低频量化周报2026-02-27指数风险溢价比小规模配债5亿配债完整数据5 批文通过4 发哥通过3 交易所受理2 股东大会通过1 董事会预案可转债策略双低策略低溢价策略小盘低价格策略小盘低溢价策略溢价偏离策略上市公司实物礼品历史操作记录本周心得最后指数风险溢价比名称-风险溢价-均值-标准差上证50-6.88-6.01-2.38恒生指数-6.72-6.19-2.1沪深300-5.23-4.53-2.01万得全A-2.74-2.32-1.41恒生科技指数-2.63-0.94-1.57创业板50-1.59--0.71-1.27中证500-0.85-0.13-1.43中证1000-0.14--0.44-1.05北证50--0.1-1.54-1.15科创50--0.91--0.81-0.66注1. 标O为沪市一手党标K为科创板标C为创业板注2. 本表为数据分析表格不构成任何投资建议小规模配债5亿名称-转股价值-规模-亿爱科科技OK-105.44-2.67金三江C-104.4-2.9久吾高科C-104.67-3.04金道科技C-94.66-3.06全信股份C-102.77-3.12上声电子OK-103.28-3.3博士眼镜C-101.53-3.75炬申股份-96.34-3.8润禾材料C-103.63-4.0盛德鑫泰C-124.66-4.4本川智能C-105.56-4.69信安世纪OK-104.61-4.98配债完整数据当前进展-count6:上市/待上市-35:批文通过-54:发哥通过-73:交易所受理-442:股东大会通过-271:董事会预案-105 批文通过5.1 PE排序名称-天数-PE分位-安全垫春风动力O-59-24.63-0.97长高电新-43-35.29-2.41上声电子OK-58-42.52-2.36华峰测控OK-59-78.47-0.41博士眼镜C-41-84.36-1.085.2 安全垫排序名称-天数-安全垫长高电新-43-2.41上声电子OK-58-2.36博士眼镜C-41-1.08春风动力O-59-0.97华峰测控OK-59-0.415.3 1手党名称-天数-配股数华峰测控OK-59-(182, 200)春风动力O-59-(70, 100)上声电子OK-58-(500, 300)4 发哥通过4.1 PE排序名称-天数-PE分位-安全垫申能股份O-21-12.19-1.87斯达半导O-29-48.76-2.21本川智能C-18-57.33-1.88金杨精密C-17-82.23-2.91爱科科技OK-24-85.27-3.78珂玛科技C-22-94.77-0.32奥士康-17-94.94-1.234.2 1手党名称-天数-配股数斯达半导O-29-(160, 100)爱科科技OK-24-(310, 200)申能股份O-21-(2450, 1500)3 交易所受理3.1 PE排序名称-天数-PE分位-安全垫瑞鹄模具-71-1.15-2.28瑞丰银行O-1135-3.77-14.67科博达O-31-12.49-1.79中汽股份C-79-22.73-2.54三鑫医疗C-122-23.24-2.58金帝股份O-31-31.03-4.31国科天成C-218-34.66-1.36长沙银行O-1249-41.59-8.18千红制药-36-45.84-2.37商络电子C-50-46.54-2.17盛德鑫泰C-121-48.85-1.44华纬科技-86-48.93-2.56金三江C-120-49.79-1.98南华期货O-1017-55.35-3.06强达电路C-16-56.52-0.98炬申股份-211-56.97-2.61华翔股份O-64-58.62-4.67苏州天脉C-79-61.06-0.61江山股份O-46-64.07-2.65迪威尔OK-64-64.27-2.48肇民科技C-35-65.37-1.26久吾高科C-19-65.81-1.5满坤科技C-59-70.01-3.09厦门银行O-1250-72.5-8.31南芯科技OK-72-73.25-2.81圣泉集团O-121-73.58-2.38宝钛股份O-78-73.71-5.42维科精密C-123-75.29-2.44中仑新材C-121-75.56-2.39润禾材料C-19-77.61-1.28四方科技O-38-81.88-8.45湖北宜化-61-83.21-3.31玉禾田C-131-83.72-3.1特变电工O-154-84.22-1.98通合科技C-123-84.3-2.1丰茂股份C-54-87.05-2.83豪能股份O-29-87.85-4.64卡倍亿C-232-89.33-1.06电工合金C-59-90.58-1.56常青科技O-121-91.22-2.99江苏雷利C-81-92.85-1.16汇创达C-124-92.94-1.43精达股份O-247-93.11-1.11信安世纪OK-184-96.57-3.743.2 1手党名称-天数-配股数厦门银行O-1250-(528, 400)长沙银行O-1249-(366, 300)瑞丰银行O-1135-(393, 300)南华期货O-1017-(509, 400)精达股份O-247-(2252, 1400)信安世纪OK-184-(637, 383)特变电工O-154-(632, 400)圣泉集团O-121-(339, 300)常青科技O-121-(506, 400)宝钛股份O-78-(137, 100)南芯科技OK-72-(270, 200)迪威尔OK-64-(215, 200)华翔股份O-64-(416, 300)江山股份O-46-(359, 300)四方科技O-38-(303, 200)金帝股份O-31-(220, 200)科博达O-31-(271, 200)豪能股份O-29-(512, 400)2 股东大会通过2.1 PE排序名称-天数-PE分位-安全垫全信股份C-33--1.0-1.03佐力药业C-71-0.99-2.88特宝生物OK-16-6.5-1.6五洲交通O-295-29.4-14.84西安银行O-273-31.68-16.02莱特光电OK-88-35.34-2.23震裕科技C-36-36.18-1.47壹连科技C-38-36.23-2.35中鼎股份-65-37.46-1.84松原安全C-93-38.41-1.97新易盛C-565-41.11-0.11百龙创园O-504-42.57-2.39奥普特OK-2-64.02-1.03精研科技C-193-67.5-1.39三联锻造-168-72.22-2.57隆华新材C-171-73.41-3.84彩讯股份C-29-75.95-2.04天山电子C-47-82.16-2.74金道科技C-26-82.9-1.54鼎通科技OK-28-86.83-0.79富佳股份O-35-86.98-2.66富临精工C-449-87.51-0.96申菱环境C-3-88.3-0.75迈为股份C-257-88.81-0.41华通线缆O-113-89.03-1.27赛恩斯OK-85-91.56-0.81振华股份O-38-93.42-1.182.2 1手党名称-天数-配股数百龙创园O-504-(562, 400)五洲交通O-295-(537, 400)西安银行O-273-(556, 400)华通线缆O-113-(640, 400)莱特光电OK-88-(526, 316)赛恩斯OK-85-(169, 200)振华股份O-38-(809, 500)富佳股份O-35-(803, 500)鼎通科技OK-28-(150, 200)特宝生物OK-16-(267, 200)奥普特OK-2-(89, 200)1 董事会预案1.1 PE排序名称-天数-PE分位-安全垫中创智领O-43-42.85-3.2青岛银行-183-43.82-5.69氯碱化工O-572-48.14-7.55航亚科技OK-15-53.96-1.98中科曙光O-18-57.33-1.3悍高集团-18-58.62-0.86江苏新能O-17-61.97-3.59派克新材O-28-87.18-2.08浩通科技C-382-88.12-2.18圣晖集成O-28-97.99-0.821.2 1手党名称-天数-配股数氯碱化工O-572-(188, 200)中创智领O-43-(355, 300)圣晖集成O-28-(183, 200)派克新材O-28-(77, 100)中科曙光O-18-(183, 200)江苏新能O-17-(719, 500)航亚科技OK-15-(433, 260)可转债策略双低策略双低值 可转债价格 转股溢价率 * 100转债名称-转债最新价-双低值优彩转债-158.3-129.83皖天转债-141.371-131.08闻泰转债-113.097-133.29上银转债-126.134-136.3重银转债-128.917-136.57常银转债-132.06-136.64三房转债-107.365-136.81武进转债-153.404-136.96晶澳转债-129.46-137.33美锦转债-124.636-137.59帝欧转债-130.97-138.54天23转债-134.082-139.08文科转债-119.72-141.06金埔转债-138.058-141.91神马转债-137.013-143.85低溢价策略转债名称-转债最新价-转股溢价率大中转债|450.5|-2.5惠城转债|985.5|-0.45优彩转债|158.3|0.02天23转债|134.082|0.11皖天转债|141.371|0.17万凯转债|241.311|1.68超达转债|195.602|2.62天源转债|265.3|2.88严牌转债|197.7|2.98冠中转债|234.097|3.58振华转债|552.599|4.04武进转债|153.404|4.28豪美转债|254.402|4.29运机转债|433.991|4.55远信转债|153.8|4.88小盘低价格策略剩余市值 3亿转债名称-转股溢价率-转债最新价科华转债-234.71-110.303灵康转债-48.87-124.363乐歌转债-194.46-128.647蒙娜转债-63.39-132.246宝莱转债-240.76-132.477汇通转债-30.57-135.639天壕转债-11.83-137.2丝路转债-66.26-137.216红墙转债-22.25-137.6金埔转债-7.31-138.058航新转债-21.47-139.707佳力转债-32.35-140.681艾录转债-57.49-140.893正元转02-49.47-140.95晓鸣转债-22.69-141.5小盘低溢价策略剩余市值 5亿转债名称-转股溢价率-转债最新价冠中转债|3.58|234.097武进转债|4.28|153.404远信转债|4.88|153.8聚隆转债|5.47|230.21集智转债|5.51|286.5金埔转债|7.31|138.058精装转债|8.6|195.373天壕转债|11.83|137.2泰福转债|14.72|191.387易瑞转债|17.99|147.157山石转债|18.82|145.635京源转债|18.9|157.925恒锋转债|19.44|148.571泰坦转债|20.03|167.61章鼓转债|20.91|142.0溢价偏离策略溢价偏离主线排行转债名称-转股溢价率-价值偏离-转债最新价天23转债|0.11|-33.34|134.082中环转2|7.1|-31.64|141.2亿纬转债|9.21|-31.47|166.068晶澳转债|5.1|-30.01|129.46帝欧转债|5.24|-29.6|130.97中宠转2|12.13|-29.31|200.72远信转债|4.88|-29.03|153.8隆22转债|6.94|-28.36|134.625富春转债|6.81|-28.01|154.806闻泰转债|14.8|-27.73|113.097上银转债|9.05|-27.31|126.134国泰转债|6.51|-27.17|139.148常银转债|6.64|-26.66|132.06旺能转债|8.05|-26.51|136.864翔丰转债|7.54|-26.39|145.33上市公司实物礼品无历史操作记录名称-时间-买-卖-盈利恒生科技ETF-网格20251118-0.725-N-0豆粕ETF-网格20250827-1.884-N-0能源化工ETF-网格20250811-1.266-N-0酒ETF-网格20240624-0.575-N-0创新药ETF-网格20241121-0.877-N-0旅游ETF-网格20241112-0.44-N-0有色ETF-网格20250722-1.609-1.894-9.53%蓝帆转债-20250528-101.327-107.425-3%中装转2-20250528-84.505-100.719-19.18%信创ETF-20250527-1.133-1.17-3.26%中证A100ETF基金-网格20241115-1.748-1.759-0.6%章鼓转债-网格20241216-119.553-126.902-6%中装转2-20250122-75.654-84.866-12.17%华康医疗-配债20241218-20.847-20.91-0.4%传媒ETF-网格20240620-0.517-0.854-65%影视ETF-20240606-0.748-0.939-25.88%三角转债-网格20241218-117.185-118.239-0.89%天箭转债-网格20241226-114.326-114.305--0.02%创业板ETF-20241016-2.003-2.132-6.44%有色金属ETF-20240724-0.911-1.095-20.2%仲景食品-20240724-25.05-29.19-16.5%光伏ETF-20240624-0.713-0.880-23.4%酒ETF-20240624-0.594-0.628-5.35%房地产ETF-20240624-0.432-1.444-9.26%尚荣转债-网格20241218-110.858---4%英搏转债-网格20241216-143.506---4%英搏转债-网格20241122-135.2-152.394-20%双良转债-20241119-94.561-102.197-8%章鼓转债4-网格20241113-99.295-?-6.34%广誉远-20240614-20.1-20.99-4.4%佳禾食品2-20240605-11.783-12.14-3%游戏ETF4-20240422-0.789-1.025-29.97%房地产ETF-20240417-0.427-0.532-24.6%香港证券ETF-20240416-0.86-0.995-15.7%黄金主题LOF-20240422-0.925-0.940-1.62%本周心得ETF策略网格。复盘历史的ETF买卖记录基本上都是左侧基本上都是卖飞ETF还是很适合量化的需要再详细研究。最后本文包括本文所有数表均由作者Python程序而来实属不易~~请帮忙点赞分享和在看谢谢~如有低频量化的交流请留言谢谢~低频量化周报(指数风险溢价比配债完整数据集可转债策略上市公司礼品交易总结)