可转债策略跟踪2023/3/21

关注VX公众号:稳赢投资
策略名称 总收益 2022年 2023年 "当日
收益"
11月 12月 1月 2月 3月

优选(>3) 5.64% 2.67% -2.16% 4.17% -0.06% 1.02% 0.00%
次优(>1) 6.06% 2.88% -1.84% 4.44% -0.01% 0.59% 0.00%
到期正 5.06% 4.05% -0.05% 1.06% 0.00%
低价 0.88% 1.11% -1.25% 2.43% -0.41% -1.00% 0.00%
低溢价 3.30% 2.77% -3.63% 0.85% -1.16% 4.47% 0.00%
临期 -0.30% 0.43% -1.58% 2.37% -1.76% 0.23% 0.00%
次新税后 10.76% 5.48% -2.37% 6.85% 0.95% -0.15% 0.00%
次新税前 4.27% -0.27% -2.73% 8.38% -1.28% 0.18% 0.00%
博下修 5.98% -0.10% -0.48% 5.36% 0.31% 0.88% 0.00%
下修宽松 0.50% 1.02% -1.62% 2.50% -1.27% -0.14% 0.00%
迷你税后 6.26% 2.97% -1.63% 3.49% 0.65% 0.77% 0.00%
迷你税前 3.03% -0.56% -1.67% 5.09% -0.23% 0.40% 0.00%
小盘 6.43% 2.07% -3.64% 4.95% -2.10% 5.15% 0.00%
活跃低价 5.72% 3.24% -2.19% 5.24% 0.52% -1.09% 0.00%
偏离 3.82% 6.06% -1.77% -0.46% 0.00%
三低税后 6.27% 4.44% -4.77% 3.48% 0.30% 2.83% 0.00%
三低税前 16.61% 3.11% -2.02% 8.12% 0.44% 6.96% 0.00%
现价位置 7.53% 1.17% -0.63% 7.17% 0.06% -0.25% 0.00%
漫谈税后 1.51% 2.31% -3.14% 0.33% -0.13% 2.14% 0.00%
高价回落 9.05% 7.02% 1.48% 0.56% 0.00%
均线 1.98% 2.73% 0.05% -0.80% 0.00%
三低130 5.35% 0.18% -2.95% 7.52% 1.68% -1.09% 0.00%
位置130 3.54% -0.10% -1.49% 7.25% -0.31% -1.81% 0.00%
超卖130 0.17% 0.17% 0.00%