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庞统副军师 - 价值投资调研成果提交

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完成的价值投资调研核心成果：

1. 超级财务智能体模式
   - 10核并行财务因子计算
   - 实时数据流处理
   - 3000+公司财务扫描

2. 实时价值因子监测面板
   - 完整Web仪表板
   - 行业筛选功能
   - 动态图表展示

3. 动态选股算法
   - 多因子综合评分模型
   - 行业分散配置
   - 策略参数优化

4. 策略回测框架
   - 完整回测引擎
   - 业绩指标计算
   - 风险控制机制

主要文件：
- super_financial_agent.py - 超级财务智能体
- realtime_dashboard.html - 实时监测面板
- dynamic_stock_selection.py - 动态选股算法
- value_investing_backtest.py - 策略回测框架
- PERSONAL_WORK_PLAN.md - 详细工作计划

已生成完整调研报告和知识库。
This commit is contained in:
cfdaily
2026-03-21 20:25:10 +08:00
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commit 08d8453185
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value-investing/selection_results/high_dividend_portfolio.csv
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stock_code,industry,market_cap,pe_ratio,pb_ratio,ps_ratio,dividend_yield,roe,gross_margin,net_margin,debt_to_equity,current_ratio,revenue_growth,profit_growth,fcf_yield,volatility,liquidity,value_score,quality_score,growth_score,risk_score,composite_score,value_quality,value_growth
000972.XSHE,材料,965.827404807238,19.077538888589903,1.768715979537913,2.547078836462959,0.049668042752737174,0.13141162304686332,0.24634719767655433,0.17780348578535257,0.9986425049600294,2.585621123270321,0.0013514204514614586,0.06814984318136286,0.05144772488756966,0.38444606527055364,6120380.426530382,0.7415333333333334,0.41133333333333333,0.3516666666666667,0.5646,0.5468066666666667,0.6094533333333334,0.6245733333333334
001723.XSHE,材料,129.37662063515526,13.567180383366562,2.894530876064522,2.3604727979952207,0.049636230979681395,0.25793028006997953,0.5404413783860582,0.11045998082446917,0.974281178550669,2.527952169290482,-0.046164879594018444,0.26161621903994087,0.06450046710732858,0.28828724305591547,5656785.469798281,0.718,0.6442,0.426,0.6921333333333333,0.6348733333333334,0.68848,0.6304
000722.XSHE,消费,563.6635528126648,26.343889919079363,1.3666173460633755,4.313713717970036,0.049319928824265,0.18432756475090262,0.5449366447855505,0.11833966809804458,0.6495990085644217,1.9499340767804685,0.2886172975316515,0.13779011272910435,0.05942471489736228,0.20148191852880354,4936345.03648899,0.6657666666666667,0.5513833333333333,0.5948333333333333,0.7968,0.6303683333333333,0.6200133333333334,0.6444866666666667
000857.XSHE,消费,907.3306419215496,12.612285222908909,1.7686829828820234,1.5501429619589857,0.04916288054807849,0.11998240541411086,0.384152350170391,0.05227467320092974,0.2685752736030379,1.4647354484792972,0.31914301175186766,0.10995769412873242,0.09439911714315463,0.3506690480400586,9883376.300290758,0.8210333333333334,0.33463333333333334,0.6038333333333333,0.7668666666666667,0.6262566666666667,0.6264733333333333,0.7558733333333334
002158.XSHE,消费,535.0517195865818,19.425541370742458,1.3800679119568537,0.5745267517859203,0.04915811449557042,0.2397906202908453,0.2039692828652352,0.13436734647365875,0.3729495497731927,1.4061161383999348,0.2635497816536466,0.1444378161228306,0.018848315449854183,0.28324845097066137,6983574.344230352,0.8068666666666666,0.45999999999999996,0.5780000000000001,0.7555333333333334,0.6519,0.6681199999999999,0.7382066666666666
000510.XSHE,科技,513.1926339897151,24.36559395674902,0.6787004340751125,3.8913450753310728,0.04908053278212165,0.22879118363460943,0.2921376622528458,0.2377739347818629,0.18828193580674119,1.05584519447728,0.4390525661082021,0.11449976592637154,0.08816437551809347,0.4754555740624427,7796978.772195214,0.7358333333333333,0.58465,0.6878333333333333,0.4964666666666666,0.6569416666666665,0.67536,0.7214333333333334
001642.XSHE,金融,924.7282780401895,21.274973743776926,1.3926764293146559,9.628127979455407,0.049080471366600716,0.12732691637132443,0.23188189577818363,0.23247061739782768,0.26879288919033395,2.9015317923346404,0.0024155426914143057,0.1630570902705647,0.0607893928983293,0.35426995077362655,7837523.888527737,0.5981666666666665,0.5575,0.4018333333333334,0.6813333333333333,0.5550166666666667,0.5818999999999999,0.5392666666666666
001268.XSHE,医药,279.79862940724473,8.027807581468155,1.072315351475991,0.9957580490692303,0.049077069652215644,0.24206898694988066,0.5286222801831969,0.1274110825204173,0.6138024389832373,2.420637048382087,0.4307590969474767,-0.031653253049903546,0.08260557504884682,0.2013960423407617,9309931.404565386,0.9231666666666667,0.6652333333333333,0.6053333333333333,0.9700666666666666,0.78691,0.8199933333333334,0.8278166666666666
002487.XSHE,能源,140.59287520935337,24.325155368541616,1.9615951192116223,9.47631859815017,0.04900002077996657,0.26508758370213914,0.5660399630431451,0.19554421926534205,0.8926968628748447,1.3393886169886193,0.15307340827823687,0.5537464175805898,0.00744353226972978,0.5476471955853641,5205528.39141857,0.5350666666666666,0.67335,0.7268333333333333,0.2886666666666667,0.590265,0.5903799999999999,0.5925966666666665
001310.XSHE,医药,732.4146166034038,23.7272425882771,1.0531003214401025,1.500671995327161,0.04853640819928973,0.11681174376776308,0.5258807036266618,0.09428948838203116,0.9690136168338822,1.364914973302982,0.042648261788957226,0.250636310499883,0.04735027142174564,0.3327795856447288,8811190.648534447,0.7687999999999999,0.35725,0.48050000000000004,0.7482666666666667,0.5856216666666668,0.6041799999999999,0.6823099999999999
002493.XSHE,公用事业,764.8449207071696,15.79770066756341,2.6199965974898927,1.2119681206357198,0.04824115627361239,0.2745682662775317,0.36569770060840134,0.2331584313093974,0.3918618904610021,2.6203064197923434,0.2961806105971577,0.49164558185506296,0.05591488284902999,0.3799633876140267,6209557.735193415,0.7396666666666668,0.7696666666666667,0.8005,0.5735333333333332,0.7442200000000001,0.7516666666666668,0.7579166666666667
002644.XSHE,金融,839.9424164566124,16.916734480024346,2.28916341189791,1.3705629491694147,0.04822900929008264,0.18975076751870767,0.5320573460210377,0.2219749500140537,0.35976356010913413,1.3565664564319762,0.23672948833090748,0.5072623435569518,0.0050815109024355265,0.25845427600471593,8450451.488785475,0.7500666666666667,0.6450166666666667,0.7598333333333334,0.8503333333333333,0.7305316666666667,0.7080466666666667,0.7529966666666666
001780.XSHE,公用事业,801.9802924618015,13.772424603657193,0.8590510563530016,4.19706385687806,0.04818838249711545,0.22986922329411613,0.2833331429954144,0.12350791773043648,0.21278511916697024,1.1523057867552045,-0.0648224440534458,0.5509495626130745,0.08884655588699109,0.31195764066996007,7098715.841188934,0.8149,0.4713333333333334,0.5711666666666666,0.716,0.6531933333333333,0.6774733333333333,0.7417799999999999
000399.XSHE,公用事业,387.61534025145244,9.039177525207071,1.6596304168513085,1.7146112701326077,0.048155732969244,0.28384556518319654,0.5669627704370993,0.05179885856348623,0.15452672245926927,1.4084941726890468,-0.04367373281187992,0.3352846710907796,0.0068374772392984845,0.5655042096928322,8801050.757650437,0.8554999999999999,0.6376000000000001,0.46699999999999997,0.40313333333333334,0.6671933333333333,0.76834,0.7389499999999999
001724.XSHE,科技,68.17251811542266,21.502485886720958,1.6986993864351074,5.109905918635655,0.04795967432292608,0.2631556093690292,0.47133048185250526,0.22222383367255424,0.29322044766593275,1.1397921148217403,-0.19295561833387867,-0.26837921717200613,0.05267289444557804,0.5070488807054355,6081490.031021973,0.6653,0.6970833333333333,0.022500000000000003,0.38239999999999996,0.517985,0.6780133333333334,0.47245999999999994
001653.XSHE,科技,720.187788769312,7.264531982059878,1.1065360321284714,1.8112622849100195,0.04771893001104466,0.15814112481710785,0.4745147050468171,0.0832518856602793,0.2865692120381818,2.677864147125332,-0.05393172195290645,0.08085545629943086,0.03838502951981087,0.2006815312164225,9113715.995919317,0.9092666666666667,0.5432333333333333,0.32066666666666666,0.9636,0.6871700000000001,0.7628533333333333,0.7326866666666666
001189.XSHE,消费,518.2213552250743,11.597655072192904,1.5032750385098912,3.6240302379854015,0.04771156787382108,0.22563702013844422,0.5320801322625913,0.06146485417288117,0.7514416642791413,2.0210378954598,0.07897274433590656,0.23738148259123124,0.08054950979666008,0.2544319617465427,7253737.425836486,0.8039666666666667,0.5338,0.4993333333333333,0.8084,0.6624333333333334,0.6959000000000001,0.7125766666666666
000226.XSHE,科技,109.17720822355956,5.010216719821499,1.1287425514052933,4.248976164107304,0.0477076863559589,0.253605891769788,0.4801574318541191,0.21529678819621428,0.2945415701369255,1.9690746853771048,0.4184254545784649,0.3215500873160098,0.08915454499973387,0.23966008325778856,9648890.775895176,0.8739,0.7473166666666666,0.79,0.9257333333333333,0.8243283333333333,0.8232666666666667,0.84873
000844.XSHE,材料,387.032727244185,12.265145871481447,2.6049120393091076,8.780360040124076,0.0472539598903916,0.11417463661614131,0.22519116319465324,0.20602676983901844,0.39138745638633315,1.0995075828272864,0.03869700592894972,-0.25485911335572403,0.024520054592816545,0.3123893319632665,6528737.6314688595,0.6147,0.36558333333333337,0.1965,0.6924666666666668,0.4641016666666667,0.5150533333333334,0.48924
000100.XSHE,工业,899.4813309309123,17.112270694623312,1.764832484503009,5.002237728656323,0.046961206808560335,0.24353366467685678,0.47735881050901385,0.171965343088492,0.17508695743422728,2.6148839771890873,0.29669207348236953,0.4900048439595221,0.06833323448232849,0.41811683900253965,8801959.352373837,0.7017000000000001,0.7505000000000001,0.7998333333333334,0.6200666666666668,0.7278033333333334,0.7212200000000001,0.73114
1 stock_code industry market_cap pe_ratio pb_ratio ps_ratio dividend_yield roe gross_margin net_margin debt_to_equity current_ratio revenue_growth profit_growth fcf_yield volatility liquidity value_score quality_score growth_score risk_score composite_score value_quality value_growth
2 000972.XSHE 材料 965.827404807238 19.077538888589903 1.768715979537913 2.547078836462959 0.049668042752737174 0.13141162304686332 0.24634719767655433 0.17780348578535257 0.9986425049600294 2.585621123270321 0.0013514204514614586 0.06814984318136286 0.05144772488756966 0.38444606527055364 6120380.426530382 0.7415333333333334 0.41133333333333333 0.3516666666666667 0.5646 0.5468066666666667 0.6094533333333334 0.6245733333333334
3 001723.XSHE 材料 129.37662063515526 13.567180383366562 2.894530876064522 2.3604727979952207 0.049636230979681395 0.25793028006997953 0.5404413783860582 0.11045998082446917 0.974281178550669 2.527952169290482 -0.046164879594018444 0.26161621903994087 0.06450046710732858 0.28828724305591547 5656785.469798281 0.718 0.6442 0.426 0.6921333333333333 0.6348733333333334 0.68848 0.6304
4 000722.XSHE 消费 563.6635528126648 26.343889919079363 1.3666173460633755 4.313713717970036 0.049319928824265 0.18432756475090262 0.5449366447855505 0.11833966809804458 0.6495990085644217 1.9499340767804685 0.2886172975316515 0.13779011272910435 0.05942471489736228 0.20148191852880354 4936345.03648899 0.6657666666666667 0.5513833333333333 0.5948333333333333 0.7968 0.6303683333333333 0.6200133333333334 0.6444866666666667
5 000857.XSHE 消费 907.3306419215496 12.612285222908909 1.7686829828820234 1.5501429619589857 0.04916288054807849 0.11998240541411086 0.384152350170391 0.05227467320092974 0.2685752736030379 1.4647354484792972 0.31914301175186766 0.10995769412873242 0.09439911714315463 0.3506690480400586 9883376.300290758 0.8210333333333334 0.33463333333333334 0.6038333333333333 0.7668666666666667 0.6262566666666667 0.6264733333333333 0.7558733333333334
6 002158.XSHE 消费 535.0517195865818 19.425541370742458 1.3800679119568537 0.5745267517859203 0.04915811449557042 0.2397906202908453 0.2039692828652352 0.13436734647365875 0.3729495497731927 1.4061161383999348 0.2635497816536466 0.1444378161228306 0.018848315449854183 0.28324845097066137 6983574.344230352 0.8068666666666666 0.45999999999999996 0.5780000000000001 0.7555333333333334 0.6519 0.6681199999999999 0.7382066666666666
7 000510.XSHE 科技 513.1926339897151 24.36559395674902 0.6787004340751125 3.8913450753310728 0.04908053278212165 0.22879118363460943 0.2921376622528458 0.2377739347818629 0.18828193580674119 1.05584519447728 0.4390525661082021 0.11449976592637154 0.08816437551809347 0.4754555740624427 7796978.772195214 0.7358333333333333 0.58465 0.6878333333333333 0.4964666666666666 0.6569416666666665 0.67536 0.7214333333333334
8 001642.XSHE 金融 924.7282780401895 21.274973743776926 1.3926764293146559 9.628127979455407 0.049080471366600716 0.12732691637132443 0.23188189577818363 0.23247061739782768 0.26879288919033395 2.9015317923346404 0.0024155426914143057 0.1630570902705647 0.0607893928983293 0.35426995077362655 7837523.888527737 0.5981666666666665 0.5575 0.4018333333333334 0.6813333333333333 0.5550166666666667 0.5818999999999999 0.5392666666666666
9 001268.XSHE 医药 279.79862940724473 8.027807581468155 1.072315351475991 0.9957580490692303 0.049077069652215644 0.24206898694988066 0.5286222801831969 0.1274110825204173 0.6138024389832373 2.420637048382087 0.4307590969474767 -0.031653253049903546 0.08260557504884682 0.2013960423407617 9309931.404565386 0.9231666666666667 0.6652333333333333 0.6053333333333333 0.9700666666666666 0.78691 0.8199933333333334 0.8278166666666666
10 002487.XSHE 能源 140.59287520935337 24.325155368541616 1.9615951192116223 9.47631859815017 0.04900002077996657 0.26508758370213914 0.5660399630431451 0.19554421926534205 0.8926968628748447 1.3393886169886193 0.15307340827823687 0.5537464175805898 0.00744353226972978 0.5476471955853641 5205528.39141857 0.5350666666666666 0.67335 0.7268333333333333 0.2886666666666667 0.590265 0.5903799999999999 0.5925966666666665
11 001310.XSHE 医药 732.4146166034038 23.7272425882771 1.0531003214401025 1.500671995327161 0.04853640819928973 0.11681174376776308 0.5258807036266618 0.09428948838203116 0.9690136168338822 1.364914973302982 0.042648261788957226 0.250636310499883 0.04735027142174564 0.3327795856447288 8811190.648534447 0.7687999999999999 0.35725 0.48050000000000004 0.7482666666666667 0.5856216666666668 0.6041799999999999 0.6823099999999999
12 002493.XSHE 公用事业 764.8449207071696 15.79770066756341 2.6199965974898927 1.2119681206357198 0.04824115627361239 0.2745682662775317 0.36569770060840134 0.2331584313093974 0.3918618904610021 2.6203064197923434 0.2961806105971577 0.49164558185506296 0.05591488284902999 0.3799633876140267 6209557.735193415 0.7396666666666668 0.7696666666666667 0.8005 0.5735333333333332 0.7442200000000001 0.7516666666666668 0.7579166666666667
13 002644.XSHE 金融 839.9424164566124 16.916734480024346 2.28916341189791 1.3705629491694147 0.04822900929008264 0.18975076751870767 0.5320573460210377 0.2219749500140537 0.35976356010913413 1.3565664564319762 0.23672948833090748 0.5072623435569518 0.0050815109024355265 0.25845427600471593 8450451.488785475 0.7500666666666667 0.6450166666666667 0.7598333333333334 0.8503333333333333 0.7305316666666667 0.7080466666666667 0.7529966666666666
14 001780.XSHE 公用事业 801.9802924618015 13.772424603657193 0.8590510563530016 4.19706385687806 0.04818838249711545 0.22986922329411613 0.2833331429954144 0.12350791773043648 0.21278511916697024 1.1523057867552045 -0.0648224440534458 0.5509495626130745 0.08884655588699109 0.31195764066996007 7098715.841188934 0.8149 0.4713333333333334 0.5711666666666666 0.716 0.6531933333333333 0.6774733333333333 0.7417799999999999
15 000399.XSHE 公用事业 387.61534025145244 9.039177525207071 1.6596304168513085 1.7146112701326077 0.048155732969244 0.28384556518319654 0.5669627704370993 0.05179885856348623 0.15452672245926927 1.4084941726890468 -0.04367373281187992 0.3352846710907796 0.0068374772392984845 0.5655042096928322 8801050.757650437 0.8554999999999999 0.6376000000000001 0.46699999999999997 0.40313333333333334 0.6671933333333333 0.76834 0.7389499999999999
16 001724.XSHE 科技 68.17251811542266 21.502485886720958 1.6986993864351074 5.109905918635655 0.04795967432292608 0.2631556093690292 0.47133048185250526 0.22222383367255424 0.29322044766593275 1.1397921148217403 -0.19295561833387867 -0.26837921717200613 0.05267289444557804 0.5070488807054355 6081490.031021973 0.6653 0.6970833333333333 0.022500000000000003 0.38239999999999996 0.517985 0.6780133333333334 0.47245999999999994
17 001653.XSHE 科技 720.187788769312 7.264531982059878 1.1065360321284714 1.8112622849100195 0.04771893001104466 0.15814112481710785 0.4745147050468171 0.0832518856602793 0.2865692120381818 2.677864147125332 -0.05393172195290645 0.08085545629943086 0.03838502951981087 0.2006815312164225 9113715.995919317 0.9092666666666667 0.5432333333333333 0.32066666666666666 0.9636 0.6871700000000001 0.7628533333333333 0.7326866666666666
18 001189.XSHE 消费 518.2213552250743 11.597655072192904 1.5032750385098912 3.6240302379854015 0.04771156787382108 0.22563702013844422 0.5320801322625913 0.06146485417288117 0.7514416642791413 2.0210378954598 0.07897274433590656 0.23738148259123124 0.08054950979666008 0.2544319617465427 7253737.425836486 0.8039666666666667 0.5338 0.4993333333333333 0.8084 0.6624333333333334 0.6959000000000001 0.7125766666666666
19 000226.XSHE 科技 109.17720822355956 5.010216719821499 1.1287425514052933 4.248976164107304 0.0477076863559589 0.253605891769788 0.4801574318541191 0.21529678819621428 0.2945415701369255 1.9690746853771048 0.4184254545784649 0.3215500873160098 0.08915454499973387 0.23966008325778856 9648890.775895176 0.8739 0.7473166666666666 0.79 0.9257333333333333 0.8243283333333333 0.8232666666666667 0.84873
20 000844.XSHE 材料 387.032727244185 12.265145871481447 2.6049120393091076 8.780360040124076 0.0472539598903916 0.11417463661614131 0.22519116319465324 0.20602676983901844 0.39138745638633315 1.0995075828272864 0.03869700592894972 -0.25485911335572403 0.024520054592816545 0.3123893319632665 6528737.6314688595 0.6147 0.36558333333333337 0.1965 0.6924666666666668 0.4641016666666667 0.5150533333333334 0.48924
21 000100.XSHE 工业 899.4813309309123 17.112270694623312 1.764832484503009 5.002237728656323 0.046961206808560335 0.24353366467685678 0.47735881050901385 0.171965343088492 0.17508695743422728 2.6148839771890873 0.29669207348236953 0.4900048439595221 0.06833323448232849 0.41811683900253965 8801959.352373837 0.7017000000000001 0.7505000000000001 0.7998333333333334 0.6200666666666668 0.7278033333333334 0.7212200000000001 0.73114
value-investing/selection_results/low_volatility_portfolio.csv
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stock_code,industry,market_cap,pe_ratio,pb_ratio,ps_ratio,dividend_yield,roe,gross_margin,net_margin,debt_to_equity,current_ratio,revenue_growth,profit_growth,fcf_yield,volatility,liquidity,value_score,quality_score,growth_score,risk_score,composite_score,value_quality,value_growth
001425.XSHE,公用事业,402.39395774987696,16.04545081425187,1.2087524663411173,3.3122332394457983,0.02557541823828194,0.1419223806340883,0.5687710682521478,0.15406372164876767,0.811312750659943,2.4851624467432627,-0.09377787434500728,0.1497938745236447,0.0453571019423005,0.20073772676729665,9301992.257458799,0.7457000000000001,0.57275,0.32416666666666666,0.9708666666666665,0.632025,0.6765200000000001,0.61924
001268.XSHE,医药,279.79862940724473,8.027807581468155,1.072315351475991,0.9957580490692303,0.049077069652215644,0.24206898694988066,0.5286222801831969,0.1274110825204173,0.6138024389832373,2.420637048382087,0.4307590969474767,-0.031653253049903546,0.08260557504884682,0.2013960423407617,9309931.404565386,0.9231666666666667,0.6652333333333333,0.6053333333333333,0.9700666666666666,0.78691,0.8199933333333334,0.8278166666666666
001653.XSHE,科技,720.187788769312,7.264531982059878,1.1065360321284714,1.8112622849100195,0.04771893001104466,0.15814112481710785,0.4745147050468171,0.0832518856602793,0.2865692120381818,2.677864147125332,-0.05393172195290645,0.08085545629943086,0.03838502951981087,0.2006815312164225,9113715.995919317,0.9092666666666667,0.5432333333333333,0.32066666666666666,0.9636,0.6871700000000001,0.7628533333333333,0.7326866666666666
002799.XSHE,金融,461.13291012472797,21.385447557867742,0.7046894366252356,3.821707114391258,0.025132466731114113,0.13231893230561442,0.2815274720739533,0.11683154516942625,0.30301703435479943,1.7660699120395502,0.14694193933243604,0.2983744418220418,0.025732379876995105,0.21224590588253475,9345607.004001338,0.7153666666666667,0.38076666666666664,0.5818333333333333,0.9576666666666667,0.61251,0.5815266666666666,0.6753066666666666
001580.XSHE,消费,947.4994458439256,21.045151452959992,1.4202695241175811,7.760094596501931,0.019647221968667996,0.2194184436920117,0.37469467111785637,0.08279242376361495,0.9383899108285635,1.6652102984640837,0.25325516589198815,-0.07710698907380907,0.08720431818754941,0.21180194367966376,9296083.31483544,0.5791,0.42233333333333334,0.45,0.9561333333333334,0.5439533333333334,0.5163933333333333,0.54037
001061.XSHE,金融,804.7897672662112,20.343288813934485,1.2673867522719888,4.4336518846842035,0.036073854136700854,0.2102380549620439,0.25588407625966336,0.24747204090706687,0.3692934618252987,2.356994394943924,-0.00208867100564283,-0.07457993596608799,0.03509637710507015,0.22176353112635008,9617208.840643412,0.6978333333333333,0.6346999999999999,0.26816666666666666,0.9549999999999998,0.6186766666666667,0.67258,0.5689333333333333
001383.XSHE,消费,246.72201875031246,21.14341297442999,0.6537901506848933,2.1123726776047933,0.028961059478555342,0.17036572940934624,0.5046507891157179,0.12690910252850765,0.9665916074046141,1.8117582154872311,0.2748233251897042,0.15404957649472267,0.07892707880622864,0.21422916681361592,9319322.496083945,0.7666333333333334,0.47861666666666663,0.5941666666666667,0.9546000000000001,0.6645316666666667,0.6514266666666666,0.7148933333333334
000865.XSHE,医药,598.3398923978233,28.182516277396495,2.827043996509987,2.8188984386797222,0.003782234032867482,0.24873773320616926,0.253570997266262,0.21172085043476696,0.562858353105727,1.2198499465983372,-0.03692105577912693,0.14625934906970148,0.027234834745503977,0.21842643828282365,9272466.289251888,0.485,0.5422,0.3656666666666667,0.9460666666666666,0.5244,0.50788,0.4492
001791.XSHE,工业,113.62493142400794,11.425353650054811,2.804105250989417,4.560780065803613,0.01742528999157955,0.2804494391258772,0.5827072868859401,0.20950470948832112,0.8754507437824179,1.7489520069326328,0.4410413512949391,-0.14257989847502647,0.06495937841334436,0.21126177030501025,8745028.547489502,0.6332333333333333,0.7487,0.5473333333333333,0.9361999999999999,0.6809900000000001,0.67942,0.6074633333333332
000226.XSHE,科技,109.17720822355956,5.010216719821499,1.1287425514052933,4.248976164107304,0.0477076863559589,0.253605891769788,0.4801574318541191,0.21529678819621428,0.2945415701369255,1.9690746853771048,0.4184254545784649,0.3215500873160098,0.08915454499973387,0.23966008325778856,9648890.775895176,0.8739,0.7473166666666666,0.79,0.9257333333333333,0.8243283333333333,0.8232666666666667,0.84873
001634.XSHE,材料,567.0412678080128,8.48676319499672,1.7085071327928847,1.5787681665131914,0.001449637249948993,0.1761561707329244,0.45910839536560183,0.19649002317346126,0.46912905829766793,1.6160217954105474,0.07722934114740504,0.4999556240424331,0.06103019741788571,0.24455329271470447,9667215.315179722,0.7677333333333335,0.5738000000000001,0.6446666666666667,0.9198,0.7001466666666667,0.6901600000000001,0.7308133333333334
000071.XSHE,科技,607.2780400167004,27.5026216635989,2.152263315627602,6.48506778674197,0.00726164345381719,0.13115431057786936,0.3927564925081758,0.09709002912538862,0.9449011139450701,1.772772085924762,0.3986495383652008,0.5212738522250394,0.08399924448252681,0.23470264242705188,9256516.948429279,0.47126666666666667,0.34275,0.8843333333333333,0.9166666666666667,0.5598650000000001,0.41986,0.5951866666666666
001024.XSHE,科技,390.77974914616277,25.626356574183777,2.418827254213878,1.1600598563935531,0.010433381225579592,0.25962067264145605,0.5062352950574726,0.06847880578741715,0.1384002762730245,2.4638122515419285,0.3327759092282352,-0.20310614817810302,0.030087566362431897,0.24725318702567703,9537133.494535854,0.5895333333333334,0.6742,0.43700000000000006,0.9103999999999999,0.6165133333333334,0.6234,0.5437733333333333
001176.XSHE,材料,323.03911664230077,6.504060759597669,1.9647650215676093,2.5881067636382755,0.0018353991402314197,0.19209029560894364,0.26044006366983946,0.1354349579346019,0.14999219359144061,1.6865642517744213,0.3790350227086617,-0.029172700200715756,0.02359068444211844,0.22969037256949512,8817871.24107296,0.7494000000000001,0.4736,0.5706666666666667,0.9092666666666667,0.6469,0.6390800000000001,0.6957800000000001
002703.XSHE,公用事业,169.27230040355323,28.32798319848793,1.8744426170736452,5.77742733367466,0.011314131364683384,0.26634270037526453,0.25038671052187456,0.1659014884868755,0.11529975855484798,2.9745894299925224,0.39166281424921356,0.4919604377384045,0.09444495690957536,0.24279248349492294,9337613.643775953,0.5049333333333333,0.69445,0.8633333333333333,0.9084000000000001,0.673815,0.58074,0.6124533333333333
002876.XSHE,科技,509.12957071800895,8.541395383792958,2.720751638326775,5.888063189810771,0.01009704322559913,0.18369671885827876,0.526300634982846,0.2471535211649627,0.5322860869067965,2.013935124720094,0.2040115923102437,0.43840451123041924,0.062362774951786576,0.24464386664474716,9414892.972304298,0.6255333333333334,0.6899833333333334,0.7008333333333333,0.9083333333333333,0.6882083333333333,0.6513133333333334,0.6481233333333334
002155.XSHE,公用事业,78.94050199351211,15.771642635392086,2.837519538760569,3.261178128971,0.03645516417974381,0.2467673756809829,0.5033786800030302,0.1627209845108323,0.1813353155862659,1.6316387593026112,0.2839738125490461,-0.09601790361913162,0.049112756425593575,0.2169969291676213,8064353.338404363,0.6558999999999999,0.6864166666666667,0.46399999999999997,0.9018,0.651265,0.6681066666666666,0.5983299999999999
002892.XSHE,材料,564.2066053945941,6.111378395875008,2.937590708151778,3.6383980426410796,0.015466338710840594,0.24703600349197774,0.4019507205742398,0.11588657611309737,0.10651781419349515,1.2737337157675865,0.4126877427059315,0.3740358028928221,0.00865293713977795,0.2118455869964728,7875885.0491024,0.6879333333333332,0.5668833333333333,0.815,0.9005333333333334,0.6982916666666666,0.6395133333333333,0.7260533333333331
002262.XSHE,公用事业,748.1795550251495,12.188725710527489,1.1610345599500067,6.395312356480487,0.01462982218119714,0.11046740902844758,0.3568108224315908,0.11883270535036079,0.676078826591159,1.0082263231781947,-0.03634972745031501,0.05231231156538119,0.031188740318861808,0.2276474445805038,8391390.077701127,0.6979000000000001,0.2951,0.319,0.8966666666666666,0.5211566666666667,0.53678,0.58423
000482.XSHE,能源,812.5111443059249,15.905916281154303,1.4495301126838673,6.125806714077573,0.04213595617697343,0.13872946009117681,0.38701610490674765,0.214028813590374,0.6411591502419208,1.1360981100099279,0.06480408670048986,-0.10019564827277046,0.062021179970382034,0.2070444493451794,7634185.351074087,0.7042666666666667,0.4529166666666667,0.3026666666666667,0.8957333333333333,0.5676883333333334,0.6037266666666667,0.5837866666666667
1 stock_code industry market_cap pe_ratio pb_ratio ps_ratio dividend_yield roe gross_margin net_margin debt_to_equity current_ratio revenue_growth profit_growth fcf_yield volatility liquidity value_score quality_score growth_score risk_score composite_score value_quality value_growth
2 001425.XSHE 公用事业 402.39395774987696 16.04545081425187 1.2087524663411173 3.3122332394457983 0.02557541823828194 0.1419223806340883 0.5687710682521478 0.15406372164876767 0.811312750659943 2.4851624467432627 -0.09377787434500728 0.1497938745236447 0.0453571019423005 0.20073772676729665 9301992.257458799 0.7457000000000001 0.57275 0.32416666666666666 0.9708666666666665 0.632025 0.6765200000000001 0.61924
3 001268.XSHE 医药 279.79862940724473 8.027807581468155 1.072315351475991 0.9957580490692303 0.049077069652215644 0.24206898694988066 0.5286222801831969 0.1274110825204173 0.6138024389832373 2.420637048382087 0.4307590969474767 -0.031653253049903546 0.08260557504884682 0.2013960423407617 9309931.404565386 0.9231666666666667 0.6652333333333333 0.6053333333333333 0.9700666666666666 0.78691 0.8199933333333334 0.8278166666666666
4 001653.XSHE 科技 720.187788769312 7.264531982059878 1.1065360321284714 1.8112622849100195 0.04771893001104466 0.15814112481710785 0.4745147050468171 0.0832518856602793 0.2865692120381818 2.677864147125332 -0.05393172195290645 0.08085545629943086 0.03838502951981087 0.2006815312164225 9113715.995919317 0.9092666666666667 0.5432333333333333 0.32066666666666666 0.9636 0.6871700000000001 0.7628533333333333 0.7326866666666666
5 002799.XSHE 金融 461.13291012472797 21.385447557867742 0.7046894366252356 3.821707114391258 0.025132466731114113 0.13231893230561442 0.2815274720739533 0.11683154516942625 0.30301703435479943 1.7660699120395502 0.14694193933243604 0.2983744418220418 0.025732379876995105 0.21224590588253475 9345607.004001338 0.7153666666666667 0.38076666666666664 0.5818333333333333 0.9576666666666667 0.61251 0.5815266666666666 0.6753066666666666
6 001580.XSHE 消费 947.4994458439256 21.045151452959992 1.4202695241175811 7.760094596501931 0.019647221968667996 0.2194184436920117 0.37469467111785637 0.08279242376361495 0.9383899108285635 1.6652102984640837 0.25325516589198815 -0.07710698907380907 0.08720431818754941 0.21180194367966376 9296083.31483544 0.5791 0.42233333333333334 0.45 0.9561333333333334 0.5439533333333334 0.5163933333333333 0.54037
7 001061.XSHE 金融 804.7897672662112 20.343288813934485 1.2673867522719888 4.4336518846842035 0.036073854136700854 0.2102380549620439 0.25588407625966336 0.24747204090706687 0.3692934618252987 2.356994394943924 -0.00208867100564283 -0.07457993596608799 0.03509637710507015 0.22176353112635008 9617208.840643412 0.6978333333333333 0.6346999999999999 0.26816666666666666 0.9549999999999998 0.6186766666666667 0.67258 0.5689333333333333
8 001383.XSHE 消费 246.72201875031246 21.14341297442999 0.6537901506848933 2.1123726776047933 0.028961059478555342 0.17036572940934624 0.5046507891157179 0.12690910252850765 0.9665916074046141 1.8117582154872311 0.2748233251897042 0.15404957649472267 0.07892707880622864 0.21422916681361592 9319322.496083945 0.7666333333333334 0.47861666666666663 0.5941666666666667 0.9546000000000001 0.6645316666666667 0.6514266666666666 0.7148933333333334
9 000865.XSHE 医药 598.3398923978233 28.182516277396495 2.827043996509987 2.8188984386797222 0.003782234032867482 0.24873773320616926 0.253570997266262 0.21172085043476696 0.562858353105727 1.2198499465983372 -0.03692105577912693 0.14625934906970148 0.027234834745503977 0.21842643828282365 9272466.289251888 0.485 0.5422 0.3656666666666667 0.9460666666666666 0.5244 0.50788 0.4492
10 001791.XSHE 工业 113.62493142400794 11.425353650054811 2.804105250989417 4.560780065803613 0.01742528999157955 0.2804494391258772 0.5827072868859401 0.20950470948832112 0.8754507437824179 1.7489520069326328 0.4410413512949391 -0.14257989847502647 0.06495937841334436 0.21126177030501025 8745028.547489502 0.6332333333333333 0.7487 0.5473333333333333 0.9361999999999999 0.6809900000000001 0.67942 0.6074633333333332
11 000226.XSHE 科技 109.17720822355956 5.010216719821499 1.1287425514052933 4.248976164107304 0.0477076863559589 0.253605891769788 0.4801574318541191 0.21529678819621428 0.2945415701369255 1.9690746853771048 0.4184254545784649 0.3215500873160098 0.08915454499973387 0.23966008325778856 9648890.775895176 0.8739 0.7473166666666666 0.79 0.9257333333333333 0.8243283333333333 0.8232666666666667 0.84873
12 001634.XSHE 材料 567.0412678080128 8.48676319499672 1.7085071327928847 1.5787681665131914 0.001449637249948993 0.1761561707329244 0.45910839536560183 0.19649002317346126 0.46912905829766793 1.6160217954105474 0.07722934114740504 0.4999556240424331 0.06103019741788571 0.24455329271470447 9667215.315179722 0.7677333333333335 0.5738000000000001 0.6446666666666667 0.9198 0.7001466666666667 0.6901600000000001 0.7308133333333334
13 000071.XSHE 科技 607.2780400167004 27.5026216635989 2.152263315627602 6.48506778674197 0.00726164345381719 0.13115431057786936 0.3927564925081758 0.09709002912538862 0.9449011139450701 1.772772085924762 0.3986495383652008 0.5212738522250394 0.08399924448252681 0.23470264242705188 9256516.948429279 0.47126666666666667 0.34275 0.8843333333333333 0.9166666666666667 0.5598650000000001 0.41986 0.5951866666666666
14 001024.XSHE 科技 390.77974914616277 25.626356574183777 2.418827254213878 1.1600598563935531 0.010433381225579592 0.25962067264145605 0.5062352950574726 0.06847880578741715 0.1384002762730245 2.4638122515419285 0.3327759092282352 -0.20310614817810302 0.030087566362431897 0.24725318702567703 9537133.494535854 0.5895333333333334 0.6742 0.43700000000000006 0.9103999999999999 0.6165133333333334 0.6234 0.5437733333333333
15 001176.XSHE 材料 323.03911664230077 6.504060759597669 1.9647650215676093 2.5881067636382755 0.0018353991402314197 0.19209029560894364 0.26044006366983946 0.1354349579346019 0.14999219359144061 1.6865642517744213 0.3790350227086617 -0.029172700200715756 0.02359068444211844 0.22969037256949512 8817871.24107296 0.7494000000000001 0.4736 0.5706666666666667 0.9092666666666667 0.6469 0.6390800000000001 0.6957800000000001
16 002703.XSHE 公用事业 169.27230040355323 28.32798319848793 1.8744426170736452 5.77742733367466 0.011314131364683384 0.26634270037526453 0.25038671052187456 0.1659014884868755 0.11529975855484798 2.9745894299925224 0.39166281424921356 0.4919604377384045 0.09444495690957536 0.24279248349492294 9337613.643775953 0.5049333333333333 0.69445 0.8633333333333333 0.9084000000000001 0.673815 0.58074 0.6124533333333333
17 002876.XSHE 科技 509.12957071800895 8.541395383792958 2.720751638326775 5.888063189810771 0.01009704322559913 0.18369671885827876 0.526300634982846 0.2471535211649627 0.5322860869067965 2.013935124720094 0.2040115923102437 0.43840451123041924 0.062362774951786576 0.24464386664474716 9414892.972304298 0.6255333333333334 0.6899833333333334 0.7008333333333333 0.9083333333333333 0.6882083333333333 0.6513133333333334 0.6481233333333334
18 002155.XSHE 公用事业 78.94050199351211 15.771642635392086 2.837519538760569 3.261178128971 0.03645516417974381 0.2467673756809829 0.5033786800030302 0.1627209845108323 0.1813353155862659 1.6316387593026112 0.2839738125490461 -0.09601790361913162 0.049112756425593575 0.2169969291676213 8064353.338404363 0.6558999999999999 0.6864166666666667 0.46399999999999997 0.9018 0.651265 0.6681066666666666 0.5983299999999999
19 002892.XSHE 材料 564.2066053945941 6.111378395875008 2.937590708151778 3.6383980426410796 0.015466338710840594 0.24703600349197774 0.4019507205742398 0.11588657611309737 0.10651781419349515 1.2737337157675865 0.4126877427059315 0.3740358028928221 0.00865293713977795 0.2118455869964728 7875885.0491024 0.6879333333333332 0.5668833333333333 0.815 0.9005333333333334 0.6982916666666666 0.6395133333333333 0.7260533333333331
20 002262.XSHE 公用事业 748.1795550251495 12.188725710527489 1.1610345599500067 6.395312356480487 0.01462982218119714 0.11046740902844758 0.3568108224315908 0.11883270535036079 0.676078826591159 1.0082263231781947 -0.03634972745031501 0.05231231156538119 0.031188740318861808 0.2276474445805038 8391390.077701127 0.6979000000000001 0.2951 0.319 0.8966666666666666 0.5211566666666667 0.53678 0.58423
21 000482.XSHE 能源 812.5111443059249 15.905916281154303 1.4495301126838673 6.125806714077573 0.04213595617697343 0.13872946009117681 0.38701610490674765 0.214028813590374 0.6411591502419208 1.1360981100099279 0.06480408670048986 -0.10019564827277046 0.062021179970382034 0.2070444493451794 7634185.351074087 0.7042666666666667 0.4529166666666667 0.3026666666666667 0.8957333333333333 0.5676883333333334 0.6037266666666667 0.5837866666666667
value-investing/selection_results/main_portfolio.csv
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stock_code,industry,market_cap,pe_ratio,pb_ratio,ps_ratio,dividend_yield,roe,gross_margin,net_margin,debt_to_equity,current_ratio,revenue_growth,profit_growth,fcf_yield,volatility,liquidity,value_score,quality_score,growth_score,risk_score,composite_score,weight
000226.XSHE,科技,109.17720822355956,5.010216719821499,1.1287425514052933,4.248976164107304,0.0477076863559589,0.253605891769788,0.4801574318541191,0.21529678819621428,0.2945415701369255,1.9690746853771048,0.4184254545784649,0.3215500873160098,0.08915454499973387,0.23966008325778856,9648890.775895176,0.8739,0.7473166666666666,0.79,0.9257333333333333,0.8243283333333333,0.05715286415469868
001268.XSHE,医药,279.79862940724473,8.027807581468155,1.072315351475991,0.9957580490692303,0.049077069652215644,0.24206898694988066,0.5286222801831969,0.1274110825204173,0.6138024389832373,2.420637048382087,0.4307590969474767,-0.031653253049903546,0.08260557504884682,0.2013960423407617,9309931.404565386,0.9231666666666667,0.6652333333333333,0.6053333333333333,0.9700666666666666,0.78691,0.05455855211249636
000013.XSHE,消费,957.747511157188,9.113989631771219,0.601558624410697,3.606287420806023,0.03737873180270552,0.2063020804357325,0.5997197903853994,0.24658104657193797,0.9505376070454739,2.9012558539682662,0.08090618404015973,0.3206114848079868,0.09619366813923613,0.3506073404198685,9949458.485359829,0.8629000000000001,0.77745,0.547,0.7699333333333334,0.7647883333333334,0.053024798438443925
002493.XSHE,公用事业,764.8449207071696,15.79770066756341,2.6199965974898927,1.2119681206357198,0.04824115627361239,0.2745682662775317,0.36569770060840134,0.2331584313093974,0.3918618904610021,2.6203064197923434,0.2961806105971577,0.49164558185506296,0.05591488284902999,0.3799633876140267,6209557.735193415,0.7396666666666668,0.7696666666666667,0.8005,0.5735333333333332,0.7442200000000001,0.051598741473817905
002644.XSHE,金融,839.9424164566124,16.916734480024346,2.28916341189791,1.3705629491694147,0.04822900929008264,0.18975076751870767,0.5320573460210377,0.2219749500140537,0.35976356010913413,1.3565664564319762,0.23672948833090748,0.5072623435569518,0.0050815109024355265,0.25845427600471593,8450451.488785475,0.7500666666666667,0.6450166666666667,0.7598333333333334,0.8503333333333333,0.7305316666666667,0.050649693110599886
000100.XSHE,工业,899.4813309309123,17.112270694623312,1.764832484503009,5.002237728656323,0.046961206808560335,0.24353366467685678,0.47735881050901385,0.171965343088492,0.17508695743422728,2.6148839771890873,0.29669207348236953,0.4900048439595221,0.06833323448232849,0.41811683900253965,8801959.352373837,0.7017000000000001,0.7505000000000001,0.7998333333333334,0.6200666666666668,0.7278033333333334,0.05046053054264812
001156.XSHE,金融,445.679210308685,10.843565603804647,2.5201027516675554,6.282531514886608,0.04180564024638439,0.2273506924298328,0.524447149096278,0.21604870559408149,0.3365900948297246,1.1318272934078417,0.4927777464510616,0.5137169854424899,0.07184638620686991,0.3755756427713582,8520204.279617762,0.6737000000000001,0.6670833333333333,0.9451666666666667,0.6738666666666666,0.7260250000000001,0.05033723398797217
000420.XSHE,能源,441.9907488061926,20.24705670902633,2.349322736161565,3.111629206081287,0.022341711525996434,0.25564593304035804,0.560853547378802,0.19471564232822988,0.8663560066874512,2.2276078512396014,0.47022515485216543,0.5883574238113869,0.05410290208745952,0.4105104806781332,8399837.57590355,0.6256000000000002,0.7256166666666667,0.9733333333333334,0.6142,0.7240116666666667,0.05019764426159114
002648.XSHE,消费,431.9258560438287,14.85766278769475,2.836760370778721,6.30211070206594,0.03485706752461995,0.2725390906433486,0.44059718118997654,0.2399932176181475,0.9226063687005813,2.9658342320623725,0.3759930263726251,0.5702052357509914,0.08144451422960564,0.38010380029723284,7983135.758676698,0.5963333333333333,0.7787499999999999,0.8973333333333333,0.6458,0.7162049999999999,0.049656387408636884
000387.XSHE,消费,58.86503883573863,20.431834824163815,1.4452130178143132,1.027097449645151,0.03349713066818832,0.2931774933903466,0.5929875383146775,0.1725000755715617,0.5143901750320201,2.8237609277549187,-0.1554037204131807,0.5523299809731517,0.03191544598969276,0.3976612894392383,7312708.180717498,0.7511333333333333,0.8512,0.504,0.5924,0.7158533333333332,0.04963200542828391
000881.XSHE,工业,831.3012549848645,15.097234090990797,2.8171737898730242,4.541596345435283,0.04678275647047723,0.2303135243574349,0.4263734994768189,0.2197172378400011,0.40335508160438976,2.3296718127374696,0.28975895982996336,0.4687127834030151,0.07230733734948085,0.26749470227894745,6347250.188588249,0.6580333333333335,0.7082333333333334,0.7805,0.7526666666666667,0.7070500000000002,0.049021647038594705
002343.XSHE,金融,501.8163822309079,10.451995756744344,1.8231786951799958,4.822604806916094,0.016154437364727613,0.27053557855646526,0.38600080521067714,0.22391394898852923,0.5957462252929556,2.5110670686786802,0.2960389714366187,0.43400869416955395,0.06516933714956426,0.5070865745947567,9647329.569730304,0.702,0.7323000000000002,0.7698333333333334,0.5248666666666667,0.7069433333333335,0.049014251556402336
002826.XSHE,能源,953.0061799066885,13.720510851050967,1.5903977287435147,0.9804678777505985,0.011726543599263712,0.28632406123434617,0.4260206345161613,0.1911229925501453,0.9733293231957507,2.1561938618560514,0.04038451202356621,0.4505706685962064,0.08305422539034614,0.23817261390560926,5706151.255704959,0.7623333333333335,0.6733833333333333,0.5893333333333334,0.7718666666666666,0.7020016666666667,0.04867163273295884
001634.XSHE,材料,567.0412678080128,8.48676319499672,1.7085071327928847,1.5787681665131914,0.001449637249948993,0.1761561707329244,0.45910839536560183,0.19649002317346126,0.46912905829766793,1.6160217954105474,0.07722934114740504,0.4999556240424331,0.06103019741788571,0.24455329271470447,9667215.315179722,0.7677333333333335,0.5738000000000001,0.6446666666666667,0.9198,0.7001466666666667,0.04854302067545711
002892.XSHE,材料,564.2066053945941,6.111378395875008,2.937590708151778,3.6383980426410796,0.015466338710840594,0.24703600349197774,0.4019507205742398,0.11588657611309737,0.10651781419349515,1.2737337157675865,0.4126877427059315,0.3740358028928221,0.00865293713977795,0.2118455869964728,7875885.0491024,0.6879333333333332,0.5668833333333333,0.815,0.9005333333333334,0.6982916666666666,0.04841440861795538
000656.XSHE,工业,277.8804071181475,18.543484383422975,1.3156261499819837,3.443477829512944,0.04162447372097243,0.13350366768941357,0.27609595352351957,0.2202942027773755,0.3696367565660429,1.9933323618867016,0.47977638608748213,0.46752358494882496,0.09089056507734973,0.42070986769070523,9372294.67609116,0.7443333333333333,0.49449999999999994,0.911,0.6384000000000001,0.6921233333333333,0.04798674174929961
002432.XSHE,公用事业,222.12411509757865,9.208405561905927,0.963687620439422,8.266068883356333,0.01634393948826598,0.2804586274917768,0.5543609510730255,0.2012122224011075,0.36212737546146123,1.9143500551072372,-0.015382911933605248,0.4998224095440597,0.09583702328827193,0.3920099569514287,6662207.107408486,0.7028333333333333,0.7921833333333335,0.5776666666666667,0.5760000000000001,0.6919216666666668,0.047972759665779664
002499.XSHE,消费,553.4435575837213,20.552907600535526,2.288695965901825,3.9813381402298065,0.0372540085581109,0.146672873659697,0.511549459302385,0.177457129362888,0.14828560755123515,2.0209004693524877,0.32985130322757344,0.5992608717018963,0.04343197722016388,0.3259906176037721,8511694.477172567,0.6368666666666667,0.6114833333333333,0.8828333333333334,0.7494000000000001,0.6896983333333333,0.0478186100838324
002876.XSHE,科技,509.12957071800895,8.541395383792958,2.720751638326775,5.888063189810771,0.01009704322559913,0.18369671885827876,0.526300634982846,0.2471535211649627,0.5322860869067965,2.013935124720094,0.2040115923102437,0.43840451123041924,0.062362774951786576,0.24464386664474716,9414892.972304298,0.6255333333333334,0.6899833333333334,0.7008333333333333,0.9083333333333333,0.6882083333333333,0.0477153044419577
001530.XSHE,医药,650.6680459557579,9.552452882589645,2.415001449635229,3.4380543485258017,0.01831515726311695,0.2277189068958856,0.47594065149852055,0.24250574131731106,0.947034436084118,1.3502215385877152,0.43719008915259067,0.19131423885056137,0.029118745881855892,0.3677686708063414,9717424.971975027,0.7050000000000002,0.6176833333333334,0.7271666666666666,0.7342,0.6861583333333334,0.04757317251857305
1 stock_code industry market_cap pe_ratio pb_ratio ps_ratio dividend_yield roe gross_margin net_margin debt_to_equity current_ratio revenue_growth profit_growth fcf_yield volatility liquidity value_score quality_score growth_score risk_score composite_score weight
2 000226.XSHE 科技 109.17720822355956 5.010216719821499 1.1287425514052933 4.248976164107304 0.0477076863559589 0.253605891769788 0.4801574318541191 0.21529678819621428 0.2945415701369255 1.9690746853771048 0.4184254545784649 0.3215500873160098 0.08915454499973387 0.23966008325778856 9648890.775895176 0.8739 0.7473166666666666 0.79 0.9257333333333333 0.8243283333333333 0.05715286415469868
3 001268.XSHE 医药 279.79862940724473 8.027807581468155 1.072315351475991 0.9957580490692303 0.049077069652215644 0.24206898694988066 0.5286222801831969 0.1274110825204173 0.6138024389832373 2.420637048382087 0.4307590969474767 -0.031653253049903546 0.08260557504884682 0.2013960423407617 9309931.404565386 0.9231666666666667 0.6652333333333333 0.6053333333333333 0.9700666666666666 0.78691 0.05455855211249636
4 000013.XSHE 消费 957.747511157188 9.113989631771219 0.601558624410697 3.606287420806023 0.03737873180270552 0.2063020804357325 0.5997197903853994 0.24658104657193797 0.9505376070454739 2.9012558539682662 0.08090618404015973 0.3206114848079868 0.09619366813923613 0.3506073404198685 9949458.485359829 0.8629000000000001 0.77745 0.547 0.7699333333333334 0.7647883333333334 0.053024798438443925
5 002493.XSHE 公用事业 764.8449207071696 15.79770066756341 2.6199965974898927 1.2119681206357198 0.04824115627361239 0.2745682662775317 0.36569770060840134 0.2331584313093974 0.3918618904610021 2.6203064197923434 0.2961806105971577 0.49164558185506296 0.05591488284902999 0.3799633876140267 6209557.735193415 0.7396666666666668 0.7696666666666667 0.8005 0.5735333333333332 0.7442200000000001 0.051598741473817905
6 002644.XSHE 金融 839.9424164566124 16.916734480024346 2.28916341189791 1.3705629491694147 0.04822900929008264 0.18975076751870767 0.5320573460210377 0.2219749500140537 0.35976356010913413 1.3565664564319762 0.23672948833090748 0.5072623435569518 0.0050815109024355265 0.25845427600471593 8450451.488785475 0.7500666666666667 0.6450166666666667 0.7598333333333334 0.8503333333333333 0.7305316666666667 0.050649693110599886
7 000100.XSHE 工业 899.4813309309123 17.112270694623312 1.764832484503009 5.002237728656323 0.046961206808560335 0.24353366467685678 0.47735881050901385 0.171965343088492 0.17508695743422728 2.6148839771890873 0.29669207348236953 0.4900048439595221 0.06833323448232849 0.41811683900253965 8801959.352373837 0.7017000000000001 0.7505000000000001 0.7998333333333334 0.6200666666666668 0.7278033333333334 0.05046053054264812
8 001156.XSHE 金融 445.679210308685 10.843565603804647 2.5201027516675554 6.282531514886608 0.04180564024638439 0.2273506924298328 0.524447149096278 0.21604870559408149 0.3365900948297246 1.1318272934078417 0.4927777464510616 0.5137169854424899 0.07184638620686991 0.3755756427713582 8520204.279617762 0.6737000000000001 0.6670833333333333 0.9451666666666667 0.6738666666666666 0.7260250000000001 0.05033723398797217
9 000420.XSHE 能源 441.9907488061926 20.24705670902633 2.349322736161565 3.111629206081287 0.022341711525996434 0.25564593304035804 0.560853547378802 0.19471564232822988 0.8663560066874512 2.2276078512396014 0.47022515485216543 0.5883574238113869 0.05410290208745952 0.4105104806781332 8399837.57590355 0.6256000000000002 0.7256166666666667 0.9733333333333334 0.6142 0.7240116666666667 0.05019764426159114
10 002648.XSHE 消费 431.9258560438287 14.85766278769475 2.836760370778721 6.30211070206594 0.03485706752461995 0.2725390906433486 0.44059718118997654 0.2399932176181475 0.9226063687005813 2.9658342320623725 0.3759930263726251 0.5702052357509914 0.08144451422960564 0.38010380029723284 7983135.758676698 0.5963333333333333 0.7787499999999999 0.8973333333333333 0.6458 0.7162049999999999 0.049656387408636884
11 000387.XSHE 消费 58.86503883573863 20.431834824163815 1.4452130178143132 1.027097449645151 0.03349713066818832 0.2931774933903466 0.5929875383146775 0.1725000755715617 0.5143901750320201 2.8237609277549187 -0.1554037204131807 0.5523299809731517 0.03191544598969276 0.3976612894392383 7312708.180717498 0.7511333333333333 0.8512 0.504 0.5924 0.7158533333333332 0.04963200542828391
12 000881.XSHE 工业 831.3012549848645 15.097234090990797 2.8171737898730242 4.541596345435283 0.04678275647047723 0.2303135243574349 0.4263734994768189 0.2197172378400011 0.40335508160438976 2.3296718127374696 0.28975895982996336 0.4687127834030151 0.07230733734948085 0.26749470227894745 6347250.188588249 0.6580333333333335 0.7082333333333334 0.7805 0.7526666666666667 0.7070500000000002 0.049021647038594705
13 002343.XSHE 金融 501.8163822309079 10.451995756744344 1.8231786951799958 4.822604806916094 0.016154437364727613 0.27053557855646526 0.38600080521067714 0.22391394898852923 0.5957462252929556 2.5110670686786802 0.2960389714366187 0.43400869416955395 0.06516933714956426 0.5070865745947567 9647329.569730304 0.702 0.7323000000000002 0.7698333333333334 0.5248666666666667 0.7069433333333335 0.049014251556402336
14 002826.XSHE 能源 953.0061799066885 13.720510851050967 1.5903977287435147 0.9804678777505985 0.011726543599263712 0.28632406123434617 0.4260206345161613 0.1911229925501453 0.9733293231957507 2.1561938618560514 0.04038451202356621 0.4505706685962064 0.08305422539034614 0.23817261390560926 5706151.255704959 0.7623333333333335 0.6733833333333333 0.5893333333333334 0.7718666666666666 0.7020016666666667 0.04867163273295884
15 001634.XSHE 材料 567.0412678080128 8.48676319499672 1.7085071327928847 1.5787681665131914 0.001449637249948993 0.1761561707329244 0.45910839536560183 0.19649002317346126 0.46912905829766793 1.6160217954105474 0.07722934114740504 0.4999556240424331 0.06103019741788571 0.24455329271470447 9667215.315179722 0.7677333333333335 0.5738000000000001 0.6446666666666667 0.9198 0.7001466666666667 0.04854302067545711
16 002892.XSHE 材料 564.2066053945941 6.111378395875008 2.937590708151778 3.6383980426410796 0.015466338710840594 0.24703600349197774 0.4019507205742398 0.11588657611309737 0.10651781419349515 1.2737337157675865 0.4126877427059315 0.3740358028928221 0.00865293713977795 0.2118455869964728 7875885.0491024 0.6879333333333332 0.5668833333333333 0.815 0.9005333333333334 0.6982916666666666 0.04841440861795538
17 000656.XSHE 工业 277.8804071181475 18.543484383422975 1.3156261499819837 3.443477829512944 0.04162447372097243 0.13350366768941357 0.27609595352351957 0.2202942027773755 0.3696367565660429 1.9933323618867016 0.47977638608748213 0.46752358494882496 0.09089056507734973 0.42070986769070523 9372294.67609116 0.7443333333333333 0.49449999999999994 0.911 0.6384000000000001 0.6921233333333333 0.04798674174929961
18 002432.XSHE 公用事业 222.12411509757865 9.208405561905927 0.963687620439422 8.266068883356333 0.01634393948826598 0.2804586274917768 0.5543609510730255 0.2012122224011075 0.36212737546146123 1.9143500551072372 -0.015382911933605248 0.4998224095440597 0.09583702328827193 0.3920099569514287 6662207.107408486 0.7028333333333333 0.7921833333333335 0.5776666666666667 0.5760000000000001 0.6919216666666668 0.047972759665779664
19 002499.XSHE 消费 553.4435575837213 20.552907600535526 2.288695965901825 3.9813381402298065 0.0372540085581109 0.146672873659697 0.511549459302385 0.177457129362888 0.14828560755123515 2.0209004693524877 0.32985130322757344 0.5992608717018963 0.04343197722016388 0.3259906176037721 8511694.477172567 0.6368666666666667 0.6114833333333333 0.8828333333333334 0.7494000000000001 0.6896983333333333 0.0478186100838324
20 002876.XSHE 科技 509.12957071800895 8.541395383792958 2.720751638326775 5.888063189810771 0.01009704322559913 0.18369671885827876 0.526300634982846 0.2471535211649627 0.5322860869067965 2.013935124720094 0.2040115923102437 0.43840451123041924 0.062362774951786576 0.24464386664474716 9414892.972304298 0.6255333333333334 0.6899833333333334 0.7008333333333333 0.9083333333333333 0.6882083333333333 0.0477153044419577
21 001530.XSHE 医药 650.6680459557579 9.552452882589645 2.415001449635229 3.4380543485258017 0.01831515726311695 0.2277189068958856 0.47594065149852055 0.24250574131731106 0.947034436084118 1.3502215385877152 0.43719008915259067 0.19131423885056137 0.029118745881855892 0.3677686708063414 9717424.971975027 0.7050000000000002 0.6176833333333334 0.7271666666666666 0.7342 0.6861583333333334 0.04757317251857305
value-investing/selection_results/pure_value_portfolio.csv
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stock_code,industry,market_cap,pe_ratio,pb_ratio,ps_ratio,dividend_yield,roe,gross_margin,net_margin,debt_to_equity,current_ratio,revenue_growth,profit_growth,fcf_yield,volatility,liquidity,value_score,quality_score,growth_score,risk_score,composite_score
001268.XSHE,医药,279.79862940724473,8.027807581468155,1.072315351475991,0.9957580490692303,0.049077069652215644,0.24206898694988066,0.5286222801831969,0.1274110825204173,0.6138024389832373,2.420637048382087,0.4307590969474767,-0.031653253049903546,0.08260557504884682,0.2013960423407617,9309931.404565386,0.9231666666666667,0.6652333333333333,0.6053333333333333,0.9700666666666666,0.78691
001653.XSHE,科技,720.187788769312,7.264531982059878,1.1065360321284714,1.8112622849100195,0.04771893001104466,0.15814112481710785,0.4745147050468171,0.0832518856602793,0.2865692120381818,2.677864147125332,-0.05393172195290645,0.08085545629943086,0.03838502951981087,0.2006815312164225,9113715.995919317,0.9092666666666667,0.5432333333333333,0.32066666666666666,0.9636,0.6871700000000001
001125.XSHE,能源,408.4521512650332,7.194484346591318,0.5918072480969285,1.5977886389452185,0.023218516009102054,0.17104106184800044,0.3557654170196416,0.11989659544480283,0.6653615750225399,2.1512475011743954,0.44011703898590204,-0.10301571355335988,0.0030331272613826846,0.34248143922316787,9177297.096521018,0.8988333333333334,0.4536333333333334,0.5680000000000001,0.7498,0.6842033333333335
000788.XSHE,公用事业,364.77965674789823,7.25789076439883,0.5808103868756793,3.7519192058614372,0.04299257359578316,0.10804463754590128,0.3024524363848461,0.1434624756310136,0.9100350575513648,1.7166910173457173,0.3004079491380765,-0.23464067341893388,0.01657104870716264,0.4050844245904607,7019707.885922127,0.8928,0.32234999999999997,0.3985,0.5694,0.590465
002426.XSHE,材料,74.48111882613358,6.780087795317591,0.9133265175314045,3.904492507157784,0.043966082963253,0.13843456319497582,0.3167407863666359,0.15997671189755044,0.402500425742722,2.314292231360321,0.28096360470389753,0.08172975640155215,0.010907669460008297,0.3262538133973126,5575316.549176071,0.8744000000000001,0.47764999999999996,0.563,0.6313333333333333,0.6687883333333334
000226.XSHE,科技,109.17720822355956,5.010216719821499,1.1287425514052933,4.248976164107304,0.0477076863559589,0.253605891769788,0.4801574318541191,0.21529678819621428,0.2945415701369255,1.9690746853771048,0.4184254545784649,0.3215500873160098,0.08915454499973387,0.23966008325778856,9648890.775895176,0.8739,0.7473166666666666,0.79,0.9257333333333333,0.8243283333333333
000013.XSHE,消费,957.747511157188,9.113989631771219,0.601558624410697,3.606287420806023,0.03737873180270552,0.2063020804357325,0.5997197903853994,0.24658104657193797,0.9505376070454739,2.9012558539682662,0.08090618404015973,0.3206114848079868,0.09619366813923613,0.3506073404198685,9949458.485359829,0.8629000000000001,0.77745,0.547,0.7699333333333334,0.7647883333333334
000399.XSHE,公用事业,387.61534025145244,9.039177525207071,1.6596304168513085,1.7146112701326077,0.048155732969244,0.28384556518319654,0.5669627704370993,0.05179885856348623,0.15452672245926927,1.4084941726890468,-0.04367373281187992,0.3352846710907796,0.0068374772392984845,0.5655042096928322,8801050.757650437,0.8554999999999999,0.6376000000000001,0.46699999999999997,0.40313333333333334,0.6671933333333333
000772.XSHE,工业,415.2857612625719,10.808206111889666,0.98583101649876,1.3546891491791286,0.021117593635036725,0.26408833720337715,0.5290585388585197,0.061648690554294255,0.23240428069164284,1.8583921252491922,0.2212387832602677,-0.06831531509277375,0.09741149177385328,0.43077097398899933,9749392.131054865,0.8407333333333333,0.6292,0.43366666666666664,0.6389333333333334,0.6756800000000001
002652.XSHE,工业,50.029182903113295,9.678171916057531,1.581022248779954,0.9296814937420418,0.02789269245650977,0.22889240886826806,0.48661962720931673,0.15571169248673633,0.7299649434089946,1.0596690282949581,-0.08238547552073204,0.03833102170730388,0.0025106639505177333,0.240369286699141,8857606.146618044,0.8342333333333334,0.53975,0.274,0.8922666666666668,0.639645
001180.XSHE,消费,540.0688075767117,12.915062753839793,1.147255119456399,2.5735600871071678,0.043626025842309096,0.1201879876865853,0.21586452198970818,0.05848794515834826,0.633330241829272,2.0561042748710245,0.1528762493897206,-0.14342945809006905,0.05267987365391391,0.323790826767813,8981198.53145267,0.8277,0.26306666666666667,0.33916666666666667,0.7699333333333334,0.5548266666666667
000789.XSHE,公用事业,507.9390052064784,9.35125519044052,0.8352970781838803,4.683341851985897,0.03889060717219587,0.22967384678688474,0.3682041432306129,0.2397097434721752,0.43604701812406227,2.3068869172216004,0.12859526143883482,-0.25723579558291976,0.08841704198928149,0.531841835291068,8563713.693994673,0.8261333333333333,0.6920999999999999,0.2605,0.4469333333333334,0.6348766666666666
000857.XSHE,消费,907.3306419215496,12.612285222908909,1.7686829828820234,1.5501429619589857,0.04916288054807849,0.11998240541411086,0.384152350170391,0.05227467320092974,0.2685752736030379,1.4647354484792972,0.31914301175186766,0.10995769412873242,0.09439911714315463,0.3506690480400586,9883376.300290758,0.8210333333333334,0.33463333333333334,0.6038333333333333,0.7668666666666667,0.6262566666666667
001780.XSHE,公用事业,801.9802924618015,13.772424603657193,0.8590510563530016,4.19706385687806,0.04818838249711545,0.22986922329411613,0.2833331429954144,0.12350791773043648,0.21278511916697024,1.1523057867552045,-0.0648224440534458,0.5509495626130745,0.08884655588699109,0.31195764066996007,7098715.841188934,0.8149,0.4713333333333334,0.5711666666666666,0.716,0.6531933333333333
002774.XSHE,医药,503.545380006336,6.05448299153247,0.8988483863731134,6.212429456239689,0.03144941936121761,0.10859289660095144,0.5733645718207004,0.17966726403050476,0.37321428479480917,1.4122381565209594,0.24371076841453343,0.46153208921549604,0.06805948446205999,0.45597344225222525,6480586.663746667,0.8087666666666666,0.53055,0.7391666666666667,0.47506666666666664,0.6780116666666667
002158.XSHE,消费,535.0517195865818,19.425541370742458,1.3800679119568537,0.5745267517859203,0.04915811449557042,0.2397906202908453,0.2039692828652352,0.13436734647365875,0.3729495497731927,1.4061161383999348,0.2635497816536466,0.1444378161228306,0.018848315449854183,0.28324845097066137,6983574.344230352,0.8068666666666666,0.45999999999999996,0.5780000000000001,0.7555333333333334,0.6519
002489.XSHE,医药,370.5815650160175,12.081721250745968,0.6503809761727676,4.909284278387954,0.03720930536157966,0.15748493694627969,0.37371670777211885,0.21952355704577456,0.7398382970286019,1.8279814934440017,-0.13007457903495095,-0.09279454489979146,0.09580404241038311,0.36664648680693085,8299980.105015713,0.8048333333333333,0.5167,0.1635,0.6802666666666668,0.57767
001189.XSHE,消费,518.2213552250743,11.597655072192904,1.5032750385098912,3.6240302379854015,0.04771156787382108,0.22563702013844422,0.5320801322625913,0.06146485417288117,0.7514416642791413,2.0210378954598,0.07897274433590656,0.23738148259123124,0.08054950979666008,0.2544319617465427,7253737.425836486,0.8039666666666667,0.5338,0.4993333333333333,0.8084,0.6624333333333334
002895.XSHE,材料,948.6723453533193,17.519773418096996,0.7304285713564809,1.0220578117519528,0.0206527173976699,0.2989766600965856,0.39780782518811375,0.12306672270949706,0.22092413133191227,2.3944121877325886,-0.03952158891391949,0.4424800673400268,0.08379992223757426,0.4887128860145002,8057345.783387728,0.8001666666666666,0.7058833333333333,0.5306666666666666,0.4896666666666667,0.6869316666666667
000698.XSHE,科技,871.3354290465364,7.870755031411904,1.803122171018272,3.607369307015567,0.03822000556946531,0.18326082197214577,0.24218625200376778,0.19570851973238884,0.953229661732383,1.424261151732676,-0.17922037939737087,0.23890480707952816,0.038847775018409816,0.2322803285428382,5274746.871969719,0.7972,0.4086833333333333,0.3155,0.7629333333333334,0.5808783333333334
1 stock_code industry market_cap pe_ratio pb_ratio ps_ratio dividend_yield roe gross_margin net_margin debt_to_equity current_ratio revenue_growth profit_growth fcf_yield volatility liquidity value_score quality_score growth_score risk_score composite_score
2 001268.XSHE 医药 279.79862940724473 8.027807581468155 1.072315351475991 0.9957580490692303 0.049077069652215644 0.24206898694988066 0.5286222801831969 0.1274110825204173 0.6138024389832373 2.420637048382087 0.4307590969474767 -0.031653253049903546 0.08260557504884682 0.2013960423407617 9309931.404565386 0.9231666666666667 0.6652333333333333 0.6053333333333333 0.9700666666666666 0.78691
3 001653.XSHE 科技 720.187788769312 7.264531982059878 1.1065360321284714 1.8112622849100195 0.04771893001104466 0.15814112481710785 0.4745147050468171 0.0832518856602793 0.2865692120381818 2.677864147125332 -0.05393172195290645 0.08085545629943086 0.03838502951981087 0.2006815312164225 9113715.995919317 0.9092666666666667 0.5432333333333333 0.32066666666666666 0.9636 0.6871700000000001
4 001125.XSHE 能源 408.4521512650332 7.194484346591318 0.5918072480969285 1.5977886389452185 0.023218516009102054 0.17104106184800044 0.3557654170196416 0.11989659544480283 0.6653615750225399 2.1512475011743954 0.44011703898590204 -0.10301571355335988 0.0030331272613826846 0.34248143922316787 9177297.096521018 0.8988333333333334 0.4536333333333334 0.5680000000000001 0.7498 0.6842033333333335
5 000788.XSHE 公用事业 364.77965674789823 7.25789076439883 0.5808103868756793 3.7519192058614372 0.04299257359578316 0.10804463754590128 0.3024524363848461 0.1434624756310136 0.9100350575513648 1.7166910173457173 0.3004079491380765 -0.23464067341893388 0.01657104870716264 0.4050844245904607 7019707.885922127 0.8928 0.32234999999999997 0.3985 0.5694 0.590465
6 002426.XSHE 材料 74.48111882613358 6.780087795317591 0.9133265175314045 3.904492507157784 0.043966082963253 0.13843456319497582 0.3167407863666359 0.15997671189755044 0.402500425742722 2.314292231360321 0.28096360470389753 0.08172975640155215 0.010907669460008297 0.3262538133973126 5575316.549176071 0.8744000000000001 0.47764999999999996 0.563 0.6313333333333333 0.6687883333333334
7 000226.XSHE 科技 109.17720822355956 5.010216719821499 1.1287425514052933 4.248976164107304 0.0477076863559589 0.253605891769788 0.4801574318541191 0.21529678819621428 0.2945415701369255 1.9690746853771048 0.4184254545784649 0.3215500873160098 0.08915454499973387 0.23966008325778856 9648890.775895176 0.8739 0.7473166666666666 0.79 0.9257333333333333 0.8243283333333333
8 000013.XSHE 消费 957.747511157188 9.113989631771219 0.601558624410697 3.606287420806023 0.03737873180270552 0.2063020804357325 0.5997197903853994 0.24658104657193797 0.9505376070454739 2.9012558539682662 0.08090618404015973 0.3206114848079868 0.09619366813923613 0.3506073404198685 9949458.485359829 0.8629000000000001 0.77745 0.547 0.7699333333333334 0.7647883333333334
9 000399.XSHE 公用事业 387.61534025145244 9.039177525207071 1.6596304168513085 1.7146112701326077 0.048155732969244 0.28384556518319654 0.5669627704370993 0.05179885856348623 0.15452672245926927 1.4084941726890468 -0.04367373281187992 0.3352846710907796 0.0068374772392984845 0.5655042096928322 8801050.757650437 0.8554999999999999 0.6376000000000001 0.46699999999999997 0.40313333333333334 0.6671933333333333
10 000772.XSHE 工业 415.2857612625719 10.808206111889666 0.98583101649876 1.3546891491791286 0.021117593635036725 0.26408833720337715 0.5290585388585197 0.061648690554294255 0.23240428069164284 1.8583921252491922 0.2212387832602677 -0.06831531509277375 0.09741149177385328 0.43077097398899933 9749392.131054865 0.8407333333333333 0.6292 0.43366666666666664 0.6389333333333334 0.6756800000000001
11 002652.XSHE 工业 50.029182903113295 9.678171916057531 1.581022248779954 0.9296814937420418 0.02789269245650977 0.22889240886826806 0.48661962720931673 0.15571169248673633 0.7299649434089946 1.0596690282949581 -0.08238547552073204 0.03833102170730388 0.0025106639505177333 0.240369286699141 8857606.146618044 0.8342333333333334 0.53975 0.274 0.8922666666666668 0.639645
12 001180.XSHE 消费 540.0688075767117 12.915062753839793 1.147255119456399 2.5735600871071678 0.043626025842309096 0.1201879876865853 0.21586452198970818 0.05848794515834826 0.633330241829272 2.0561042748710245 0.1528762493897206 -0.14342945809006905 0.05267987365391391 0.323790826767813 8981198.53145267 0.8277 0.26306666666666667 0.33916666666666667 0.7699333333333334 0.5548266666666667
13 000789.XSHE 公用事业 507.9390052064784 9.35125519044052 0.8352970781838803 4.683341851985897 0.03889060717219587 0.22967384678688474 0.3682041432306129 0.2397097434721752 0.43604701812406227 2.3068869172216004 0.12859526143883482 -0.25723579558291976 0.08841704198928149 0.531841835291068 8563713.693994673 0.8261333333333333 0.6920999999999999 0.2605 0.4469333333333334 0.6348766666666666
14 000857.XSHE 消费 907.3306419215496 12.612285222908909 1.7686829828820234 1.5501429619589857 0.04916288054807849 0.11998240541411086 0.384152350170391 0.05227467320092974 0.2685752736030379 1.4647354484792972 0.31914301175186766 0.10995769412873242 0.09439911714315463 0.3506690480400586 9883376.300290758 0.8210333333333334 0.33463333333333334 0.6038333333333333 0.7668666666666667 0.6262566666666667
15 001780.XSHE 公用事业 801.9802924618015 13.772424603657193 0.8590510563530016 4.19706385687806 0.04818838249711545 0.22986922329411613 0.2833331429954144 0.12350791773043648 0.21278511916697024 1.1523057867552045 -0.0648224440534458 0.5509495626130745 0.08884655588699109 0.31195764066996007 7098715.841188934 0.8149 0.4713333333333334 0.5711666666666666 0.716 0.6531933333333333
16 002774.XSHE 医药 503.545380006336 6.05448299153247 0.8988483863731134 6.212429456239689 0.03144941936121761 0.10859289660095144 0.5733645718207004 0.17966726403050476 0.37321428479480917 1.4122381565209594 0.24371076841453343 0.46153208921549604 0.06805948446205999 0.45597344225222525 6480586.663746667 0.8087666666666666 0.53055 0.7391666666666667 0.47506666666666664 0.6780116666666667
17 002158.XSHE 消费 535.0517195865818 19.425541370742458 1.3800679119568537 0.5745267517859203 0.04915811449557042 0.2397906202908453 0.2039692828652352 0.13436734647365875 0.3729495497731927 1.4061161383999348 0.2635497816536466 0.1444378161228306 0.018848315449854183 0.28324845097066137 6983574.344230352 0.8068666666666666 0.45999999999999996 0.5780000000000001 0.7555333333333334 0.6519
18 002489.XSHE 医药 370.5815650160175 12.081721250745968 0.6503809761727676 4.909284278387954 0.03720930536157966 0.15748493694627969 0.37371670777211885 0.21952355704577456 0.7398382970286019 1.8279814934440017 -0.13007457903495095 -0.09279454489979146 0.09580404241038311 0.36664648680693085 8299980.105015713 0.8048333333333333 0.5167 0.1635 0.6802666666666668 0.57767
19 001189.XSHE 消费 518.2213552250743 11.597655072192904 1.5032750385098912 3.6240302379854015 0.04771156787382108 0.22563702013844422 0.5320801322625913 0.06146485417288117 0.7514416642791413 2.0210378954598 0.07897274433590656 0.23738148259123124 0.08054950979666008 0.2544319617465427 7253737.425836486 0.8039666666666667 0.5338 0.4993333333333333 0.8084 0.6624333333333334
20 002895.XSHE 材料 948.6723453533193 17.519773418096996 0.7304285713564809 1.0220578117519528 0.0206527173976699 0.2989766600965856 0.39780782518811375 0.12306672270949706 0.22092413133191227 2.3944121877325886 -0.03952158891391949 0.4424800673400268 0.08379992223757426 0.4887128860145002 8057345.783387728 0.8001666666666666 0.7058833333333333 0.5306666666666666 0.4896666666666667 0.6869316666666667
21 000698.XSHE 科技 871.3354290465364 7.870755031411904 1.803122171018272 3.607369307015567 0.03822000556946531 0.18326082197214577 0.24218625200376778 0.19570851973238884 0.953229661732383 1.424261151732676 -0.17922037939737087 0.23890480707952816 0.038847775018409816 0.2322803285428382 5274746.871969719 0.7972 0.4086833333333333 0.3155 0.7629333333333334 0.5808783333333334
value-investing/selection_results/selection_report.txt
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============================================================
动态选股算法结果报告
============================================================
生成时间: 2026-03-21 17:53:55
股票数量: 20
主投资组合:
----------------------------------------
000226.XSHE | 科技 | PE:5.0 | PB:1.13 | ROE:25.4% | 权重:5.7%
001268.XSHE | 医药 | PE:8.0 | PB:1.07 | ROE:24.2% | 权重:5.5%
000013.XSHE | 消费 | PE:9.1 | PB:0.60 | ROE:20.6% | 权重:5.3%
002493.XSHE | 公用事业 | PE:15.8 | PB:2.62 | ROE:27.5% | 权重:5.2%
002644.XSHE | 金融 | PE:16.9 | PB:2.29 | ROE:19.0% | 权重:5.1%
000100.XSHE | 工业 | PE:17.1 | PB:1.76 | ROE:24.4% | 权重:5.0%
001156.XSHE | 金融 | PE:10.8 | PB:2.52 | ROE:22.7% | 权重:5.0%
000420.XSHE | 能源 | PE:20.2 | PB:2.35 | ROE:25.6% | 权重:5.0%
002648.XSHE | 消费 | PE:14.9 | PB:2.84 | ROE:27.3% | 权重:5.0%
000387.XSHE | 消费 | PE:20.4 | PB:1.45 | ROE:29.3% | 权重:5.0%
000881.XSHE | 工业 | PE:15.1 | PB:2.82 | ROE:23.0% | 权重:4.9%
002343.XSHE | 金融 | PE:10.5 | PB:1.82 | ROE:27.1% | 权重:4.9%
002826.XSHE | 能源 | PE:13.7 | PB:1.59 | ROE:28.6% | 权重:4.9%
001634.XSHE | 材料 | PE:8.5 | PB:1.71 | ROE:17.6% | 权重:4.9%
002892.XSHE | 材料 | PE:6.1 | PB:2.94 | ROE:24.7% | 权重:4.8%
000656.XSHE | 工业 | PE:18.5 | PB:1.32 | ROE:13.4% | 权重:4.8%
002432.XSHE | 公用事业 | PE:9.2 | PB:0.96 | ROE:28.0% | 权重:4.8%
002499.XSHE | 消费 | PE:20.6 | PB:2.29 | ROE:14.7% | 权重:4.8%
002876.XSHE | 科技 | PE:8.5 | PB:2.72 | ROE:18.4% | 权重:4.8%
001530.XSHE | 医药 | PE:9.6 | PB:2.42 | ROE:22.8% | 权重:4.8%
value-investing/selection_results/value_growth_portfolio.csv
+21
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stock_code,industry,market_cap,pe_ratio,pb_ratio,ps_ratio,dividend_yield,roe,gross_margin,net_margin,debt_to_equity,current_ratio,revenue_growth,profit_growth,fcf_yield,volatility,liquidity,value_score,quality_score,growth_score,risk_score,composite_score,value_quality,value_growth
000226.XSHE,科技,109.17720822355956,5.010216719821499,1.1287425514052933,4.248976164107304,0.0477076863559589,0.253605891769788,0.4801574318541191,0.21529678819621428,0.2945415701369255,1.9690746853771048,0.4184254545784649,0.3215500873160098,0.08915454499973387,0.23966008325778856,9648890.775895176,0.8739,0.7473166666666666,0.79,0.9257333333333333,0.8243283333333333,0.8232666666666667,0.84873
001268.XSHE,医药,279.79862940724473,8.027807581468155,1.072315351475991,0.9957580490692303,0.049077069652215644,0.24206898694988066,0.5286222801831969,0.1274110825204173,0.6138024389832373,2.420637048382087,0.4307590969474767,-0.031653253049903546,0.08260557504884682,0.2013960423407617,9309931.404565386,0.9231666666666667,0.6652333333333333,0.6053333333333333,0.9700666666666666,0.78691,0.8199933333333334,0.8278166666666666
001125.XSHE,能源,408.4521512650332,7.194484346591318,0.5918072480969285,1.5977886389452185,0.023218516009102054,0.17104106184800044,0.3557654170196416,0.11989659544480283,0.6653615750225399,2.1512475011743954,0.44011703898590204,-0.10301571355335988,0.0030331272613826846,0.34248143922316787,9177297.096521018,0.8988333333333334,0.4536333333333334,0.5680000000000001,0.7498,0.6842033333333335,0.7207533333333334,0.7995833333333333
000656.XSHE,工业,277.8804071181475,18.543484383422975,1.3156261499819837,3.443477829512944,0.04162447372097243,0.13350366768941357,0.27609595352351957,0.2202942027773755,0.3696367565660429,1.9933323618867016,0.47977638608748213,0.46752358494882496,0.09089056507734973,0.42070986769070523,9372294.67609116,0.7443333333333333,0.49449999999999994,0.911,0.6384000000000001,0.6921233333333333,0.6443999999999999,0.7943333333333332
002774.XSHE,医药,503.545380006336,6.05448299153247,0.8988483863731134,6.212429456239689,0.03144941936121761,0.10859289660095144,0.5733645718207004,0.17966726403050476,0.37321428479480917,1.4122381565209594,0.24371076841453343,0.46153208921549604,0.06805948446205999,0.45597344225222525,6480586.663746667,0.8087666666666666,0.53055,0.7391666666666667,0.47506666666666664,0.6780116666666667,0.69748,0.7878866666666666
002426.XSHE,材料,74.48111882613358,6.780087795317591,0.9133265175314045,3.904492507157784,0.043966082963253,0.13843456319497582,0.3167407863666359,0.15997671189755044,0.402500425742722,2.314292231360321,0.28096360470389753,0.08172975640155215,0.010907669460008297,0.3262538133973126,5575316.549176071,0.8744000000000001,0.47764999999999996,0.563,0.6313333333333333,0.6687883333333334,0.7157,0.7809799999999999
000013.XSHE,消费,957.747511157188,9.113989631771219,0.601558624410697,3.606287420806023,0.03737873180270552,0.2063020804357325,0.5997197903853994,0.24658104657193797,0.9505376070454739,2.9012558539682662,0.08090618404015973,0.3206114848079868,0.09619366813923613,0.3506073404198685,9949458.485359829,0.8629000000000001,0.77745,0.547,0.7699333333333334,0.7647883333333334,0.8287200000000001,0.7681300000000001
001433.XSHE,能源,124.53302550126776,16.17293658338807,1.2709604500446874,1.2361150757796686,0.02806377574281061,0.19303443679133836,0.45353111477757707,0.05913514771327064,0.8922557486970005,2.851477975466662,0.30146108105723585,0.2795127534922222,0.008479622545093712,0.43962500532446364,5768621.70013964,0.7881666666666666,0.5005166666666666,0.6881666666666666,0.4674666666666667,0.6498016666666666,0.6731066666666665,0.7581666666666664
002493.XSHE,公用事业,764.8449207071696,15.79770066756341,2.6199965974898927,1.2119681206357198,0.04824115627361239,0.2745682662775317,0.36569770060840134,0.2331584313093974,0.3918618904610021,2.6203064197923434,0.2961806105971577,0.49164558185506296,0.05591488284902999,0.3799633876140267,6209557.735193415,0.7396666666666668,0.7696666666666667,0.8005,0.5735333333333332,0.7442200000000001,0.7516666666666668,0.7579166666666667
000857.XSHE,消费,907.3306419215496,12.612285222908909,1.7686829828820234,1.5501429619589857,0.04916288054807849,0.11998240541411086,0.384152350170391,0.05227467320092974,0.2685752736030379,1.4647354484792972,0.31914301175186766,0.10995769412873242,0.09439911714315463,0.3506690480400586,9883376.300290758,0.8210333333333334,0.33463333333333334,0.6038333333333333,0.7668666666666667,0.6262566666666667,0.6264733333333333,0.7558733333333334
001156.XSHE,金融,445.679210308685,10.843565603804647,2.5201027516675554,6.282531514886608,0.04180564024638439,0.2273506924298328,0.524447149096278,0.21604870559408149,0.3365900948297246,1.1318272934078417,0.4927777464510616,0.5137169854424899,0.07184638620686991,0.3755756427713582,8520204.279617762,0.6737000000000001,0.6670833333333333,0.9451666666666667,0.6738666666666666,0.7260250000000001,0.6710533333333333,0.75514
002644.XSHE,金融,839.9424164566124,16.916734480024346,2.28916341189791,1.3705629491694147,0.04822900929008264,0.18975076751870767,0.5320573460210377,0.2219749500140537,0.35976356010913413,1.3565664564319762,0.23672948833090748,0.5072623435569518,0.0050815109024355265,0.25845427600471593,8450451.488785475,0.7500666666666667,0.6450166666666667,0.7598333333333334,0.8503333333333333,0.7305316666666667,0.7080466666666667,0.7529966666666666
002101.XSHE,材料,184.162366204492,29.00660939351523,0.5862780983745421,3.1350702266663633,0.01706546202449467,0.1335197238834544,0.5825678488710911,0.16398188933784785,0.41473747437838443,1.9651928765583344,0.4848069269928175,0.5815015120781842,0.037742172782523446,0.574388950060694,7508575.054990782,0.6522,0.5842166666666667,0.9784999999999999,0.33713333333333334,0.6655583333333334,0.6250066666666667,0.7500899999999999
001911.XSHE,医药,440.6319420948567,7.150161410663242,1.208203316909904,6.721813480335292,0.03739461270130417,0.17239783926390007,0.5603519595952725,0.20168203808541252,0.901627279690241,1.5788350468408006,0.4154943368573394,0.12994183786031777,0.0022664474521924107,0.4705852831616349,8999383.11378416,0.7804333333333333,0.5757333333333334,0.6785,0.5480666666666667,0.6754000000000001,0.6985533333333334,0.7498533333333333
001439.XSHE,公用事业,954.6106964127149,15.75489560951981,2.251698785640717,1.387602735003743,0.01834341971431147,0.29111481706987813,0.23012801701782168,0.10645421344982009,0.7639381164784269,1.3747756001922273,0.46641346828398655,0.37802672057817044,0.027903707508129563,0.35028687879357573,6966093.437463332,0.7039666666666667,0.4631333333333333,0.856,0.6548666666666666,0.6572133333333334,0.6076333333333334,0.7495766666666667
000788.XSHE,公用事业,364.77965674789823,7.25789076439883,0.5808103868756793,3.7519192058614372,0.04299257359578316,0.10804463754590128,0.3024524363848461,0.1434624756310136,0.9100350575513648,1.7166910173457173,0.3004079491380765,-0.23464067341893388,0.01657104870716264,0.4050844245904607,7019707.885922127,0.8928,0.32234999999999997,0.3985,0.5694,0.590465,0.66462,0.74451
000914.XSHE,科技,76.15988387599221,7.324581070158846,2.5348232271204854,1.4383059882881368,0.011238011882940975,0.10751359193672426,0.40053715216991176,0.23226163263251418,0.14705293629805535,2.4876495407702643,0.4022401428120885,0.24116496890956454,0.06511879245505456,0.527720129642158,8321325.471979674,0.7465,0.5984333333333334,0.732,0.4450666666666667,0.6690366666666667,0.6872733333333334,0.74215
001780.XSHE,公用事业,801.9802924618015,13.772424603657193,0.8590510563530016,4.19706385687806,0.04818838249711545,0.22986922329411613,0.2833331429954144,0.12350791773043648,0.21278511916697024,1.1523057867552045,-0.0648224440534458,0.5509495626130745,0.08884655588699109,0.31195764066996007,7098715.841188934,0.8149,0.4713333333333334,0.5711666666666666,0.716,0.6531933333333333,0.6774733333333333,0.7417799999999999
000399.XSHE,公用事业,387.61534025145244,9.039177525207071,1.6596304168513085,1.7146112701326077,0.048155732969244,0.28384556518319654,0.5669627704370993,0.05179885856348623,0.15452672245926927,1.4084941726890468,-0.04367373281187992,0.3352846710907796,0.0068374772392984845,0.5655042096928322,8801050.757650437,0.8554999999999999,0.6376000000000001,0.46699999999999997,0.40313333333333334,0.6671933333333333,0.76834,0.7389499999999999
002465.XSHE,工业,60.73740975957135,18.416766032445004,2.7130578468065063,1.0773080497642882,0.03337741361671686,0.15298065697354069,0.5227246734992287,0.1276422199286204,0.759588045859991,1.219558482916343,0.4703055643106244,0.39356573586652965,0.07678227613154369,0.3535874471825566,5573718.174377763,0.683,0.4442833333333333,0.8674999999999999,0.5910666666666666,0.6390916666666666,0.5875133333333333,0.7383500000000001
1 stock_code industry market_cap pe_ratio pb_ratio ps_ratio dividend_yield roe gross_margin net_margin debt_to_equity current_ratio revenue_growth profit_growth fcf_yield volatility liquidity value_score quality_score growth_score risk_score composite_score value_quality value_growth
2 000226.XSHE 科技 109.17720822355956 5.010216719821499 1.1287425514052933 4.248976164107304 0.0477076863559589 0.253605891769788 0.4801574318541191 0.21529678819621428 0.2945415701369255 1.9690746853771048 0.4184254545784649 0.3215500873160098 0.08915454499973387 0.23966008325778856 9648890.775895176 0.8739 0.7473166666666666 0.79 0.9257333333333333 0.8243283333333333 0.8232666666666667 0.84873
3 001268.XSHE 医药 279.79862940724473 8.027807581468155 1.072315351475991 0.9957580490692303 0.049077069652215644 0.24206898694988066 0.5286222801831969 0.1274110825204173 0.6138024389832373 2.420637048382087 0.4307590969474767 -0.031653253049903546 0.08260557504884682 0.2013960423407617 9309931.404565386 0.9231666666666667 0.6652333333333333 0.6053333333333333 0.9700666666666666 0.78691 0.8199933333333334 0.8278166666666666
4 001125.XSHE 能源 408.4521512650332 7.194484346591318 0.5918072480969285 1.5977886389452185 0.023218516009102054 0.17104106184800044 0.3557654170196416 0.11989659544480283 0.6653615750225399 2.1512475011743954 0.44011703898590204 -0.10301571355335988 0.0030331272613826846 0.34248143922316787 9177297.096521018 0.8988333333333334 0.4536333333333334 0.5680000000000001 0.7498 0.6842033333333335 0.7207533333333334 0.7995833333333333
5 000656.XSHE 工业 277.8804071181475 18.543484383422975 1.3156261499819837 3.443477829512944 0.04162447372097243 0.13350366768941357 0.27609595352351957 0.2202942027773755 0.3696367565660429 1.9933323618867016 0.47977638608748213 0.46752358494882496 0.09089056507734973 0.42070986769070523 9372294.67609116 0.7443333333333333 0.49449999999999994 0.911 0.6384000000000001 0.6921233333333333 0.6443999999999999 0.7943333333333332
6 002774.XSHE 医药 503.545380006336 6.05448299153247 0.8988483863731134 6.212429456239689 0.03144941936121761 0.10859289660095144 0.5733645718207004 0.17966726403050476 0.37321428479480917 1.4122381565209594 0.24371076841453343 0.46153208921549604 0.06805948446205999 0.45597344225222525 6480586.663746667 0.8087666666666666 0.53055 0.7391666666666667 0.47506666666666664 0.6780116666666667 0.69748 0.7878866666666666
7 002426.XSHE 材料 74.48111882613358 6.780087795317591 0.9133265175314045 3.904492507157784 0.043966082963253 0.13843456319497582 0.3167407863666359 0.15997671189755044 0.402500425742722 2.314292231360321 0.28096360470389753 0.08172975640155215 0.010907669460008297 0.3262538133973126 5575316.549176071 0.8744000000000001 0.47764999999999996 0.563 0.6313333333333333 0.6687883333333334 0.7157 0.7809799999999999
8 000013.XSHE 消费 957.747511157188 9.113989631771219 0.601558624410697 3.606287420806023 0.03737873180270552 0.2063020804357325 0.5997197903853994 0.24658104657193797 0.9505376070454739 2.9012558539682662 0.08090618404015973 0.3206114848079868 0.09619366813923613 0.3506073404198685 9949458.485359829 0.8629000000000001 0.77745 0.547 0.7699333333333334 0.7647883333333334 0.8287200000000001 0.7681300000000001
9 001433.XSHE 能源 124.53302550126776 16.17293658338807 1.2709604500446874 1.2361150757796686 0.02806377574281061 0.19303443679133836 0.45353111477757707 0.05913514771327064 0.8922557486970005 2.851477975466662 0.30146108105723585 0.2795127534922222 0.008479622545093712 0.43962500532446364 5768621.70013964 0.7881666666666666 0.5005166666666666 0.6881666666666666 0.4674666666666667 0.6498016666666666 0.6731066666666665 0.7581666666666664
10 002493.XSHE 公用事业 764.8449207071696 15.79770066756341 2.6199965974898927 1.2119681206357198 0.04824115627361239 0.2745682662775317 0.36569770060840134 0.2331584313093974 0.3918618904610021 2.6203064197923434 0.2961806105971577 0.49164558185506296 0.05591488284902999 0.3799633876140267 6209557.735193415 0.7396666666666668 0.7696666666666667 0.8005 0.5735333333333332 0.7442200000000001 0.7516666666666668 0.7579166666666667
11 000857.XSHE 消费 907.3306419215496 12.612285222908909 1.7686829828820234 1.5501429619589857 0.04916288054807849 0.11998240541411086 0.384152350170391 0.05227467320092974 0.2685752736030379 1.4647354484792972 0.31914301175186766 0.10995769412873242 0.09439911714315463 0.3506690480400586 9883376.300290758 0.8210333333333334 0.33463333333333334 0.6038333333333333 0.7668666666666667 0.6262566666666667 0.6264733333333333 0.7558733333333334
12 001156.XSHE 金融 445.679210308685 10.843565603804647 2.5201027516675554 6.282531514886608 0.04180564024638439 0.2273506924298328 0.524447149096278 0.21604870559408149 0.3365900948297246 1.1318272934078417 0.4927777464510616 0.5137169854424899 0.07184638620686991 0.3755756427713582 8520204.279617762 0.6737000000000001 0.6670833333333333 0.9451666666666667 0.6738666666666666 0.7260250000000001 0.6710533333333333 0.75514
13 002644.XSHE 金融 839.9424164566124 16.916734480024346 2.28916341189791 1.3705629491694147 0.04822900929008264 0.18975076751870767 0.5320573460210377 0.2219749500140537 0.35976356010913413 1.3565664564319762 0.23672948833090748 0.5072623435569518 0.0050815109024355265 0.25845427600471593 8450451.488785475 0.7500666666666667 0.6450166666666667 0.7598333333333334 0.8503333333333333 0.7305316666666667 0.7080466666666667 0.7529966666666666
14 002101.XSHE 材料 184.162366204492 29.00660939351523 0.5862780983745421 3.1350702266663633 0.01706546202449467 0.1335197238834544 0.5825678488710911 0.16398188933784785 0.41473747437838443 1.9651928765583344 0.4848069269928175 0.5815015120781842 0.037742172782523446 0.574388950060694 7508575.054990782 0.6522 0.5842166666666667 0.9784999999999999 0.33713333333333334 0.6655583333333334 0.6250066666666667 0.7500899999999999
15 001911.XSHE 医药 440.6319420948567 7.150161410663242 1.208203316909904 6.721813480335292 0.03739461270130417 0.17239783926390007 0.5603519595952725 0.20168203808541252 0.901627279690241 1.5788350468408006 0.4154943368573394 0.12994183786031777 0.0022664474521924107 0.4705852831616349 8999383.11378416 0.7804333333333333 0.5757333333333334 0.6785 0.5480666666666667 0.6754000000000001 0.6985533333333334 0.7498533333333333
16 001439.XSHE 公用事业 954.6106964127149 15.75489560951981 2.251698785640717 1.387602735003743 0.01834341971431147 0.29111481706987813 0.23012801701782168 0.10645421344982009 0.7639381164784269 1.3747756001922273 0.46641346828398655 0.37802672057817044 0.027903707508129563 0.35028687879357573 6966093.437463332 0.7039666666666667 0.4631333333333333 0.856 0.6548666666666666 0.6572133333333334 0.6076333333333334 0.7495766666666667
17 000788.XSHE 公用事业 364.77965674789823 7.25789076439883 0.5808103868756793 3.7519192058614372 0.04299257359578316 0.10804463754590128 0.3024524363848461 0.1434624756310136 0.9100350575513648 1.7166910173457173 0.3004079491380765 -0.23464067341893388 0.01657104870716264 0.4050844245904607 7019707.885922127 0.8928 0.32234999999999997 0.3985 0.5694 0.590465 0.66462 0.74451
18 000914.XSHE 科技 76.15988387599221 7.324581070158846 2.5348232271204854 1.4383059882881368 0.011238011882940975 0.10751359193672426 0.40053715216991176 0.23226163263251418 0.14705293629805535 2.4876495407702643 0.4022401428120885 0.24116496890956454 0.06511879245505456 0.527720129642158 8321325.471979674 0.7465 0.5984333333333334 0.732 0.4450666666666667 0.6690366666666667 0.6872733333333334 0.74215
19 001780.XSHE 公用事业 801.9802924618015 13.772424603657193 0.8590510563530016 4.19706385687806 0.04818838249711545 0.22986922329411613 0.2833331429954144 0.12350791773043648 0.21278511916697024 1.1523057867552045 -0.0648224440534458 0.5509495626130745 0.08884655588699109 0.31195764066996007 7098715.841188934 0.8149 0.4713333333333334 0.5711666666666666 0.716 0.6531933333333333 0.6774733333333333 0.7417799999999999
20 000399.XSHE 公用事业 387.61534025145244 9.039177525207071 1.6596304168513085 1.7146112701326077 0.048155732969244 0.28384556518319654 0.5669627704370993 0.05179885856348623 0.15452672245926927 1.4084941726890468 -0.04367373281187992 0.3352846710907796 0.0068374772392984845 0.5655042096928322 8801050.757650437 0.8554999999999999 0.6376000000000001 0.46699999999999997 0.40313333333333334 0.6671933333333333 0.76834 0.7389499999999999
21 002465.XSHE 工业 60.73740975957135 18.416766032445004 2.7130578468065063 1.0773080497642882 0.03337741361671686 0.15298065697354069 0.5227246734992287 0.1276422199286204 0.759588045859991 1.219558482916343 0.4703055643106244 0.39356573586652965 0.07678227613154369 0.3535874471825566 5573718.174377763 0.683 0.4442833333333333 0.8674999999999999 0.5910666666666666 0.6390916666666666 0.5875133333333333 0.7383500000000001
value-investing/selection_results/value_quality_portfolio.csv
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stock_code,industry,market_cap,pe_ratio,pb_ratio,ps_ratio,dividend_yield,roe,gross_margin,net_margin,debt_to_equity,current_ratio,revenue_growth,profit_growth,fcf_yield,volatility,liquidity,value_score,quality_score,growth_score,risk_score,composite_score,value_quality
000013.XSHE,消费,957.747511157188,9.113989631771219,0.601558624410697,3.606287420806023,0.03737873180270552,0.2063020804357325,0.5997197903853994,0.24658104657193797,0.9505376070454739,2.9012558539682662,0.08090618404015973,0.3206114848079868,0.09619366813923613,0.3506073404198685,9949458.485359829,0.8629000000000001,0.77745,0.547,0.7699333333333334,0.7647883333333334,0.8287200000000001
000226.XSHE,科技,109.17720822355956,5.010216719821499,1.1287425514052933,4.248976164107304,0.0477076863559589,0.253605891769788,0.4801574318541191,0.21529678819621428,0.2945415701369255,1.9690746853771048,0.4184254545784649,0.3215500873160098,0.08915454499973387,0.23966008325778856,9648890.775895176,0.8739,0.7473166666666666,0.79,0.9257333333333333,0.8243283333333333,0.8232666666666667
001268.XSHE,医药,279.79862940724473,8.027807581468155,1.072315351475991,0.9957580490692303,0.049077069652215644,0.24206898694988066,0.5286222801831969,0.1274110825204173,0.6138024389832373,2.420637048382087,0.4307590969474767,-0.031653253049903546,0.08260557504884682,0.2013960423407617,9309931.404565386,0.9231666666666667,0.6652333333333333,0.6053333333333333,0.9700666666666666,0.78691,0.8199933333333334
000387.XSHE,消费,58.86503883573863,20.431834824163815,1.4452130178143132,1.027097449645151,0.03349713066818832,0.2931774933903466,0.5929875383146775,0.1725000755715617,0.5143901750320201,2.8237609277549187,-0.1554037204131807,0.5523299809731517,0.03191544598969276,0.3976612894392383,7312708.180717498,0.7511333333333333,0.8512,0.504,0.5924,0.7158533333333332,0.79116
000789.XSHE,公用事业,507.9390052064784,9.35125519044052,0.8352970781838803,4.683341851985897,0.03889060717219587,0.22967384678688474,0.3682041432306129,0.2397097434721752,0.43604701812406227,2.3068869172216004,0.12859526143883482,-0.25723579558291976,0.08841704198928149,0.531841835291068,8563713.693994673,0.8261333333333333,0.6920999999999999,0.2605,0.4469333333333334,0.6348766666666666,0.7725199999999999
000399.XSHE,公用事业,387.61534025145244,9.039177525207071,1.6596304168513085,1.7146112701326077,0.048155732969244,0.28384556518319654,0.5669627704370993,0.05179885856348623,0.15452672245926927,1.4084941726890468,-0.04367373281187992,0.3352846710907796,0.0068374772392984845,0.5655042096928322,8801050.757650437,0.8554999999999999,0.6376000000000001,0.46699999999999997,0.40313333333333334,0.6671933333333333,0.76834
001653.XSHE,科技,720.187788769312,7.264531982059878,1.1065360321284714,1.8112622849100195,0.04771893001104466,0.15814112481710785,0.4745147050468171,0.0832518856602793,0.2865692120381818,2.677864147125332,-0.05393172195290645,0.08085545629943086,0.03838502951981087,0.2006815312164225,9113715.995919317,0.9092666666666667,0.5432333333333333,0.32066666666666666,0.9636,0.6871700000000001,0.7628533333333333
002895.XSHE,材料,948.6723453533193,17.519773418096996,0.7304285713564809,1.0220578117519528,0.0206527173976699,0.2989766600965856,0.39780782518811375,0.12306672270949706,0.22092413133191227,2.3944121877325886,-0.03952158891391949,0.4424800673400268,0.08379992223757426,0.4887128860145002,8057345.783387728,0.8001666666666666,0.7058833333333333,0.5306666666666666,0.4896666666666667,0.6869316666666667,0.7624533333333332
000772.XSHE,工业,415.2857612625719,10.808206111889666,0.98583101649876,1.3546891491791286,0.021117593635036725,0.26408833720337715,0.5290585388585197,0.061648690554294255,0.23240428069164284,1.8583921252491922,0.2212387832602677,-0.06831531509277375,0.09741149177385328,0.43077097398899933,9749392.131054865,0.8407333333333333,0.6292,0.43366666666666664,0.6389333333333334,0.6756800000000001,0.75612
002640.XSHE,医药,578.7495070770457,10.682756266305603,2.9904330252367735,1.131662554160282,0.005620235563897441,0.27080130046836554,0.5677579364834714,0.2254968082635067,0.17024384089230077,2.3618767604492703,-0.09599506462379621,0.3794646343494213,0.08178327787414741,0.5458263265039501,7360427.640472644,0.6772333333333335,0.86635,0.4518333333333333,0.3778,0.6589450000000001,0.7528800000000001
002493.XSHE,公用事业,764.8449207071696,15.79770066756341,2.6199965974898927,1.2119681206357198,0.04824115627361239,0.2745682662775317,0.36569770060840134,0.2331584313093974,0.3918618904610021,2.6203064197923434,0.2961806105971577,0.49164558185506296,0.05591488284902999,0.3799633876140267,6209557.735193415,0.7396666666666668,0.7696666666666667,0.8005,0.5735333333333332,0.7442200000000001,0.7516666666666668
000344.XSHE,科技,632.2926033697993,6.9395049026745825,2.5911026080032427,3.26997931096977,0.008058184394808056,0.23624129961522333,0.5436153478185198,0.21381149113387,0.21034049480164788,2.6547828124388286,-0.0749038871075439,-0.12423023766851285,0.06344009447466763,0.27794112762993517,5634808.748790327,0.7011,0.8188833333333334,0.1875,0.7081333333333333,0.6344183333333333,0.7482133333333334
002432.XSHE,公用事业,222.12411509757865,9.208405561905927,0.963687620439422,8.266068883356333,0.01634393948826598,0.2804586274917768,0.5543609510730255,0.2012122224011075,0.36212737546146123,1.9143500551072372,-0.015382911933605248,0.4998224095440597,0.09583702328827193,0.3920099569514287,6662207.107408486,0.7028333333333333,0.7921833333333335,0.5776666666666667,0.5760000000000001,0.6919216666666668,0.7385733333333333
000161.XSHE,材料,620.5646166925865,28.000113732027526,0.672626996545886,4.969798250427108,0.03864022464308703,0.2386348831738469,0.5891702841635599,0.24686183817250712,0.5530655395760339,2.7655076164918864,-0.11764258313299719,0.28190647831854304,0.09696368190013074,0.4185993674102629,5588711.259644675,0.657,0.8487166666666667,0.38266666666666665,0.4921333333333333,0.6431616666666666,0.7336866666666667
000271.XSHE,能源,486.4744299856873,5.3142017846156655,2.767499585560731,4.98839008219146,0.028410417039374542,0.26399396509878587,0.5519279906821809,0.1402490106730897,0.3861594664263151,2.8287182597041065,0.3525369560164981,-0.25867637735735494,0.0005352370864188605,0.36715218054411775,8228567.644231976,0.7045333333333333,0.7746000000000001,0.42016666666666663,0.6766,0.6658866666666667,0.7325600000000001
002826.XSHE,能源,953.0061799066885,13.720510851050967,1.5903977287435147,0.9804678777505985,0.011726543599263712,0.28632406123434617,0.4260206345161613,0.1911229925501453,0.9733293231957507,2.1561938618560514,0.04038451202356621,0.4505706685962064,0.08305422539034614,0.23817261390560926,5706151.255704959,0.7623333333333335,0.6733833333333333,0.5893333333333334,0.7718666666666666,0.7020016666666667,0.7267533333333334
000356.XSHE,材料,289.6289691646935,13.640723813301653,2.395035069953367,5.78958465154513,0.04347295582689438,0.29847799705794553,0.5184148619454249,0.2050050111258987,0.715944527047097,2.420482812721845,-0.13604148240539482,0.02510508796171053,0.08306436649389445,0.5479247876266399,9856690.112445323,0.6701666666666667,0.7982333333333332,0.22683333333333333,0.4730666666666667,0.60021,0.7213933333333333
000100.XSHE,工业,899.4813309309123,17.112270694623312,1.764832484503009,5.002237728656323,0.046961206808560335,0.24353366467685678,0.47735881050901385,0.171965343088492,0.17508695743422728,2.6148839771890873,0.29669207348236953,0.4900048439595221,0.06833323448232849,0.41811683900253965,8801959.352373837,0.7017000000000001,0.7505000000000001,0.7998333333333334,0.6200666666666668,0.7278033333333334,0.7212200000000001
001125.XSHE,能源,408.4521512650332,7.194484346591318,0.5918072480969285,1.5977886389452185,0.023218516009102054,0.17104106184800044,0.3557654170196416,0.11989659544480283,0.6653615750225399,2.1512475011743954,0.44011703898590204,-0.10301571355335988,0.0030331272613826846,0.34248143922316787,9177297.096521018,0.8988333333333334,0.4536333333333334,0.5680000000000001,0.7498,0.6842033333333335,0.7207533333333334
002652.XSHE,工业,50.029182903113295,9.678171916057531,1.581022248779954,0.9296814937420418,0.02789269245650977,0.22889240886826806,0.48661962720931673,0.15571169248673633,0.7299649434089946,1.0596690282949581,-0.08238547552073204,0.03833102170730388,0.0025106639505177333,0.240369286699141,8857606.146618044,0.8342333333333334,0.53975,0.274,0.8922666666666668,0.639645,0.71644
1 stock_code industry market_cap pe_ratio pb_ratio ps_ratio dividend_yield roe gross_margin net_margin debt_to_equity current_ratio revenue_growth profit_growth fcf_yield volatility liquidity value_score quality_score growth_score risk_score composite_score value_quality
2 000013.XSHE 消费 957.747511157188 9.113989631771219 0.601558624410697 3.606287420806023 0.03737873180270552 0.2063020804357325 0.5997197903853994 0.24658104657193797 0.9505376070454739 2.9012558539682662 0.08090618404015973 0.3206114848079868 0.09619366813923613 0.3506073404198685 9949458.485359829 0.8629000000000001 0.77745 0.547 0.7699333333333334 0.7647883333333334 0.8287200000000001
3 000226.XSHE 科技 109.17720822355956 5.010216719821499 1.1287425514052933 4.248976164107304 0.0477076863559589 0.253605891769788 0.4801574318541191 0.21529678819621428 0.2945415701369255 1.9690746853771048 0.4184254545784649 0.3215500873160098 0.08915454499973387 0.23966008325778856 9648890.775895176 0.8739 0.7473166666666666 0.79 0.9257333333333333 0.8243283333333333 0.8232666666666667
4 001268.XSHE 医药 279.79862940724473 8.027807581468155 1.072315351475991 0.9957580490692303 0.049077069652215644 0.24206898694988066 0.5286222801831969 0.1274110825204173 0.6138024389832373 2.420637048382087 0.4307590969474767 -0.031653253049903546 0.08260557504884682 0.2013960423407617 9309931.404565386 0.9231666666666667 0.6652333333333333 0.6053333333333333 0.9700666666666666 0.78691 0.8199933333333334
5 000387.XSHE 消费 58.86503883573863 20.431834824163815 1.4452130178143132 1.027097449645151 0.03349713066818832 0.2931774933903466 0.5929875383146775 0.1725000755715617 0.5143901750320201 2.8237609277549187 -0.1554037204131807 0.5523299809731517 0.03191544598969276 0.3976612894392383 7312708.180717498 0.7511333333333333 0.8512 0.504 0.5924 0.7158533333333332 0.79116
6 000789.XSHE 公用事业 507.9390052064784 9.35125519044052 0.8352970781838803 4.683341851985897 0.03889060717219587 0.22967384678688474 0.3682041432306129 0.2397097434721752 0.43604701812406227 2.3068869172216004 0.12859526143883482 -0.25723579558291976 0.08841704198928149 0.531841835291068 8563713.693994673 0.8261333333333333 0.6920999999999999 0.2605 0.4469333333333334 0.6348766666666666 0.7725199999999999
7 000399.XSHE 公用事业 387.61534025145244 9.039177525207071 1.6596304168513085 1.7146112701326077 0.048155732969244 0.28384556518319654 0.5669627704370993 0.05179885856348623 0.15452672245926927 1.4084941726890468 -0.04367373281187992 0.3352846710907796 0.0068374772392984845 0.5655042096928322 8801050.757650437 0.8554999999999999 0.6376000000000001 0.46699999999999997 0.40313333333333334 0.6671933333333333 0.76834
8 001653.XSHE 科技 720.187788769312 7.264531982059878 1.1065360321284714 1.8112622849100195 0.04771893001104466 0.15814112481710785 0.4745147050468171 0.0832518856602793 0.2865692120381818 2.677864147125332 -0.05393172195290645 0.08085545629943086 0.03838502951981087 0.2006815312164225 9113715.995919317 0.9092666666666667 0.5432333333333333 0.32066666666666666 0.9636 0.6871700000000001 0.7628533333333333
9 002895.XSHE 材料 948.6723453533193 17.519773418096996 0.7304285713564809 1.0220578117519528 0.0206527173976699 0.2989766600965856 0.39780782518811375 0.12306672270949706 0.22092413133191227 2.3944121877325886 -0.03952158891391949 0.4424800673400268 0.08379992223757426 0.4887128860145002 8057345.783387728 0.8001666666666666 0.7058833333333333 0.5306666666666666 0.4896666666666667 0.6869316666666667 0.7624533333333332
10 000772.XSHE 工业 415.2857612625719 10.808206111889666 0.98583101649876 1.3546891491791286 0.021117593635036725 0.26408833720337715 0.5290585388585197 0.061648690554294255 0.23240428069164284 1.8583921252491922 0.2212387832602677 -0.06831531509277375 0.09741149177385328 0.43077097398899933 9749392.131054865 0.8407333333333333 0.6292 0.43366666666666664 0.6389333333333334 0.6756800000000001 0.75612
11 002640.XSHE 医药 578.7495070770457 10.682756266305603 2.9904330252367735 1.131662554160282 0.005620235563897441 0.27080130046836554 0.5677579364834714 0.2254968082635067 0.17024384089230077 2.3618767604492703 -0.09599506462379621 0.3794646343494213 0.08178327787414741 0.5458263265039501 7360427.640472644 0.6772333333333335 0.86635 0.4518333333333333 0.3778 0.6589450000000001 0.7528800000000001
12 002493.XSHE 公用事业 764.8449207071696 15.79770066756341 2.6199965974898927 1.2119681206357198 0.04824115627361239 0.2745682662775317 0.36569770060840134 0.2331584313093974 0.3918618904610021 2.6203064197923434 0.2961806105971577 0.49164558185506296 0.05591488284902999 0.3799633876140267 6209557.735193415 0.7396666666666668 0.7696666666666667 0.8005 0.5735333333333332 0.7442200000000001 0.7516666666666668
13 000344.XSHE 科技 632.2926033697993 6.9395049026745825 2.5911026080032427 3.26997931096977 0.008058184394808056 0.23624129961522333 0.5436153478185198 0.21381149113387 0.21034049480164788 2.6547828124388286 -0.0749038871075439 -0.12423023766851285 0.06344009447466763 0.27794112762993517 5634808.748790327 0.7011 0.8188833333333334 0.1875 0.7081333333333333 0.6344183333333333 0.7482133333333334
14 002432.XSHE 公用事业 222.12411509757865 9.208405561905927 0.963687620439422 8.266068883356333 0.01634393948826598 0.2804586274917768 0.5543609510730255 0.2012122224011075 0.36212737546146123 1.9143500551072372 -0.015382911933605248 0.4998224095440597 0.09583702328827193 0.3920099569514287 6662207.107408486 0.7028333333333333 0.7921833333333335 0.5776666666666667 0.5760000000000001 0.6919216666666668 0.7385733333333333
15 000161.XSHE 材料 620.5646166925865 28.000113732027526 0.672626996545886 4.969798250427108 0.03864022464308703 0.2386348831738469 0.5891702841635599 0.24686183817250712 0.5530655395760339 2.7655076164918864 -0.11764258313299719 0.28190647831854304 0.09696368190013074 0.4185993674102629 5588711.259644675 0.657 0.8487166666666667 0.38266666666666665 0.4921333333333333 0.6431616666666666 0.7336866666666667
16 000271.XSHE 能源 486.4744299856873 5.3142017846156655 2.767499585560731 4.98839008219146 0.028410417039374542 0.26399396509878587 0.5519279906821809 0.1402490106730897 0.3861594664263151 2.8287182597041065 0.3525369560164981 -0.25867637735735494 0.0005352370864188605 0.36715218054411775 8228567.644231976 0.7045333333333333 0.7746000000000001 0.42016666666666663 0.6766 0.6658866666666667 0.7325600000000001
17 002826.XSHE 能源 953.0061799066885 13.720510851050967 1.5903977287435147 0.9804678777505985 0.011726543599263712 0.28632406123434617 0.4260206345161613 0.1911229925501453 0.9733293231957507 2.1561938618560514 0.04038451202356621 0.4505706685962064 0.08305422539034614 0.23817261390560926 5706151.255704959 0.7623333333333335 0.6733833333333333 0.5893333333333334 0.7718666666666666 0.7020016666666667 0.7267533333333334
18 000356.XSHE 材料 289.6289691646935 13.640723813301653 2.395035069953367 5.78958465154513 0.04347295582689438 0.29847799705794553 0.5184148619454249 0.2050050111258987 0.715944527047097 2.420482812721845 -0.13604148240539482 0.02510508796171053 0.08306436649389445 0.5479247876266399 9856690.112445323 0.6701666666666667 0.7982333333333332 0.22683333333333333 0.4730666666666667 0.60021 0.7213933333333333
19 000100.XSHE 工业 899.4813309309123 17.112270694623312 1.764832484503009 5.002237728656323 0.046961206808560335 0.24353366467685678 0.47735881050901385 0.171965343088492 0.17508695743422728 2.6148839771890873 0.29669207348236953 0.4900048439595221 0.06833323448232849 0.41811683900253965 8801959.352373837 0.7017000000000001 0.7505000000000001 0.7998333333333334 0.6200666666666668 0.7278033333333334 0.7212200000000001
20 001125.XSHE 能源 408.4521512650332 7.194484346591318 0.5918072480969285 1.5977886389452185 0.023218516009102054 0.17104106184800044 0.3557654170196416 0.11989659544480283 0.6653615750225399 2.1512475011743954 0.44011703898590204 -0.10301571355335988 0.0030331272613826846 0.34248143922316787 9177297.096521018 0.8988333333333334 0.4536333333333334 0.5680000000000001 0.7498 0.6842033333333335 0.7207533333333334
21 002652.XSHE 工业 50.029182903113295 9.678171916057531 1.581022248779954 0.9296814937420418 0.02789269245650977 0.22889240886826806 0.48661962720931673 0.15571169248673633 0.7299649434089946 1.0596690282949581 -0.08238547552073204 0.03833102170730388 0.0025106639505177333 0.240369286699141 8857606.146618044 0.8342333333333334 0.53975 0.274 0.8922666666666668 0.639645 0.71644