attribution_report

策略收益归因分析: roe

生成时间: 2026-05-27 12:02

• 涉及股票数: 150 只
• 总收益: -458665.29

收益贡献排名

排名	股票	总收益贡献	贡献占比
1	600593.SH	16749.77	-3.7%
2	600666.SH	14900.92	-3.2%
3	002247.SZ	14447.77	-3.1%
4	002121.SZ	12795.75	-2.8%
5	002248.SZ	12041.56	-2.6%
6	600961.SH	9120.30	-2.0%
7	603322.SH	8768.69	-1.9%
8	600331.SH	6267.21	-1.4%
9	002668.SZ	5675.19	-1.2%
10	603665.SH	5624.75	-1.2%
11	603215.SH	5206.26	-1.1%
12	000933.SZ	5191.32	-1.1%
13	600609.SH	5094.70	-1.1%
14	000688.SZ	4960.12	-1.1%
15	600281.SH	4613.12	-1.0%
16	600211.SH	4184.75	-0.9%
17	002778.SZ	4013.79	-0.9%
18	601933.SH	4010.41	-0.9%
19	603129.SH	3905.69	-0.9%
20	001203.SZ	3890.80	-0.8%
21	603929.SH	3787.26	-0.8%
22	000509.SZ	2921.55	-0.6%
23	002607.SZ	2512.23	-0.5%
24	000663.SZ	2310.12	-0.5%
25	600660.SH	2186.30	-0.5%
26	000014.SZ	2131.91	-0.5%
27	601127.SH	1942.65	-0.4%
28	002847.SZ	1763.88	-0.4%
29	603444.SH	1679.26	-0.4%
30	002517.SZ	1679.25	-0.4%
31	603598.SH	1599.41	-0.3%
32	001323.SZ	1471.81	-0.3%
33	603259.SH	1354.71	-0.3%
34	000981.SZ	1292.22	-0.3%
35	002259.SZ	1283.17	-0.3%
36	601899.SH	1059.55	-0.2%
37	002172.SZ	1037.94	-0.2%
38	603201.SH	961.96	-0.2%
39	002395.SZ	944.28	-0.2%
40	002789.SZ	939.42	-0.2%
41	002458.SZ	915.60	-0.2%
42	002215.SZ	913.97	-0.2%
43	605117.SH	893.61	-0.2%
44	002973.SZ	831.67	-0.2%
45	600872.SH	820.99	-0.2%
46	600096.SH	754.83	-0.2%
47	001337.SZ	623.70	-0.1%
48	603737.SH	564.81	-0.1%
49	600546.SH	511.81	-0.1%
50	603025.SH	452.94	-0.1%
51	603605.SH	438.64	-0.1%
52	002714.SZ	389.28	-0.1%
53	002076.SZ	151.89	-0.0%
54	601919.SH	143.49	-0.0%
55	689009.SH	69.21	-0.0%
56	605333.SH	62.35	-0.0%
57	002047.SZ	0.00	-0.0%
58	000068.SZ	-11.51	0.0%
59	600778.SH	-15.62	0.0%
60	600285.SH	-61.02	0.0%
61	601882.SH	-86.81	0.0%
62	000915.SZ	-125.64	0.0%
63	000890.SZ	-126.99	0.0%
64	600436.SH	-164.20	0.0%
65	603198.SH	-283.33	0.1%
66	002027.SZ	-475.32	0.1%
67	603699.SH	-668.23	0.1%
68	603268.SH	-682.85	0.1%
69	002032.SZ	-720.13	0.2%
70	000151.SZ	-836.02	0.2%
71	600141.SH	-854.73	0.2%
72	603360.SH	-868.16	0.2%
73	600188.SH	-975.57	0.2%
74	002535.SZ	-1001.92	0.2%
75	603369.SH	-1169.25	0.3%
76	002460.SZ	-1560.18	0.3%
77	601702.SH	-1667.63	0.4%
78	002471.SZ	-1686.12	0.4%
79	000953.SZ	-1710.03	0.4%
80	600039.SH	-1818.17	0.4%
81	600873.SH	-1820.74	0.4%
82	002164.SZ	-1834.58	0.4%
83	600111.SH	-1884.27	0.4%
84	000798.SZ	-1935.17	0.4%
85	600841.SH	-2033.25	0.4%
86	002379.SZ	-2226.31	0.5%
87	600329.SH	-2363.68	0.5%
88	600857.SH	-2384.10	0.5%
89	003041.SZ	-2397.36	0.5%
90	605499.SH	-2446.71	0.5%
91	000523.SZ	-2465.31	0.5%
92	600803.SH	-2633.38	0.6%
93	600066.SH	-2935.40	0.6%
94	603408.SH	-2994.58	0.7%
95	600671.SH	-3080.59	0.7%
96	600610.SH	-3284.04	0.7%
97	600726.SH	-3581.40	0.8%
98	002564.SZ	-3973.38	0.9%
99	603868.SH	-4086.66	0.9%
100	600719.SH	-4106.85	0.9%
101	600779.SH	-4253.77	0.9%
102	002304.SZ	-4257.43	0.9%
103	002052.SZ	-4376.27	1.0%
104	600396.SH	-4445.43	1.0%
105	600519.SH	-4448.44	1.0%
106	600088.SH	-4967.38	1.1%
107	002305.SZ	-5381.69	1.2%
108	000408.SZ	-5540.62	1.2%
109	000568.SZ	-5640.80	1.2%
110	601336.SH	-5861.95	1.3%
111	002269.SZ	-5950.16	1.3%
112	601628.SH	-6015.45	1.3%
113	603519.SH	-6250.09	1.4%
114	002612.SZ	-6370.73	1.4%
115	600149.SH	-6645.31	1.4%
116	601519.SH	-6757.96	1.5%
117	002069.SZ	-7430.78	1.6%
118	002420.SZ	-7453.63	1.6%
119	002629.SZ	-7586.84	1.7%
120	002756.SZ	-7622.55	1.7%
121	600438.SH	-8143.20	1.8%
122	002893.SZ	-8248.45	1.8%
123	000792.SZ	-8450.49	1.8%
124	000972.SZ	-9073.51	2.0%
125	002466.SZ	-9702.84	2.1%
126	002030.SZ	-9704.71	2.1%
127	605098.SH	-10297.12	2.2%
128	600661.SH	-10343.08	2.3%
129	000422.SZ	-10611.42	2.3%
130	002932.SZ	-10879.03	2.4%
131	000526.SZ	-11262.42	2.5%
132	603103.SH	-11268.91	2.5%
133	000707.SZ	-11280.62	2.5%
134	002188.SZ	-12003.59	2.6%
135	002432.SZ	-12204.33	2.7%
136	000911.SZ	-13110.87	2.9%
137	600389.SH	-13184.98	2.9%
138	002240.SZ	-13306.13	2.9%
139	600728.SH	-14282.74	3.1%
140	000048.SZ	-16041.81	3.5%
141	002553.SZ	-16637.37	3.6%
142	002694.SZ	-18270.02	4.0%
143	603688.SH	-18407.82	4.0%
144	002865.SZ	-19270.95	4.2%
145	002176.SZ	-19452.91	4.2%
146	002905.SZ	-19731.72	4.3%
147	002192.SZ	-19969.15	4.4%
148	600809.SH	-27594.48	6.0%
149	600221.SH	-36745.83	8.0%
150	600132.SH	-44750.89	9.8%

收益集中度: Top3 贡献 -10.1%, Top5 贡献 -15.5%

高贡献者 vs 低贡献者 多维对比

维度	高贡献者	低贡献者	差额	方向
入选前1月涨幅(%)	2.25	-1.52	+3.77	⬆️ 贡献者更高
PE_TTM	105.26	34.21	+71.05	⬆️ 贡献者更高
净利润增速(%)	365.43	3999.85	-3634.42	⬇️ 贡献者更低
流通市值(万元)	519661.28	5358839.7	-4839178.42	⬇️ 贡献者更低
总市值(万元)	592314.45	5559498.43	-4967183.98	⬇️ 贡献者更低
营收增速(%)	18.93	119.11	-100.17	⬇️ 贡献者更低
成交额(万元)	135743.82	736554.78	-600810.97	⬇️ 贡献者更低
ROIC(%)	15.21	33.52	-18.31	⬇️ 贡献者更低
ROE(%)	27.82	56.1	-28.29	⬇️ 贡献者更低
换手率(%)	2.51	4.57	-2.06	⬇️ 贡献者更低
入选前6月涨幅(%)	11.03	17.49	-6.46	⬇️ 贡献者更低
毛利率(%)	26.0	40.19	-14.19	⬇️ 贡献者更低
净利率(%)	25.54	34.21	-8.67	⬇️ 贡献者更低
PB	13.51	16.76	-3.25	⬇️ 贡献者更低
入选前3月涨幅(%)	4.44	4.01	+0.43	⬆️ 贡献者更高
年化波动率(%)	46.57	48.94	-2.37	⬇️ 贡献者更低

关键洞察

• 收益集中度: Top10 贡献了 -23.2% 的总收益
• 高贡献者行业: 旅游景点(1只), 元器件(1只), 其他建材(1只)
• 关键差异: 入选前1月涨幅(%) — 2.25 vs -1.52 (⬆️ 贡献者更高)
• 关键差异: PE_TTM — 105.26 vs 34.21 (⬆️ 贡献者更高)
• 关键差异: 净利润增速(%) — 365.43 vs 3999.85 (⬇️ 贡献者更低) → 查看回测报告

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