| 20260212 | 解禁_ED进程 | FACTOR | Name | Industry | FloatCap | BuyDate | HoldDays | ExpAbsRet | AbsRet | AbsMaxDD | AbsPgsSub | AbsPgsDiv | ExpExcRet | ExcRet | ExcMaxDD | ExcPgsSub | ExcPgsDiv |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 603321.SH | 0.6024 | 梅轮电梯 | 机械设备 | 25.0785 | 20260129 | 10 | 0.02221 | -0.0086 | 0.0456 | -0.03081 | -0.3872 | 0.02035 | -0.0180 | 0.0405 | -0.03835 | -0.8845 | |
| 603281.SH | 0.7306 | 江瀚新材 | 基础化工 | 79.1577 | 20260130 | 9 | 0.02221 | 0.0068 | 0.0602 | -0.01541 | 0.3062 | 0.02035 | -0.0028 | 0.0383 | -0.02315 | -0.1376 | |
| 301066.SZ | 0.7041 | 万事利 | 纺织服装 | 39.2037 | 20260130 | 9 | 0.02221 | -0.0566 | 0.1231 | -0.07881 | -2.5484 | 0.02035 | -0.0648 | 0.0990 | -0.08515 | -3.1843 | |
| 002254.SZ | 0.6789 | 泰和新材 | 化工 | 106.8868 | 20260202 | 8 | 0.02221 | 0.1338 | 0.0391 | 0.11159 | 6.0243 | 0.02035 | 0.0938 | 0.0348 | 0.07345 | 4.6093 | |
| 002096.SZ | 0.6612 | 易普力 | 化工 | 98.9734 | 20260202 | 8 | 0.02221 | 0.0658 | 0.0080 | 0.04359 | 2.9626 | 0.02035 | 0.0279 | 0.0058 | 0.00755 | 1.3710 | |
| 002254.SZ | 0.6715 | 泰和新材 | 化工 | 98.4570 | 20260203 | 7 | 0.02221 | 0.0886 | 0.0391 | 0.06639 | 3.9892 | 0.02035 | 0.0739 | 0.0348 | 0.05355 | 3.6314 | |
| 688536.SH | 0.5691 | 思瑞浦 | 电子 | 252.9903 | 20260204 | 6 | 0.02221 | -0.0236 | 0.0445 | -0.04581 | -1.0626 | 0.02035 | -0.0325 | 0.0612 | -0.05285 | -1.5971 | |
| 688031.SH | 0.7086 | 星环科技 | 计算机 | 173.3793 | 20260205 | 5 | 0.02221 | -0.0175 | 0.0384 | -0.03971 | -0.7879 | 0.02035 | -0.0344 | 0.0366 | -0.05475 | -1.6904 | |
| 002897.SZ | 0.5707 | 意华股份 | 通信 | 100.0785 | 20260205 | 5 | 0.02221 | 0.0548 | 0.0363 | 0.03259 | 2.4674 | 0.02035 | 0.0372 | 0.0344 | 0.01685 | 1.8280 | |
| 300512.SZ | 0.6832 | 中亚股份 | 机械设备 | 32.5851 | 20260206 | 4 | 0.02221 | 0.0146 | 0.0170 | -0.00761 | 0.6574 | 0.02035 | -0.0010 | 0.0151 | -0.02135 | -0.0491 | |
| 301027.SZ | 0.5568 | 华蓝集团 | 建筑装饰 | 22.5175 | 20260206 | 4 | 0.02221 | 0.0021 | 0.0032 | -0.02011 | 0.0946 | 0.02035 | -0.0136 | 0.0136 | -0.03395 | -0.6683 | |
| 605069.SH | 0.7081 | 正和生态 | 环保 | 12.0771 | 20260211 | 1 | 0.02221 | 0.0000 | 0.0000 | -0.02221 | 0.0000 | 0.02035 | 0.0000 | 0.0000 | -0.02035 | 0.0000 | |
| 688777.SH | 0.5641 | 中控技术 | 机械设备 | 656.9664 | 20260212 | 0 | 0.02221 | 0.0000 | 0.0000 | -0.02221 | 0.0000 | 0.02035 | 0.0000 | 0.0000 | -0.02035 | 0.0000 |