股票

MACDV

MACDP

结合策略1

结合策略2

样本期内股价变动率

日波动率

万科A

13.58%

−11.10%

13.20%

−2.99%

−21.91%

0.0569%

泛海控股

−1.89%

−37.22%

12.12%

8.35%

−14.82%

0.1054%

格力电器

0.46%

2.23%

7.77%

2.86%

−23.90%

0.0416%

苏宁易购

−0.50%

−19.29%

0.32%

−3.71%

−12.05%

0.0688%

涪陵榨菜

19.06%

−4.23%

21.03%

4.75%

19.24%

0.0849%

招商银行

−4.52%

−9.64%

−7.07%

1.71%

−17.52%

0.0438%

恒瑞医药

−1.58%

7.20%

−1.94%

−6.24%

4.97%

0.0445%

贵州茅台

−3.53%

1.82%

11.22%

3.39%

−1.71%

0.0413%

锦江酒店

15.87%

−15.05%

2.83%

21.24%

−14.16%

0.0987%

山西汾酒

1.03%

−10.20%

35.24%

3.64%

1.57%

0.0652%

伊利股份

−3.33%

2.77%

−12.36%

2.04%

−6.11%

0.0491%

中国平安

−5.99%

−2.74%

−7.51%

0.49%

−20.17%

0.0337%

工商银行

5.32%

−57.83%

3.80%

4.12%

−14.36%

0.1137%

东吴证券

−8.34%

−21.76%

−9.24%

5.30%

−14.49%

0.0009%

宁德时代

−8.50%

0.59%

2.15%

13.55%

11.99%

0.0720%

安集科技

32.50%

−14.80%

−16.09%

6.98%

−5.09%

0.1182%

洁特生物

46.33%

−14.04%

23.16%

21.98%

13.72%

0.1735%

沃尔德

−16.51%

−17.63%

−23.81%

−20.25%

−29.83%

0.0855%

普门科技

41.13%

14.61%

35.85%

33.86%

9.69%

0.1016%

表现最佳的次数

6

2

6

5

表现优于直接投资的次数

14

9

15

17