511260 十年国债ETF
已收盘 12-23 14:59:58
资讯
新帖
简况
华泰 | 从资产配置走向因子配置:中国版全天候增强策略
华泰睿思 · 06-06
华泰 | 从资产配置走向因子配置:中国版全天候增强策略
加载更多
公司概况
公司名称:
--
所属市场:
上市日期:
--
主营业务:
发行价格:
--
{"stockData":{"symbol":"511260","market":"SH","secType":"STK","nameCN":"十年国债ETF","latestPrice":135.214,"timestamp":1766473198000,"preClose":134.893,"halted":0,"volume":38621045,"delay":0,"changeRate":0.0024,"floatShares":0,"shares":0,"eps":0,"marketStatus":"已收盘","change":0.321,"latestTime":"12-23 14:59:58","open":134.916,"high":135.243,"low":134.84,"amount":5219000000,"amplitude":0.003,"askPrice":135.201,"askSize":6,"bidPrice":135.199,"bidSize":200,"shortable":0,"etf":1,"tradingStatus":0,"nextMarketStatus":{"tag":"开盘","tradingStatus":2,"beginTime":1766539800000},"marketStatusCode":5,"adr":0,"adjPreClose":134.893,"symbolType":"fund","openAndCloseTimeList":[[1766453400000,1766460600000],[1766466000000,1766473200000]],"highLimit":148.382,"lowLimit":121.404,"ibTradeSell":false,"ibTradeBuySell":false,"isCdr":false,"pbRate":0,"committee":0.595181,"marketValue":0,"turnoverRate":0,"status":0,"floatMarketCap":0},"requestUrl":"/m/hq/s/511260","defaultTab":"news","newsList":[{"id":"2541815676","title":"华泰 | 从资产配置走向因子配置:中国版全天候增强策略","url":"https://stock-news.laohu8.com/highlight/detail?id=2541815676","media":"华泰睿思","labels":[],"top":-1,"itemType":null,"share":"https://www.laohu8.com/m/news/2541815676?lang=zh_cn&edition=full","pubTime":"2025-06-06 07:12","pubTimestamp":1749165120,"startTime":"0","endTime":"0","summary":"从构建效果看,全天候策略相比传统资产风险平价策略有着更强的宏观适应性;引入宏观观点进行象限偏配可以全面提升全天候策略的表现。点击小程序查看研报原文核心观点从资产配置走向因子配置:中国版全天候增强策略本文基于宏观因子风险平价框架,成功构建了中国版全天候增强策略,为低利率时代的资产配置提供了新思路。全天候增强策略具有中波高收益特征,回测区间内策略扣费后年化收益为13.12%,接近资产风险平价策略的两倍。","market":"hk","thumbnail":null,"type":0,"news_type":0,"thumbnails":[],"rights":null,"property":[],"language":"zh","translate_title":"","themeId":null,"theme_name":"","theme_type":"","isJumpTheme":false,"source_url":"http://mp.weixin.qq.com/s?__biz=MzA5NDI5MDQwMg==&mid=2649817791&idx=4&sn=fc946147a6f9f21efbb4b3b9447d2912&chksm=8945543e1b398ad9cdbf4bd05b620baa899b69b816ec50ddc09645f3265b6c297fc352612895&scene=0#rd","is_publish_highlight":false,"source_rank":0,"column":"","sentiment":"0","news_top_title":null,"news_tag":"","news_rank":0,"length":0,"strategy_id":0,"source":"weixin_highlight","symbols":["512890","159985","BK4585","518880","512100","510300","511260","511090","BK4550","BK4588","159980","FDN","159981"],"gpt_icon":0}],"profile":{"ret":0,"serverTime":1766531740191,"stockEarnings":[{"period":"1week","weight":0.0034},{"period":"1month","weight":-0.0002},{"period":"3month","weight":0.0098},{"period":"6month","weight":-0.0005},{"period":"1year","weight":0.008},{"period":"ytd","weight":0.0076}],"compareEarnings":[{"period":"1week","weight":0.0249},{"period":"1month","weight":0.0222},{"period":"3month","weight":0.0172},{"period":"6month","weight":0.1367},{"period":"1year","weight":0.1697},{"period":"ytd","weight":0.1695}],"compareStock":{"symbol":"000001.SH","name":"上证指数"}},"APP":{"userAgent":"Mozilla/5.0 AppleWebKit/537.36 (KHTML, like Gecko; compatible; ClaudeBot/1.0; +claudebot@anthropic.com)","isDev":false,"isTTM":false,"deviceId":"web-server-community-laohu8-v3","version":"4.35.12","shortVersion":"4.35.12","platform":"web","vendor":"web","appName":"laohu8","isIOS":false,"isAndroid":false,"isTiger":false,"isTHS":false,"isWeiXin":false,"isWeiXinMini":false,"isWeiBo":false,"isQQ":false,"isBaiduSwan":false,"isBaiduBox":false,"isDingTalk":false,"isToutiao":false,"isOnePlus":false,"isHuaWei":false,"isXiaomi":false,"isXiaomiWebView":false,"isOppo":false,"isVivo":false,"isSamsung":false,"isMobile":false},"pagemeta":{"title":"十年国债ETF(511260)_个股概要_股票价格_最新资讯_行情走势_历史数据","description":"美港股上老虎。老虎社区提供十年国债ETF(511260)今日价格,行情走势,历史数据,股票概要及实时的新闻资讯,近期大事等重要参考决策数据。","keywords":"十年国债ETF,511260,十年国债ETF股票,十年国债ETF股票老虎,十年国债ETF股票老虎国际,十年国债ETF行情,十年国债ETF股票行情,十年国债ETF股价,十年国债ETF股市,十年国债ETF股票价格,十年国债ETF股票交易,十年国债ETF股票购买,十年国债ETF股票实时行情,购买美股,购买港股,港股开户,美股开户,美股交易,港股交易,开通美港股账户,老虎国际行情","social":{"og_title":"十年国债ETF(511260)_个股概要_股票价格_最新资讯_行情走势_历史数据","og_description":"美港股上老虎。老虎社区提供十年国债ETF(511260)今日价格,行情走势,历史数据,股票概要及实时的新闻资讯,近期大事等重要参考决策数据。","og_image":"https://static.tigerbbs.com/a0b84b8debbbce3b4440f7fdd5eed2e7"}}}