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thinkingmind
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高转送行情

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  •   thinkingmind · Nov 21, 2016 · 1314 views
    This topic created in 3487 days ago, the information mentioned may be changed or developed.

    新鲜出品:https://www.ricequant.com/community/topic/2057/?utm_source=v2ex?

    上周五,永和智控公布了高送转预案,开盘涨停并直至收盘,打响了 2016 年报高送转的第一枪,一些具备高送转预期的个股也纷纷上涨,再次启动了高送转行情。 下面就利用 ricequant 的免费优质数据选出有高转送预期的股票以供大家参考 一般来说,具备高送转预期的个股,都具有市值较小、每股未分配利润多、每股公积金高、每股收益大,流通股本少的特点。当然,也还有其它的因素,比如当前股价、经营收益变动情况、以及以往分红送股习惯等等。 这里我们暂将未分配利润多大于 1 元,公积金大于等于 5 元,每股收益大于等于 5 毛,流通股本在 3 亿以下,总市值在 100 亿以内作为高送转预期目标。

    高转送.ipynb In[6]:

    date = '2016-11-18'
    
    pl = get_fundamentals(
        query(
            fundamentals.financial_indicator.book_value_per_share,
            fundamentals.financial_indicator.capital_reserve_per_share,
            fundamentals.financial_indicator.undistributed_profit_per_share,
            fundamentals.financial_indicator.earnings_per_share,
            fundamentals.eod_derivative_indicator.market_cap
        ).filter(
            fundamentals.financial_indicator.capital_reserve_per_share>=5,
            fundamentals.financial_indicator.earnings_per_share>=0.5,
            fundamentals.eod_derivative_indicator.market_cap<1e+10,
            fundamentals.financial_indicator.undistributed_profit_per_share>1
        ), date)
    df = pl.major_xs(date)
    len(df)
    

    Out[6]:17

    In[7]:

    for stk in df.index:
        
        df.ix[stk,'circulation_a'] = get_shares(stk, start_date='2016-11-18', end_date='2016-11-18', fields='circulation_a').values
        df.ix[stk,'symbol'] =instruments(stk).symbol
        df.ix[stk,'ClosingPx']=get_price(stk, start_date='2016-11-18', end_date='2016-11-18', fields='ClosingPx', adjust_type='none').values
    
    
    df = df[['symbol','ClosingPx','book_value_per_share','capital_reserve_per_share','undistributed_profit_per_share','earnings_per_share','circulation_a','market_cap']]
    df     
    

    Out[7]:

    In[8]:

    df.rename(columns={'symbol':'名称','ClosingPx':'收盘价','circulation_a':'流通股本','book_value_per_share' : '每股净资产','capital_reserve_per_share':'每股资本公积','undistributed_profit_per_share':'每股未分配利润','earnings_per_share':'每股收益','market_cap':'市值'})  
    

    米筐这么厉害,你都听说过! 那你一定也很厉害! https://www.ricequant.com/community/topic/2057/?utm_source=v2ex?

    1 replies    2016-11-22 00:14:43 +08:00
    kawaiiushio
        1
    kawaiiushio  
       Nov 22, 2016 via iPhone
    mark
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