股票 · 宏观驱动选股
中盘股选股
中盘($2–10B)四因子选股:质量 + 价值 + 成长 + 动量(板块内 rank-normal z → 重标准化合成),并经宏观体制/板块线索倾斜。信心按因子覆盖率折减;排名按覆盖加权(不让单因子极端占榜首)。
中盘已评分
864
2026-06-29
覆盖板块
11
宏观倾斜命中
328
来自板块线索
四因子齐全
701
质量·价值·成长·动量
四因子
质量(ROIC + FCF 利润率 −杠杆)、价值(盈利收益率 + FCF 收益率)、成长(营收/EPS 同比)取自 SEC XBRL 年报;动量为 12-1 个月收益。各子因子板块内 rank-normal z → 合并再横截面标准化 → 叠加宏观板块倾斜。信心 = |合成| × 因子覆盖率(四因子齐全→满信心,缺因子→折减)。注:板块为 SIC 近似(非 GICS);动量依赖 Polygon 免费档当日额度,偶发缺失时自动按 3 因子降级;已剔除 ETF/信托/封闭基金/SPAC。
板块分布
Industrials 155Financials 140Health Care 128Consumer Discretionary 93Materials 83Information Technology 80Real Estate 60Communication Services 42Energy 34Utilities 32Consumer Staples 17
排名 · 前 40(按合成分)
| # | 代码 | 板块 | 市值 | 动量z | 质量z | 价值z | 成长z | 倾斜 | 合成 | 信心 |
|---|---|---|---|---|---|---|---|---|---|---|
| 1 | DAC | Industrials | $2.2B | +0.34 | +1.07 | +2.30 | -0.05 | +0.50 | +0.77 | 77% |
| 2 | AZZ | Industrials | $4.7B | +0.31 | +1.33 | +1.02 | +0.92 | +0.50 | +0.76 | 76% |
| 3 | AUPH | Health Care | $2.3B | +0.46 | +1.00 | +2.62 | +1.37 | · | +0.76 | 76% |
| 4 | RUN | Industrials | $3.2B | +1.42 | -1.39 | +2.10 | +1.39 | +0.50 | +0.76 | 76% |
| 5 | HG | Financials | $2.2B | +1.18 | +0.69 | +2.28 | +0.86 | · | +0.74 | 75% |
| 6 | WTM | Financials | $5.2B | +0.25 | +1.03 | +1.94 | +1.71 | · | +0.74 | 74% |
| 7 | VISN | Industrials | $2.8B | — | +1.13 | +1.88 | +1.29 | +0.50 | +0.87 | 65% |
| 8 | CTRE | Real Estate | $9.6B | +1.05 | +2.38 | +0.11 | +0.88 | · | +0.72 | 72% |
| 9 | CALM | Materials | $3.8B | -1.40 | +1.76 | +2.35 | +1.57 | · | +0.71 | 71% |
| 10 | JHG | Financials | $8.0B | +0.98 | +1.29 | +0.76 | +1.25 | · | +0.71 | 71% |
| 11 | VAL | Energy | $5.3B | +0.97 | +1.08 | +1.11 | +1.10 | · | +0.71 | 71% |
| 12 | BFH | Financials | $4.3B | +1.58 | +0.16 | +1.31 | +1.17 | · | +0.71 | 71% |
| 13 | UNIT | Communication Services | $2.7B | +1.77 | -1.18 | +1.69 | +1.80 | · | +0.70 | 70% |
| 14 | TRNO | Real Estate | $7.0B | +0.20 | +1.55 | +1.05 | +1.05 | · | +0.68 | 68% |
| 15 | PRDO | Industrials | $2.1B | -0.59 | +1.66 | +1.02 | +0.72 | +0.50 | +0.68 | 68% |
| 16 | CURB | Real Estate | $3.3B | +0.85 | +1.72 | -0.62 | +1.87 | · | +0.68 | 68% |
| 17 | BMNR | Financials | $7.3B | +2.67 | +0.34 | -0.89 | +1.70 | · | +0.68 | 68% |
| 18 | CLSK | Financials | $4.2B | +1.93 | +0.08 | -0.51 | +2.07 | · | +0.66 | 66% |
| 19 | INSW | Industrials | $3.9B | +1.34 | +1.28 | +1.08 | -1.04 | +0.50 | +0.66 | 66% |
| 20 | CPRX | Health Care | $3.9B | +0.03 | +1.78 | +1.23 | +0.44 | · | +0.65 | 65% |
| 21 | ENVA | Financials | $5.7B | +1.26 | +0.51 | +0.81 | +0.75 | · | +0.64 | 64% |
| 22 | WFRD | Industrials | $6.0B | +1.26 | +0.39 | +0.92 | -0.09 | +0.50 | +0.64 | 64% |
| 23 | JOE | Real Estate | $3.8B | +0.98 | +1.11 | +0.11 | +1.03 | · | +0.63 | 63% |
| 24 | MYRG | Industrials | $7.4B | +1.71 | +0.12 | -0.39 | +0.99 | +0.50 | +0.63 | 63% |
| 25 | GPOR | Energy | $2.9B | -1.43 | +1.53 | +1.69 | +1.43 | · | +0.63 | 63% |
| 26 | ONDS | Industrials | $3.7B | +2.71 | -1.16 | -1.22 | +2.06 | +0.50 | +0.62 | 62% |
| 27 | SOGP | Consumer Discretionary | $9.4B | +2.53 | +1.14 | -1.28 | +2.11 | -0.50 | +0.62 | 62% |
| 28 | CVSA | Industrials | $4.3B | — | +0.88 | +0.59 | +0.96 | +0.50 | +0.73 | 55% |
| 29 | MTRN | Industrials | $6.0B | +1.88 | -0.05 | -0.66 | +1.15 | +0.50 | +0.61 | 61% |
| 30 | ENS | Industrials | $8.1B | +1.79 | +0.39 | +0.27 | -0.13 | +0.50 | +0.61 | 61% |
| 31 | SPNT | Financials | $2.8B | -0.37 | +0.42 | +1.73 | +1.26 | · | +0.61 | 61% |
| 32 | KGS | Utilities | $6.8B | +1.68 | +0.52 | -0.05 | +0.82 | · | +0.60 | 60% |
| 33 | ESE | Industrials | $8.8B | +0.49 | +0.76 | -0.20 | +1.20 | +0.50 | +0.60 | 60% |
| 34 | HCI | Financials | $2.3B | -0.52 | +0.65 | +1.66 | +1.16 | · | +0.60 | 60% |
| 35 | DBRG | Financials | $2.9B | +1.40 | +1.24 | -0.03 | +0.28 | · | +0.59 | 59% |
| 36 | ADEA | Communication Services | $3.4B | +1.08 | +1.24 | -0.18 | +0.75 | · | +0.59 | 59% |
| 37 | PRIM | Industrials | $5.1B | +0.65 | -0.08 | +0.59 | +1.00 | +0.50 | +0.59 | 59% |
| 38 | SON | Materials | $5.4B | -0.41 | -0.06 | +1.42 | +1.84 | · | +0.58 | 58% |
| 39 | CECO | Industrials | $3.3B | +1.64 | -0.21 | -0.74 | +1.42 | +0.50 | +0.58 | 58% |
| 40 | GRC | Industrials | $2.4B | +1.19 | +0.33 | -0.20 | +0.80 | +0.50 | +0.58 | 58% |
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