高转送行情 - V2EX

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

上周五，永和智控公布了高送转预案，开盘涨停并直至收盘，打响了 2016 年报高送转的第一枪，一些具备高送转预期的个股也纷纷上涨，再次启动了高送转行情。下面就利用 ricequant 的免费优质数据选出有高转送预期的股票以供大家参考一般来说，具备高送转预期的个股，都具有市值较小、每股未分配利润多、每股公积金高、每股收益大，流通股本少的特点。当然，也还有其它的因素，比如当前股价、经营收益变动情况、以及以往分红送股习惯等等。这里我们暂将未分配利润多大于 1 元，公积金大于等于 5 元，每股收益大于等于 5 毛，流通股本在 3 亿以下，总市值在 100 亿以内作为高送转预期目标。

高转送.ipynb In[6]:

date = '2016-11-18'

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

Out[6]:17

In[7]:

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


df = df[['symbol','ClosingPx','book_value_per_share','capital_reserve_per_share','undistributed_profit_per_share','earnings_per_share','circulation_a','market_cap']]
df

Out[7]:

In[8]:

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

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