可转债轮动策略

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
128127文科转债5.2%14091.9771148.42100.180.49%文科园林3.641.96%123.29
113044大秦转债5.51%14103.31396.2106.140.21%大秦铁路6.140.82%126.81
113033利群转债5.57%141001023.4107.310.1%利群股份5.99-0.17%129.26
127028英特转债6.52%150108.81263117.22-0.24%英特集团13.020%132.48
110068龙净转债5.61%1499.981141108.130.36%龙净环保8.471.44%134.06
127034绿茵转债5.91%150106.14523.55106.3020.24%绿茵生态9.822.83%134.3
110080东湖转债5.7%14103.96826109.860.05%东湖高新5.221.16%136.38
128013洪涛转债5.84%130112.6111103.57121.10.1%洪涛股份2.720.37%136.76
113601塞力转债5.8%1495.762247111.810.02%塞力医疗14.35-2.11%139.69
128087孚日转债5.46%130101.4021532.44113.190.43%孚日股份4.310.94%143.87
123004铁汉转债5.62%140103.66637.56108.2140.38%铁汉生态2.93.57%144.28
127033中装转26.32%150101.0561883.4113.612-0.25%中装建设5.270.57%145.42
128132交建转债5.51%140100.06865.06106.2390.51%新疆交建11.621.4%156.28
127019国城转债5.12%130113.16-891.8106.3-0.01%国城矿业13.96-1.55%159.7
113017吉视转债5.64%14102.77813.4108.580.56%吉视传媒1.942.11%162.9
113589天创转债5.31%14104-228.2102.370.71%天创时尚5.743.05%185.33
公众号:触发量化20/05/22200000元总市值:244483.42元总资产:269703.79元收益率:34.85%

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
113591胜达转债14103.97105.88267.4124.180.06%大胜达10.651.53%127.85
128100搜特转债13095.55199.4500.37107.20.96%搜于特1.561.96%128.04
128100搜特转债140105.695102.037-512.12107.20.96%搜于特1.561.96%128.04
113033利群转债13105.5105.45-6.5107.310.1%利群股份5.99-0.17%129.26
113033利群转债12102.55106.81511.2107.310.1%利群股份5.99-0.17%129.26
113033利群转债11101.66103.13161.7107.310.1%利群股份5.99-0.17%129.26
113609永安转债1495.2123.113907.4118.5-1.67%永安行17.65-2.81%131.39
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120107.75109.23177.6124.9960.48%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
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
113505杭电转债13104.79105.69117125.31-0.29%杭电股份7.81-0.38%136.33
113505杭电转债13104.68108.46491.4125.31-0.29%杭电股份7.81-0.38%136.33
113505杭电转债13102106.87633.1125.31-0.29%杭电股份7.81-0.38%136.33
110070凌钢转债13103.68104.7132.6125.01-1.38%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14100.16104.53611.8125.01-1.38%凌钢股份3.07-6.12%136.34
128013洪涛转债130107.71111.21455121.10.1%洪涛股份2.720.37%136.76
127018本钢转债13098.88100.899262.47126.51.28%本钢板材6.340.96%139.39
113532海环转债11103.73104.1242.9109.481.65%海峡环保6.053.07%139.4
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14105.13106.7219.8119.02-2.63%中国核建8.96-4.27%142.05
113024核建转债14106.36109.09382.2119.02-2.63%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
123004铁汉转债140100.968105.505635.18108.2140.38%铁汉生态2.93.57%144.28
113535大业转债12101.27101.863.6118.883.2%大业股份11.063.66%145.17
128033迪龙转债12099102.001360.12126.387-0.33%雪迪龙8.92-1.55%146.43
128033迪龙转债14099.9103.4490126.387-0.33%雪迪龙8.92-1.55%146.43
123023迪森转债14099.795107.1071023.68116.541.16%迪森股份5.953.3%148.7
110058永鼎转债13101.29104.46412.1134.974.53%永鼎股份6.025.43%149.25
110058永鼎转债13102.17125.353013.4134.974.53%永鼎股份6.025.43%149.25
128120联诚转债140107.11111.4600.6120.872%联诚精密16.42.24%150.9
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140100.308100.3-1.12145.5592.08%新时达9.692.22%155.17
128018时达转债140100.8102.421226.94145.5592.08%新时达9.692.22%155.17
128025特一转债130105.167109.879612.56129.23-0.71%特一药业14.29-0.35%156.12
113525台华转债13108.17107.42-97.5154.435.51%台华新材11.64.88%156.86
113525台华转债11103.86105.49179.3154.435.51%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
128015久其转债120102.964105.02246.72107.4750.44%久其软件4.591.32%159.48
113600新星转债1597.98110.961947143.740.85%深圳新星29.893%160.52
113600新星转债14105.07105.070143.740.85%深圳新星29.893%160.52
113017吉视转债11101.81104.23266.2108.580.56%吉视传媒1.942.11%162.9
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
113557森特转债12108.09108.885.2191.20%森特股份20.783.64%182.68
113589天创转债13100.86105.66624102.370.71%天创时尚5.743.05%185.33
113027华钰转债14102.1123.492994.6169.88-2.54%华钰矿业17.061.79%185.73
113595花王转债13115.69108.09-988108.05-0.1%花王股份3.321.53%217.37
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120105.801107143.88118.990.18%岭南股份3.252.52%223.51
128044岭南转债130102.995105.48323.05118.990.18%岭南股份3.252.52%223.51
128128齐翔转2140101.757115.751959.02232.7144.91%齐翔腾达17.241.83%243.09
113534鼎胜转债1597.04132.25274263.93-30.74%鼎胜新材44.02-10%247.21
113034滨化转债13104.91108.89517.4263.38-5.34%滨化股份11.32-8.27%273.19
110066盛屯转债12100.23112.481470303.86-3.29%盛屯矿业13.39-5.1%323.82
113576起步转债1499.78117.572490.6147.63-0.89%起步股份5.70.53%346.3
113016小康转债1498.4599.61162.4394.43-5.6%小康股份65.69-4.44%398.71

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
  • 合作券商提供跟投的功能,一键复制并跟踪组合,有兴趣就联系我们开户吧,可转债佣金低至百万分之五。