可转债低风险多因子策略 V1.0 MVP

报告截止：2026-07-16T00:00:00
研究报告模式·QMT 实盘交易已禁用，本页不含任何下单功能。
结果质量：降级 · AkShare 历史结果明确标记为探索性：强赎与历史元数据并非完整时点快照。
期末资产
¥97,340.34
累计收益
-2.66%
年化收益
-8.87%
最大回撤
-7.96%
夏普比率
-1.278
年化波动率
8.74%
交易记录数
98
当前持仓数
0

净值曲线

2026-04-012026-07-16101,525.6693,444.75

最新 TOP20 排名

date bond_code open high low close volume amount conversion_premium_pct ytm _universe_average_amount double_low_raw premium_raw ytm_raw momentum_20_raw momentum_60_raw amount_20d_raw volatility_raw max_drawdown_raw bond_name stock_code rating redeem_status redeem_status_source remaining_days average_amount eligible exclusion_reason double_low_score premium_score ytm_score momentum_20_score momentum_60_score liquidity_score volatility_score drawdown_score value_score trend_score liquidity_factor_score risk_score factor_coverage composite_score rank
2026-07-16T00:00:00 113070 128.008 128.617 127.400 127.543 387010.0 4.936042e+07 44.712250 -5.280342 5.335476e+07 172.255250 44.712250 -5.280342 -0.001237 -0.018817 5.335476e+07 0.092746 -0.065603 渝水转债 601158 AAA historical 1638 5.335476e+07 True 0.884211 0.894737 0.842105 0.715789 0.863158 0.578947 0.936842 0.894737 0.873684 0.789474 0.578947 0.915789 1.0 0.818947 1
2026-07-16T00:00:00 113052 117.201 117.800 116.855 117.506 2339350.0 2.748877e+08 33.940871 -10.540434 4.162612e+08 151.446871 33.940871 -10.540434 0.016488 -0.028884 4.162612e+08 0.076946 -0.050113 兴业转债 601166 AAA historical 529 4.162612e+08 True 0.905263 0.905263 0.294737 0.915789 0.778947 0.957895 0.968421 0.968421 0.701754 0.847368 0.957895 0.968421 1.0 0.809298 2
2026-07-16T00:00:00 110081 111.010 112.958 108.128 108.195 7172910.0 7.760730e+08 5.606603 -7.347115 1.171721e+09 113.801603 5.606603 -7.347115 0.135298 0.037722 1.171721e+09 0.414191 -0.159886 闻泰转债 600745 BBB+ historical 377 1.171721e+09 True 0.957895 0.978947 0.673684 1.000000 1.000000 1.000000 0.063158 0.189474 0.870175 1.000000 1.000000 0.126316 1.0 0.804035 3
2026-07-16T00:00:00 127089 123.300 124.327 122.646 123.400 891094.0 1.099610e+08 54.684507 -6.755336 1.694103e+08 178.084507 54.684507 -6.755336 -0.002240 -0.032840 1.694103e+08 0.130238 -0.075865 晶澳转债 002459 AA+sti historical 1098 1.694103e+08 True 0.863158 0.842105 0.757895 0.684211 0.736842 0.884211 0.694737 0.831579 0.821053 0.710526 0.884211 0.763158 1.0 0.799737 4
2026-07-16T00:00:00 113062 129.627 130.116 129.258 129.752 1073820.0 1.393303e+08 9.166346 -11.318157 1.412380e+08 138.918346 9.166346 -11.318157 0.001791 -0.009133 1.412380e+08 0.050847 -0.037446 常银转债 601128 AAA historical 792 1.412380e+08 True 0.926316 0.957895 0.231579 0.768421 0.926316 0.842105 0.989474 1.000000 0.705263 0.847368 0.842105 0.994737 1.0 0.797632 5
2026-07-16T00:00:00 113056 126.777 127.696 125.970 127.305 1089540.0 1.387039e+08 11.361679 -13.337122 1.879009e+08 138.666679 11.361679 -13.337122 -0.002351 -0.008204 1.879009e+08 0.074060 -0.041484 重银转债 601963 AAA historical 616 1.879009e+08 True 0.936842 0.947368 0.136842 0.673684 0.947368 0.915789 0.978947 0.989474 0.673684 0.810526 0.915789 0.984211 1.0 0.783947 6
2026-07-16T00:00:00 127049 112.632 114.600 112.603 114.170 1911800.0 2.182702e+08 65.624699 -9.707396 1.698293e+08 179.794699 65.624699 -9.707396 0.043601 -0.032720 1.698293e+08 0.098722 -0.096631 希望转2 000876 AAA historical 474 1.698293e+08 True 0.852632 0.726316 0.378947 0.957895 0.747368 0.894737 0.915789 0.673684 0.652632 0.852632 0.894737 0.794737 1.0 0.750263 7
2026-07-16T00:00:00 110092 78.999 79.860 76.800 78.555 8718790.0 6.849045e+08 29.637213 10.231804 5.965483e+08 108.192213 29.637213 10.231804 0.003410 -0.238631 5.965483e+08 0.776668 -0.452993 三房转债 600370 A- historical 905 5.965483e+08 True 0.978947 0.926316 1.000000 0.778947 0.031579 0.968421 0.010526 0.010526 0.968421 0.405263 0.968421 0.010526 1.0 0.712105 8
2026-07-16T00:00:00 113067 129.700 129.977 128.816 129.125 289950.0 3.743979e+07 51.028271 -8.087917 6.022021e+07 180.153271 51.028271 -8.087917 0.008529 -0.038447 6.022021e+07 0.127915 -0.110122 燃23转债 601139 AAA historical 1107 6.022021e+07 True 0.842105 0.873684 0.515789 0.842105 0.663158 0.631579 0.715789 0.547368 0.743860 0.752632 0.631579 0.631579 1.0 0.711930 9
2026-07-16T00:00:00 118031 123.630 124.830 123.077 123.673 920580.0 1.138509e+08 62.460427 -7.900053 1.188166e+08 186.133427 62.460427 -7.900053 -0.005180 -0.054321 1.188166e+08 0.103724 -0.089811 天23转债 688599 AA historical 943 1.188166e+08 True 0.757895 0.747368 0.547368 0.642105 0.536842 0.821053 0.884211 0.736842 0.684211 0.589474 0.821053 0.810526 1.0 0.704737 10
2026-07-16T00:00:00 127061 99.665 99.700 98.033 99.243 1010076.0 1.002430e+08 51.309617 0.431902 1.041475e+08 150.552617 51.309617 0.431902 0.059157 -0.185745 1.041475e+08 0.314495 -0.268517 美锦转债 000723 A historical 644 1.041475e+08 True 0.915789 0.863158 0.978947 0.989474 0.042105 0.789474 0.094737 0.042105 0.919298 0.515789 0.789474 0.068421 1.0 0.691491 11
2026-07-16T00:00:00 127111 129.300 129.772 128.630 129.500 463714.0 6.005096e+07 62.957705 -4.947110 5.995648e+07 192.457705 62.957705 -4.947110 0.005435 -0.083964 5.995648e+07 0.135580 -0.125869 金威转债 002626 AA historical 1861 5.995648e+07 True 0.715789 0.736842 0.863158 0.800000 0.305263 0.621053 0.600000 0.410526 0.771930 0.552632 0.621053 0.505263 1.0 0.665439 12
2026-07-16T00:00:00 113682 128.500 130.059 128.199 129.625 390710.0 5.064578e+07 90.173122 -6.892859 4.888291e+07 219.798122 90.173122 -6.892859 0.027416 -0.008468 4.888291e+07 0.134412 -0.082696 益丰转债 603939 AA historical 1327 4.888291e+07 True 0.494737 0.505263 0.736842 0.947368 0.936842 0.515789 0.631579 0.800000 0.578947 0.942105 0.515789 0.715789 1.0 0.662632 13
2026-07-16T00:00:00 118027 87.191 88.000 86.500 86.919 532960.0 4.632435e+07 14.037728 6.091206 1.862545e+08 100.956728 14.037728 6.091206 -0.051527 -0.150169 1.862545e+08 0.595818 -0.239889 宏图转债 688066 B- historical 866 1.862545e+08 True 1.000000 0.936842 0.989474 0.126316 0.084211 0.905263 0.021053 0.063158 0.975439 0.105263 0.905263 0.042105 1.0 0.650877 14
2026-07-16T00:00:00 113632 108.021 108.600 103.550 104.460 3426980.0 3.579823e+08 0.239948 -3.206630 6.079432e+08 104.699948 0.239948 -3.206630 -0.316111 -0.242148 6.079432e+08 0.460455 -0.316111 鹤21转债 603733 AA historical 489 6.079432e+08 True 0.989474 0.989474 0.957895 0.021053 0.021053 0.978947 0.042105 0.031579 0.978947 0.021053 0.978947 0.036842 1.0 0.646053 15
2026-07-16T00:00:00 118040 105.401 106.947 102.503 102.586 2620740.0 2.688512e+08 5.891631 -0.840368 8.468486e+08 108.477631 5.891631 -0.840368 -0.358079 -0.298893 8.468486e+08 0.595545 -0.378685 宏微转债 688711 A historical 1105 8.468486e+08 True 0.968421 0.968421 0.968421 0.010526 0.010526 0.989474 0.031579 0.021053 0.968421 0.010526 0.989474 0.026316 1.0 0.638684 16
2026-07-16T00:00:00 127083 119.620 120.042 119.100 119.387 271180.0 3.237537e+07 75.069474 -6.378367 5.656848e+07 194.456474 75.069474 -6.378367 -0.015771 -0.068301 5.656848e+07 0.115749 -0.096140 山路转债 000498 AAA historical 982 5.656848e+07 True 0.694737 0.652632 0.789474 0.421053 0.368421 0.600000 0.821053 0.684211 0.712281 0.394737 0.600000 0.752632 1.0 0.637982 17
2026-07-16T00:00:00 127105 127.880 129.288 127.140 128.561 192910.0 2.480070e+07 55.668852 -6.835623 9.430328e+07 184.229852 55.668852 -6.835623 -0.014103 -0.065018 9.430328e+07 0.240157 -0.141287 龙星转债 002442 AA- historical 1296 9.430328e+07 True 0.789474 0.831579 0.747368 0.442105 0.410526 0.768421 0.157895 0.294737 0.789474 0.426316 0.768421 0.226316 1.0 0.629211 18
2026-07-16T00:00:00 127108 125.404 126.498 125.122 125.869 385700.0 4.854767e+07 59.934463 -4.779091 7.943345e+07 185.803463 59.934463 -4.779091 -0.034006 -0.067637 7.943345e+07 0.178584 -0.142042 太能转债 000591 AA+ historical 1716 7.943345e+07 True 0.778947 0.789474 0.873684 0.252632 0.378947 0.726316 0.357895 0.273684 0.814035 0.315789 0.726316 0.315789 1.0 0.626491 19
2026-07-16T00:00:00 111015 126.780 127.623 125.586 126.859 269180.0 3.414791e+07 56.967695 -7.689656 5.770483e+07 183.826695 56.967695 -7.689656 -0.004137 -0.059816 5.770483e+07 0.190926 -0.120542 东亚转债 605177 A+ historical 1086 5.770483e+07 True 0.800000 0.821053 0.578947 0.663158 0.452632 0.610526 0.252632 0.442105 0.733333 0.557895 0.610526 0.347368 1.0 0.621930 20

最新调仓建议

as_of plan_id plan_type status execution_timing bond_code bond_name action reference_price current_quantity target_quantity delta_quantity current_weight base_target_weight target_weight estimated_target_value rank composite_score reason
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 113070 渝水转债 BUY 127.543 0 40 40 0.0 0.05 0.051017 5101.72 1 0.818947 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 113052 兴业转债 BUY 117.506 0 50 50 0.0 0.05 0.058753 5875.30 2 0.809298 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 110081 闻泰转债 BUY 108.195 0 50 50 0.0 0.05 0.054097 5409.75 3 0.804035 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 127089 晶澳转债 BUY 123.400 0 50 50 0.0 0.05 0.061700 6170.00 4 0.799737 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 113062 常银转债 BUY 129.752 0 40 40 0.0 0.05 0.051901 5190.08 5 0.797632 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 113056 重银转债 BUY 127.305 0 40 40 0.0 0.05 0.050922 5092.20 6 0.783947 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 127049 希望转2 BUY 114.170 0 50 50 0.0 0.05 0.057085 5708.50 7 0.750263 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 110092 三房转债 BUY 78.555 0 70 70 0.0 0.05 0.054989 5498.85 8 0.712105 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 113067 燃23转债 BUY 129.125 0 40 40 0.0 0.05 0.051650 5165.00 9 0.711930 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 118031 天23转债 BUY 123.673 0 50 50 0.0 0.05 0.061836 6183.65 10 0.704737 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 127061 美锦转债 BUY 99.243 0 60 60 0.0 0.05 0.059546 5954.58 11 0.691491 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 127111 金威转债 BUY 129.500 0 40 40 0.0 0.05 0.051800 5180.00 12 0.665439 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 113682 益丰转债 BUY 129.625 0 30 30 0.0 0.05 0.038887 3888.75 13 0.662632 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 118027 宏图转债 BUY 86.919 0 50 50 0.0 0.05 0.043459 4345.95 14 0.650877 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 113632 鹤21转债 BUY 104.460 0 40 40 0.0 0.05 0.041784 4178.40 15 0.646053 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 118040 宏微转债 BUY 102.586 0 40 40 0.0 0.05 0.041034 4103.44 16 0.638684 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 127083 山路转债 BUY 119.387 0 40 40 0.0 0.05 0.047755 4775.48 17 0.637982 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 127105 龙星转债 BUY 128.561 0 30 30 0.0 0.05 0.038568 3856.83 18 0.629211 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 127108 太能转债 BUY 125.869 0 30 30 0.0 0.05 0.037761 3776.07 19 0.626491 ENTER_TOP20
2026-07-16 initial-2026-07-16 initial PENDING next_trading_day_open 111015 东亚转债 BUY 126.859 0 30 30 0.0 0.05 0.038058 3805.77 20 0.621930 ENTER_TOP20

当前持仓

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最近调仓 / 交易原因

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