按PEE排序

计算PEE=PE/EGRO(EGRO5年收益增长率),且仅选取PE及EGRO均大于0的股票,排序。作为估值参考。数据资料来自网络。

import numpy as np
import scipy.stats as stats#加载统计部分
import scipy.optimize as opt#加载优化部分
import pandas as pd
universe = set_universe(‘A’)

#PEE
mv=DataAPI.MktStockFactorsOneDayGet(tradeDate=u”20180720″,secID=universe,ticker=u””,field=u”ticker,PE, EGRO,OperatingProfitGrowRate”,pandas=”1″)
#PE市盈率=总市值/归属于母公司所有者的净利润(TTM),EGRO5年收益增长率=5年收益关于时间(年)进行线性回归的回归系数/5年收益均值的绝对值,OperCashGrowRate经营活动产生的现金流量净额增长率=(今年经营活动产生的现金流量净额(TTM)/去年经营活动产生的现金流量净额(TTM))-1
mv=mv[mv.EGRO>0][mv.PE>0]
mv[‘PEE’]=mv.PE/(mv.EGRO*100)
table=mv.sort_values(by=[‘PEE’], ascending=[True])
table.head(50)

ticker PE EGRO OperatingProfitGrowRate PEE
412 000932 4.9346 235.7534 NaN 0.000209
2750 600768 20.0927 156.8761 2.2118 0.001281
2537 600531 16.6354 41.5478 5.4884 0.004004
2881 600971 6.2385 5.7758 3.1227 0.010801
2343 600282 5.6634 4.0638 3.1301 0.013936
2188 600022 10.5630 7.5589 54.2956 0.013974
2614 600618 8.6320 5.5572 NaN 0.015533
3018 601866 19.5968 12.4334 0.2941 0.015761
394 000913 60.8141 35.4884 -0.7130 0.017136
12 000016 2.2865 1.2542 NaN 0.018231
2785 600808 5.9846 3.1599 1.3182 0.018939
597 002136 12.3714 6.1345 1.0238 0.020167
2204 600121 7.9186 3.8170 NaN 0.020746
423 000952 20.4062 8.4698 0.3229 0.024093
2223 600146 48.8542 19.2915 0.7530 0.025324
2208 600126 7.5387 2.5585 2.1241 0.029465
338 000825 5.6974 1.8092 2.2167 0.031491
2871 600963 14.3992 4.5543 NaN 0.031617
2298 600231 7.4887 2.0655 2.2397 0.036256
1078 002608 13.2095 3.3397 0.0521 0.039553
588 002122 21.5645 5.4363 NaN 0.039668
45 000059 6.5103 1.5058 -0.0090 0.043235
2297 600230 8.3459 1.6220 1.0145 0.051454
443 000976 16.6524 3.1313 4.2154 0.053180
2760 600779 68.6012 12.6767 0.8753 0.054116
1464 300081 23.6144 4.3262 29.0414 0.054585
2919 601003 6.5656 1.1985 8.9087 0.054782
2872 600966 6.1579 1.1183 1.3616 0.055065
2106 600010 28.2572 5.0881 3.1604 0.055536
428 000959 9.4649 1.6299 0.4375 0.058070
381 000898 7.1687 1.2082 0.8762 0.059334
314 000795 48.6185 7.8744 8.9830 0.061742
569 002110 6.6916 1.0760 2.5543 0.062190
1704 300340 36.0694 5.7143 1.9570 0.063121
280 000736 4.7756 0.7169 4.5508 0.066615
754 002295 27.0990 4.0010 1.0314 0.067731
2741 600758 30.5084 4.4379 -0.4341 0.068745
2768 600789 45.4094 6.2209 4.5885 0.072995
42 000055 4.9762 0.6594 0.6118 0.075466
2763 600782 5.5203 0.7187 3.6432 0.076810
421 000950 16.4136 2.0555 1.1086 0.079852
306 000785 4.8884 0.5955 5.9215 0.082089
530 002067 6.9573 0.8277 2.1240 0.084056
524 002061 9.9475 1.1509 1.3288 0.086432
901 002467 277.7803 31.2385 NaN 0.088922
3005 601666 8.5342 0.9379 0.1049 0.090993
2383 600328 14.1486 1.5109 1.1680 0.093644
2693 600708 3.9275 0.4162 1.1119 0.094366
2633 600641 4.5586 0.4827 1.8985 0.094440
2114 600026 14.8902 1.5465 -0.6673 0.096283

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