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"920425.BJ", "code": "920425", "name": "乐创技术", "price": 20.66, "pe": 45.911, "pb": 5.162, "factor_id": "safety_coverage", "z": 3.8716, "raw": 17.653038 } ], "cash_ocf_yield": [ { "symbol": "600000.SH", "code": "600000", "name": "浦发银行", "price": 8.87, "pe": 5.836, "pb": 0.392, "factor_id": "cash_ocf_yield", "z": 2.9173, "raw": 0.310482 }, { "symbol": "600011.SH", "code": "600011", "name": "华能国际", "price": 6.92, "pe": 9.351, "pb": 1.551, "factor_id": "cash_ocf_yield", "z": 2.9173, "raw": 0.114487 }, { "symbol": "600027.SH", "code": "600027", "name": "华电国际", "price": 4.65, "pe": 9.49, "pb": 1.08, "factor_id": "cash_ocf_yield", "z": 2.9173, "raw": 0.104509 }, { "symbol": "600030.SH", "code": "600030", "name": "中信证券", "price": 27.6, "pe": 14.082, "pb": 1.403, "factor_id": "cash_ocf_yield", "z": 2.9173, "raw": 0.183747 }, { "symbol": "600036.SH", "code": "600036", "name": "招商银行", "price": 38.02, "pe": 6.67, "pb": 0.847, "factor_id": "cash_ocf_yield", "z": 2.9173, "raw": 0.131248 }, { "symbol": "600038.SH", "code": "600038", "name": "中直股份", "price": 25.24, "pe": 31.744, "pb": 1.175, "factor_id": "cash_ocf_yield", "z": 2.9173, "raw": 0.19276 }, { "symbol": "600048.SH", "code": "600048", "name": "保利发展", "price": 4.86, "pe": 54.0, "pb": 0.3, "factor_id": "cash_ocf_yield", "z": 2.9173, "raw": 0.149083 }, { "symbol": "600061.SH", "code": "600061", "name": "国投资本", "price": 6.53, "pe": 13.06, "pb": 0.763, "factor_id": "cash_ocf_yield", "z": 2.9173, "raw": 0.381534 }, { "symbol": "600104.SH", "code": "600104", "name": "上汽集团", "price": 10.39, "pe": 11.74, "pb": 0.397, "factor_id": "cash_ocf_yield", "z": 2.9173, "raw": 0.267804 }, { "symbol": "600109.SH", "code": "600109", "name": "国金证券", "price": 8.46, "pe": 13.689, "pb": 0.868, "factor_id": "cash_ocf_yield", "z": 2.9173, "raw": 0.556331 } ], "value_epv_mos": [ { "symbol": "600000.SH", "code": "600000", "name": "浦发银行", "price": 8.87, "pe": 5.836, "pb": 0.392, "factor_id": "value_epv_mos", "z": 0.5413, "raw": 0.573558 }, { "symbol": "600015.SH", "code": "600015", "name": "华夏银行", "price": 6.91, "pe": 4.265, "pb": 0.342, "factor_id": "value_epv_mos", "z": 0.5413, "raw": 0.442742 }, { "symbol": "600016.SH", "code": "600016", "name": "民生银行", "price": 3.46, "pe": 5.492, "pb": 0.263, "factor_id": "value_epv_mos", "z": 0.5413, "raw": 0.667308 }, { "symbol": "600035.SH", "code": "600035", "name": "楚天高速", "price": 3.56, "pe": 10.471, "pb": 0.63, "factor_id": "value_epv_mos", "z": 0.5413, "raw": 0.406667 }, { "symbol": "600064.SH", "code": "600064", "name": "XD南京高", "price": 7.3, "pe": 6.9, "pb": 0.64, "factor_id": "value_epv_mos", "z": 0.5413, "raw": 0.495856 }, { "symbol": "600167.SH", "code": "600167", "name": "联美控股", "price": 5.82, "pe": 18.872, "pb": 1.1, "factor_id": "value_epv_mos", "z": 0.5413, "raw": 0.392484 }, { "symbol": "600251.SH", "code": "600251", "name": "冠农股份", "price": 8.72, "pe": 19.378, "pb": 1.677, "factor_id": "value_epv_mos", "z": 0.5413, "raw": 0.418667 }, { "symbol": "600332.SH", "code": "600332", "name": "白云山", "price": 22.18, "pe": 12.087, "pb": 0.912, "factor_id": "value_epv_mos", "z": 0.5413, "raw": 0.494531 }, { "symbol": "600638.SH", "code": "600638", "name": "新黄浦", "price": 4.53, "pe": 45.12, "pb": 0.652, "factor_id": "value_epv_mos", "z": 0.5413, "raw": 0.448637 }, { "symbol": "600694.SH", "code": "600694", "name": "大商股份", "price": 14.62, "pe": 10.296, "pb": 0.606, "factor_id": "value_epv_mos", "z": 0.5413, "raw": 0.543125 } ] }, "skill_factor_map": { "graham-earnings-power-value": [ "value_ep", "value_epv_mos" ], "graham-quantitative-screening": [ "value_ep", "value_bp" ], "graham-net-net-ncaV": [ "value_bp", "value_ncav_discount" ], "graham-margin-of-safety": [ "value_epv_mos" ], "stickney-cash-vs-accrual-screen": [ "quality_accrual", "cash_ocf_yield" ], "stickney-accrual-quality": [ "quality_accrual" ], "penman-rnoa-leverage-split": [ "quality_rnoa_proxy" ], "penman-roe-growth": [ "quality_rnoa_proxy" ], "buffett-moat-float": [ "quality_gross_margin" ], "xiaoxing-good-company-finance": [ "quality_gross_margin" ], "penman-residual-income": [ "quality_roe" ], "graham-stability-quality-gate": [ "quality_roe", "stability_roe" ], "graham-defensive-investor": [ "safety_low_debt" ], "graham-bond-selection-coverage": [ "safety_low_debt", "safety_coverage" ], "penman-growth-fade-riv": [ "growth_revenue", "growth_profit" ], "bodie-index-model-alpha": [ "growth_revenue" ], "buffett-owner-earnings-intrinsic": [ "cash_ocf_yield" ], "bodie-factor-apt": [ "size_log_mktcap" ] }, "summary": { "graham_defensive_value": { "name": "格雷厄姆防御型价值", "priced": 809, "top1": { "symbol": "000623.SZ", "code": "000623", "name": "吉林敖东", "price": 18.06, "pe": 8.846, "pb": 0.686, "industry": "中药Ⅱ", "composite_z": 2.0565, "factors_used": [ "value_ep", "value_bp", "safety_low_debt", "quality_roe", "stability_roe" ], "suggested_active_weight": 0.0158, "regime_vol_mult": 0.55, "strategy_id": "astock.graham.defensive_value.v1", "status": "research_candidate" }, "gross_w": 0.2461 }, "graham_deep_value_netnet": { "name": "格雷厄姆深度价值/净净代理", "priced": 349, "top1": { "symbol": "600585.SH", "code": "600585", "name": "海螺水泥", "price": 17.67, "pe": 11.474, "pb": 0.481, "industry": "水泥", "composite_z": 1.9473, "factors_used": [ "value_ncav_discount", "value_bp", "safety_low_debt" ], "suggested_active_weight": 0.0124, "regime_vol_mult": 0.55, "strategy_id": "astock.graham.deep_value_netnet.v1", "status": "research_candidate" }, "gross_w": 0.2033 }, "graham_epv_mos": { "name": "盈利能力价值安全边际", "priced": 1487, "top1": { "symbol": "600919.SH", "code": "600919", "name": "江苏银行", "price": 11.31, "pe": 6.426, "pb": 0.785, "industry": "银行Ⅱ", "composite_z": 2.0142, "factors_used": [ "value_epv_mos", "value_ep", "cash_ocf_yield", "quality_accrual" ], "suggested_active_weight": 0.0142, "regime_vol_mult": 0.55, "strategy_id": "astock.graham.epv_mos.v1", "status": "research_candidate" }, "gross_w": 0.2721 }, "stickney_accrual_quality": { "name": "应计质量多头", "priced": 2716, "top1": { 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