标签:
股票股市 |
分类: 房产、股票、基金投资 |
第一种策略(1)
时间区间 | 2012.9.6-2013.1.9 | 2011.12.15-2012.5.8 | 2010.7.30-2011.3.4 | 2009.9.28-2010.3.3 | 2009.6.16-2009.12.22 |
起点上证指数 | 2004.17 | 2180.9 | 2637.5 | 2763.53 | 2776.02 |
终点上证指数 | 2275.34 | 2448.88 | 2942.31 | 3097.01 | 3050.22 |
指数振幅 | |||||
指数涨幅 | 13.53% | 12.29% | 11.56% | 12.07% | 9.88% |
样本涨幅 | 17.30% | 21.19% | 19.39% | 24.55% | 25.64% |
跑赢 | 3.77% | 8.90% | 7.83% | 12.48% | 15.76% |
涨幅比率 | 127.86% | 172.45% | 167.78% | 203.44% | 259.58% |
第一种策略(2):
时间区间 | 2008.9.12-2009.3.20 | 2007.7.6-2008.2.25 | 2005.6.6-2005.12.30 | 2003.11.18-2004.6.14 | 2003.1.3-2003.7.1 |
起点上证指数 | 2079.67 | 3781.35 | 1034.38 | 1316.56 | 1319.87 |
终点上证指数 | 2281.09 | 4192.53 | 1161.06 | 1468.34 | 1484.7 |
指数振幅 | |||||
指数涨幅 | 9.69% | 10.87% | 12.25% | 11.53% | 12.49% |
样本涨幅 | 30.84% | 44.98% | 9.01% | 9.31% | 16.72% |
跑赢 | 21.15% | 34.11% | -3.24% | -2.22% | 4.23% |
涨幅比率 | 318.42% | 413.65% | 73.57% | 80.76% | 133.88% |
第二种策略(1)
时间区间 | 2012.9.6-2013.1.9 | 2011.12.15-2012.5.8 | 2010.7.30-2011.3.4 | 2009.9.28-2010.3.3 | 2009.6.16-2009.12.22 |
起点上证指数 | 2004.17 | 2180.9 | 2637.5 | 2763.53 | 2776.02 |
终点上证指数 | 2275.34 | 2448.88 | 2942.31 | 3097.01 | 3050.22 |
指数振幅 | |||||
指数涨幅 | 13.53% | 12.29% | 11.56% | 12.07% | 9.88% |
样本涨幅(50只) | 13.99% | 21.09% | 26.67% | 25.43% | 23.76% |
样本涨幅(百只) | 11.51% | 18.21% | 23.74% | 29.58% | 26.73% |
跑赢(50只) | 0.46% | 8.80% | 15.11% | 13.36% | 13.88% |
跑赢(百只) | -2.48% | -2.88% | -2.93% | 4.15% | 2.97% |
涨幅比率(50只) | 103.40% | 171.64% | 230.77% | 210.74% | 240.55% |
涨幅比率(百只) | 85.07% | 148.20% | 205.42% | 245.13% | 270.62% |
第二种策略(2)
时间区间 | 2008.9.12-2009.3.20 | 2007.7.6-2008.2.25 | 2005.6.6-2005.12.30 | 2003.11.18-2004.6.14 | 2003.1.3-2003.7.1 |
起点上证指数 | 2079.67 | 3781.35 | 1034.38 | 1316.56 | 1319.87 |
终点上证指数 | 2281.09 | 4192.53 | 1161.06 | 1468.34 | 1484.7 |
指数振幅 | |||||
指数涨幅 | 9.69% | 10.87% | 12.25% | 11.53% | 12.49% |
样本涨幅(50只) | 28.57% | 53.34% | 15.21% | 7.96% | 15.66% |
样本涨幅(百只) | 34.38% | 50.88% | 17.45% | 9.84% | 16.19% |
跑赢(50只) | 18.88% | 42.47% | 2.96% | -3.57% | 3.17% |
跑赢(百只) | 5.81% | -2.46% | 2.24% | 1.88% | 0.53% |
涨幅比率(50只) | 294.99% | 490.53% | 124.19% | 69.05% | 125.40% |
涨幅比率(百只) | 354.97% | 467.91% | 142.48% | 85.35% | 129.64% |
第三种策略(1)
时间区间 | 2012.9.6-2013.1.9 | 2011.12.15-2012.5.8 | 2010.7.30-2011.3.4 | 2009.9.28-2010.3.3 | 2009.6.16-2009.12.22 |
起点上证指数 | 2004.17 | 2180.9 | 2637.5 | 2763.53 | 2776.02 |
终点上证指数 | 2275.34 | 2448.88 | 2942.31 | 3097.01 | 3050.22 |
指数振幅 | |||||
指数涨幅 | 13.53% | 12.29% | 11.56% | 12.07% | 9.88% |
样本涨幅 | 21.81% | 21.13% | 20.08% | 27.52% | 24.37% |
跑赢 | 8.28% | 8.84% | 8.52% | 15.45% | 14.49% |
涨幅比率 | 161.19% | 171.96% | 173.75% | 228.06% | 246.72% |
第三种策略(2)
时间区间 | 2008.9.12-2009.3.20 | 2007.7.6-2008.2.25 | 2005.6.6-2005.12.30 | 2003.11.18-2004.6.14 | 2003.1.3-2003.7.1 |
起点上证指数 | 2079.67 | 3781.35 | 1034.38 | 1316.56 | 1319.87 |
终点上证指数 | 2281.09 | 4192.53 | 1161.06 | 1468.34 | 1484.7 |
指数振幅 | |||||
指数涨幅 | 9.69% | 10.87% | 12.25% | 11.53% | 12.49% |
样本涨幅 | 27.30% | 74.24% | 11.69% | 8.11% | 17.86% |
跑赢 | 17.61% | 63.37% | -0.56% | -3.42% | 5.37% |
涨幅比率 | 281.87% | 682.74% | 95.45% | 70.35% | 143.01% |