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 |
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表现优于直接投资的次数 | 14 | 9 | 15 | 17 |
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