2.13 | 3.48 | 1.26 | 2.61 | 3.06 | D |
| 300653.SZ | 正海生物 | 19.72 | 16.38 | 38.07 | 17.52 | 19.53 | 24.83 | 20.77 | -25.18 | 61.49 | 95.06 | 2.96 | 14.18 | -52.67 | 6.34 | 5.00 | 3.88 | 1.78 | 2.61 | 1.53 | 1.87 | 2.45 | D |
