可转债轮动策略

【暂停更新】持有双低增强估值较低的15只可转债,每天中午策略系统自动检查调仓机会,当可转债估值普遍较高时可以适当减仓。

持仓信息

代码 转债名称 仓位 持仓量 成本价 盈亏 现价 涨跌幅 正股名称 正股价 正股涨跌 双低增强
113044大秦转债5.67%14103.31978.6110.30.03%大秦铁路6.70%121.38
127028英特转债6.18%150108.8510112.2-2.7%英特集团12.460.08%126.77
113033利群转债5.56%141001132.04108.0860.4%利群股份6.040.67%128.27
110068龙净转债5.46%1499.98862.4106.14-1.52%龙净环保8.28-0.96%131.5
128127文科转债5.66%14091.9772513.42109.930.64%文科园林4.414.01%131.96
110080东湖转债5.58%14103.96627.2108.44-1.09%东湖高新5.260.38%132.66
127034绿茵转债5.61%150106.145-641.7101.8670.07%绿茵生态8.11.89%137.57
128013洪涛转债6.09%130112.6111941.68127.5470.83%洪涛股份2.960.68%139.74
127033中装转26.44%150101.0562376.6116.9-0.93%中装建设5.814.5%140.91
113601塞力转债5.76%1495.762261111.91-0.13%塞力医疗13.76-1.71%144.48
128087孚日转债5.43%130101.4021590.94113.64-0.14%孚日股份4.260.71%145.9
128132交建转债5.68%140100.061448.72110.4080.99%新疆交建13.472.2%149.89
127019国城转债5.17%130113.16-643.63108.209-0%国城矿业15.12.03%156.8
113017吉视转债5.77%14102.771323112.22-0.28%吉视传媒1.970.51%170.57
123004铁汉转债5.67%140103.66922.6110.250.32%铁汉生态2.330%181.26
113589天创转债4.99%14104-974.497.04-0.69%天创时尚4.73-0.84%185.43
公众号:触发量化20/05/22200000元总市值:246927.89元总资产:272148.26元收益率:36.07%

历史交易信息

代码 转债名称 数量 买入价 卖出价 盈亏 现价 涨跌幅 正股名称 正股价 正股涨跌 双低增强
113022浙商转债14118.24119.12123.2118.46-0.55%浙商证券14.7-1.87%115
128100搜特转债13095.55199.4500.3795.67-0.14%搜于特1.240.81%115.7
128100搜特转债140105.695102.037-512.1295.67-0.14%搜于特1.240.81%115.7
113591胜达转债14103.97105.88267.4124.180.06%大胜达10.651.53%127.85
113033利群转债13105.5105.45-6.5108.0860.4%利群股份6.040.67%128.27
113033利群转债12102.55106.81511.2108.0860.4%利群股份6.040.67%128.27
113033利群转债11101.66103.13161.7108.0860.4%利群股份6.040.67%128.27
128081海亮转债140107.922106.115-252.98124.9960.48%海亮股份11.15-0.8%131.51
128081海亮转债140108.448108.93468.04124.9960.48%海亮股份11.15-0.8%131.51
128081海亮转债120107.75109.23177.6124.9960.48%海亮股份11.15-0.8%131.51
113026核能转债14102.24105.1400.4127.03-2.21%中国核电6.66-7.11%132.26
113026核能转债14101103.5350127.03-2.21%中国核电6.66-7.11%132.26
128026众兴转债140100.223106.898934.5120.31.64%众兴菌业11.834.32%135.54
113541荣晟转债12106.9109.16271.2124.24-1.15%荣晟环保12.14-2.41%135.78
110070凌钢转债14100.16104.53611.8125.01-1.38%凌钢股份3.07-6.12%136.34
110070凌钢转债14103.62110.4949.2125.01-1.38%凌钢股份3.07-6.12%136.34
110070凌钢转债13103.68104.7132.6125.01-1.38%凌钢股份3.07-6.12%136.34
113535大业转债12101.27101.863.6116.110.25%大业股份11.262.93%137.29
113505杭电转债13104.68108.46491.4122.6-0.27%杭电股份7.310.41%137.92
113505杭电转债13104.79105.69117122.6-0.27%杭电股份7.310.41%137.92
113505杭电转债13102106.87633.1122.6-0.27%杭电股份7.310.41%137.92
123023迪森转债14099.795107.1071023.68114.11.12%迪森股份6.173.87%138.48
127018本钢转债13098.88100.899262.47126.51.28%本钢板材6.340.96%139.39
110058永鼎转债13101.29104.46412.1122.96-6.32%永鼎股份5.31-5.18%139.52
110058永鼎转债13102.17125.353013.4122.96-6.32%永鼎股份5.31-5.18%139.52
113532海环转债11103.73104.1242.9111.580.2%海峡环保6.251.63%139.56
128013洪涛转债130107.71111.21455127.5470.83%洪涛股份2.960.68%139.74
128120联诚转债140107.11111.4600.6117.771-0.36%联诚精密16.95-0.64%140.44
127027靖远转债14091.375119.53937.5116.5-0.55%靖远煤电3-3.54%141.17
113024核建转债14106.36109.09382.2119.02-2.63%中国核建8.96-4.27%142.05
113024核建转债14105.13106.7219.8119.02-2.63%中国核建8.96-4.27%142.05
123045雷迪转债110104.8106.1143121.348-0.66%雷迪克19.73-3.28%144.25
113609永安转债1495.2123.113907.4112.3080.37%永安行13.860.87%145.78
128033迪龙转债14099.9103.4490126.387-0.33%雪迪龙8.92-1.55%146.43
128033迪龙转债12099102.001360.12126.387-0.33%雪迪龙8.92-1.55%146.43
113546迪贝转债13104106.03263.9114.56-0.4%迪贝电气11.54-1.87%151.57
128018时达转债140100.8102.421226.94145.5592.08%新时达9.692.22%155.17
128018时达转债140100.308100.3-1.12145.5592.08%新时达9.692.22%155.17
113525台华转债11103.86105.49179.3154.435.51%台华新材11.64.88%156.86
113525台华转债13108.17107.42-97.5154.435.51%台华新材11.64.88%156.86
113039嘉泽转债14103.86120.032263.8161.24-4.15%嘉泽新能5.61-3.94%158.98
113600新星转债1597.98110.961947145.03-2.39%深圳新星30.72-5.74%159.73
113600新星转债14105.07105.070145.03-2.39%深圳新星30.72-5.74%159.73
113017吉视转债11101.81104.23266.2112.22-0.28%吉视传媒1.970.51%170.57
128085鸿达转债140113.14116.832516.88160.4387.58%鸿达兴业6.358.92%173.44
113527维格转债1591.86174.9112457.5174.513.27%锦泓集团16.767.78%175.98
123004铁汉转债140100.968105.505635.18110.250.32%铁汉生态2.330%181.26
128015久其转债120102.964105.02246.72110.19-0.11%久其软件4.170.97%181.87
113557森特转债12108.09108.885.2191.20%森特股份20.783.64%182.68
113589天创转债13100.86105.6662497.04-0.69%天创时尚4.73-0.84%185.43
113027华钰转债14102.1123.492994.6169.88-2.54%华钰矿业17.061.79%185.73
128025特一转债130105.167109.879612.56184.2480.41%特一药业21.132.08%207.87
113528长城转债11101.68102.62103.4218.71-0.25%长城科技50.34-2.06%221.81
128044岭南转债120105.801107143.88119.15-0.62%岭南股份3.239.86%226.21
128044岭南转债130102.995105.48323.05119.15-0.62%岭南股份3.239.86%226.21
113595花王转债13115.69108.09-988109.85-1.22%花王股份3.214.9%229.95
128128齐翔转2140101.757115.751959.02232.7144.91%齐翔腾达17.241.83%243.09
113034滨化转债13104.91108.89517.4263.38-5.34%滨化股份11.32-8.27%273.19
113576起步转债1499.78117.572490.6107.9950.65%起步股份3.342.77%304.36
110066盛屯转债12100.23112.481470303.86-3.29%盛屯矿业13.39-5.1%323.82
113534鼎胜转债1597.04132.25274346.3524.05%鼎胜新材47.653.25%368.03
113016小康转债1498.4599.61162.4324.7160.37%小康股份39.551.41%480.84

特别提示

  • 策略数据仅为信息分享,不构成任何投资建议。
  • 投资目标:稳健型策略,预期牛熊兼顾,在较低风险下获取理想收益。
  • 双低增强因子是触发量化根据可转债的价格、溢价率、剩余年限、正股PB、评级等多种因素计算出的一个估值,通常来说数值越低价值越高。
  • 每天中午系统自动检查调仓机会,从高估品种换到低估品种,更多数据可参考:可转债数据