策略收益归因分析: total_mv
生成时间: 2026-05-27 08:56
- 涉及股票数: 112 只
- 总收益: 541123.38
收益贡献排名
| 排名 | 股票 | 总收益贡献 | 贡献占比 |
|---|---|---|---|
| 1 | 000608.SZ | 94290.39 | 17.4% |
| 2 | 002058.SZ | 38126.34 | 7.0% |
| 3 | 603955.SH | 32877.32 | 6.1% |
| 4 | 002629.SZ | 31328.62 | 5.8% |
| 5 | 600193.SH | 27780.72 | 5.1% |
| 6 | 603580.SH | 27535.12 | 5.1% |
| 7 | 603709.SH | 27120.61 | 5.0% |
| 8 | 001211.SZ | 26869.33 | 5.0% |
| 9 | 000890.SZ | 23786.10 | 4.4% |
| 10 | 002719.SZ | 22575.24 | 4.2% |
| 11 | 600234.SH | 21499.35 | 4.0% |
| 12 | 603536.SH | 21000.40 | 3.9% |
| 13 | 600355.SH | 20994.28 | 3.9% |
| 14 | 603729.SH | 20634.86 | 3.8% |
| 15 | 002713.SZ | 20581.33 | 3.8% |
| 16 | 002789.SZ | 19282.96 | 3.6% |
| 17 | 603389.SH | 19149.41 | 3.5% |
| 18 | 600243.SH | 18400.84 | 3.4% |
| 19 | 603226.SH | 16324.08 | 3.0% |
| 20 | 600493.SH | 15990.69 | 3.0% |
| 21 | 000679.SZ | 15248.80 | 2.8% |
| 22 | 603880.SH | 14844.23 | 2.7% |
| 23 | 002207.SZ | 14426.95 | 2.7% |
| 24 | 605303.SH | 14049.17 | 2.6% |
| 25 | 002778.SZ | 13245.02 | 2.4% |
| 26 | 000953.SZ | 12993.44 | 2.4% |
| 27 | 000692.SZ | 12979.49 | 2.4% |
| 28 | 603021.SH | 11673.44 | 2.2% |
| 29 | 603616.SH | 11349.58 | 2.1% |
| 30 | 603813.SH | 11256.67 | 2.1% |
| 31 | 002188.SZ | 10302.03 | 1.9% |
| 32 | 002856.SZ | 10200.08 | 1.9% |
| 33 | 603286.SH | 10010.22 | 1.8% |
| 34 | 000632.SZ | 9653.47 | 1.8% |
| 35 | 600561.SH | 8895.08 | 1.6% |
| 36 | 002591.SZ | 8636.50 | 1.6% |
| 37 | 600753.SH | 7761.74 | 1.4% |
| 38 | 603860.SH | 7582.47 | 1.4% |
| 39 | 002211.SZ | 6846.05 | 1.3% |
| 40 | 002316.SZ | 6813.76 | 1.3% |
| 41 | 603269.SH | 6490.65 | 1.2% |
| 42 | 600615.SH | 6377.39 | 1.2% |
| 43 | 603716.SH | 5684.46 | 1.1% |
| 44 | 002899.SZ | 5572.49 | 1.0% |
| 45 | 002360.SZ | 4992.23 | 0.9% |
| 46 | 603356.SH | 4968.61 | 0.9% |
| 47 | 600671.SH | 4872.93 | 0.9% |
| 48 | 000929.SZ | 3634.28 | 0.7% |
| 49 | 603272.SH | 3370.61 | 0.6% |
| 50 | 600149.SH | 3137.04 | 0.6% |
| 51 | 605178.SH | 3027.76 | 0.6% |
| 52 | 002634.SZ | 2778.00 | 0.5% |
| 53 | 001336.SZ | 2487.04 | 0.5% |
| 54 | 603779.SH | 2296.33 | 0.4% |
| 55 | 600421.SH | 2208.36 | 0.4% |
| 56 | 001259.SZ | 1930.17 | 0.4% |
| 57 | 603725.SH | 1713.44 | 0.3% |
| 58 | 600448.SH | 1643.15 | 0.3% |
| 59 | 603958.SH | 1627.40 | 0.3% |
| 60 | 002072.SZ | 1439.15 | 0.3% |
| 61 | 600107.SH | 1197.25 | 0.2% |
| 62 | 002622.SZ | 1004.58 | 0.2% |
| 63 | 002743.SZ | 854.86 | 0.2% |
| 64 | 000609.SZ | 590.79 | 0.1% |
| 65 | 600303.SH | 539.26 | 0.1% |
| 66 | 002652.SZ | 329.64 | 0.1% |
| 67 | 000856.SZ | 209.75 | 0.0% |
| 68 | 603042.SH | 111.31 | 0.0% |
| 69 | 603261.SH | 0.00 | 0.0% |
| 70 | 002227.SZ | 0.00 | 0.0% |
| 71 | 002828.SZ | 0.00 | 0.0% |
| 72 | 000838.SZ | 0.00 | 0.0% |
| 73 | 002715.SZ | -18.45 | -0.0% |
| 74 | 002494.SZ | -146.79 | -0.0% |
| 75 | 002910.SZ | -187.68 | -0.0% |
| 76 | 000638.SZ | -262.18 | -0.0% |
| 77 | 603214.SH | -415.54 | -0.1% |
| 78 | 603879.SH | -857.03 | -0.2% |
| 79 | 002524.SZ | -1223.32 | -0.2% |
| 80 | 603908.SH | -1292.62 | -0.2% |
| 81 | 000663.SZ | -1298.35 | -0.2% |
| 82 | 002883.SZ | -1377.05 | -0.3% |
| 83 | 605567.SH | -1453.08 | -0.3% |
| 84 | 603022.SH | -1542.84 | -0.3% |
| 85 | 603717.SH | -1676.53 | -0.3% |
| 86 | 002620.SZ | -1779.48 | -0.3% |
| 87 | 002898.SZ | -1808.33 | -0.3% |
| 88 | 600778.SH | -2403.63 | -0.4% |
| 89 | 002199.SZ | -2975.63 | -0.5% |
| 90 | 600883.SH | -3232.25 | -0.6% |
| 91 | 002633.SZ | -3463.32 | -0.6% |
| 92 | 600768.SH | -3550.80 | -0.7% |
| 93 | 000702.SZ | -3627.00 | -0.7% |
| 94 | 002193.SZ | -4648.64 | -0.9% |
| 95 | 605081.SH | -4751.44 | -0.9% |
| 96 | 600697.SH | -4842.93 | -0.9% |
| 97 | 600543.SH | -4875.00 | -0.9% |
| 98 | 600476.SH | -5411.48 | -1.0% |
| 99 | 600539.SH | -5493.23 | -1.0% |
| 100 | 002921.SZ | -5865.73 | -1.1% |
| 101 | 002247.SZ | -6443.57 | -1.2% |
| 102 | 603030.SH | -6884.95 | -1.3% |
| 103 | 000004.SZ | -7582.33 | -1.4% |
| 104 | 603316.SH | -10183.69 | -1.9% |
| 105 | 002816.SZ | -11442.10 | -2.1% |
| 106 | 002848.SZ | -11786.61 | -2.2% |
| 107 | 600847.SH | -17775.48 | -3.3% |
| 108 | 600455.SH | -20955.82 | -3.9% |
| 109 | 600137.SH | -21910.94 | -4.0% |
| 110 | 603139.SH | -25930.77 | -4.8% |
| 111 | 000691.SZ | -42228.19 | -7.8% |
| 112 | 000668.SZ | -45276.95 | -8.4% |
收益集中度: Top3 贡献 30.5%, Top5 贡献 41.5%
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 |
|---|---|---|---|---|
| ROE(%) | -13.09 | -0.23 | -12.86 | ⬇️ 贡献者更低 |
| ROIC(%) | -4.01 | -1.19 | -2.82 | ⬇️ 贡献者更低 |
| 入选前3月涨幅(%) | -16.08 | -6.18 | -9.90 | ⬇️ 贡献者更低 |
| 入选前6月涨幅(%) | -12.94 | -5.78 | -7.16 | ⬇️ 贡献者更低 |
| 入选前1月涨幅(%) | -10.75 | -4.87 | -5.88 | ⬇️ 贡献者更低 |
| PE_TTM | 485.88 | 228.14 | +257.74 | ⬆️ 贡献者更高 |
| 净利率(%) | -3.3 | -17.24 | +13.95 | ⬆️ 贡献者更高 |
| PB | 7.83 | 4.55 | +3.28 | ⬆️ 贡献者更高 |
| 换手率(%) | 3.19 | 1.93 | +1.26 | ⬆️ 贡献者更高 |
| 成交额(万元) | 40057.29 | 28578.39 | +11478.90 | ⬆️ 贡献者更高 |
| 营收增速(%) | -16.7 | -20.06 | +3.37 | ⬆️ 贡献者更高 |
| 净利润增速(%) | -28.98 | -24.85 | -4.13 | ⬇️ 贡献者更低 |
| 流通市值(万元) | 127986.02 | 151201.42 | -23215.41 | ⬇️ 贡献者更低 |
| 总市值(万元) | 132815.4 | 152603.75 | -19788.35 | ⬇️ 贡献者更低 |
| 年化波动率(%) | 45.98 | 40.78 | +5.20 | ⬆️ 贡献者更高 |
| 毛利率(%) | 28.46 | 26.94 | +1.51 | ⬆️ 贡献者更高 |
关键洞察
- 收益集中度: Top10 贡献了 65.1% 的总收益
- 高贡献者行业: 家居用品(2只), 区域地产(1只), 电气设备(1只)
- 关键差异: ROE(%) — -13.09 vs -0.23 (⬇️ 贡献者更低)
- 关键差异: ROIC(%) — -4.01 vs -1.19 (⬇️ 贡献者更低)
- 关键差异: 入选前3月涨幅(%) — -16.08 vs -6.18 (⬇️ 贡献者更低)
- 波动率差异: 高贡献者年化波动 46.0%, 高于低贡献者 13%
- 动量特征(选入前1个月): 高贡献者 -10.7%, 低贡献者 -4.9% → 查看回测报告
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