2013年以来市场PE、PB值数据采集与分析

通过下式获得某一日的数据。

yiriduoyin=DataAPI.MktStockFactorsOneDayGet(tradeDate=u”20180928″,secID=u””,ticker=u””,field=u”ticker,

tradeDate,PE,PB”,pandas=”1″)
table1=yiriduoyin[yiriduoyin.PE>0][yiriduoyin.PE<100]
table2=yiriduoyin[yiriduoyin.PB>0][yiriduoyin.PB<4]
d={‘APB’:([np.mean(table2.PB)]),’APE(TTM)’:([np.mean(yiriduoyin.PE)]),’APE(TTM+)’:([np.mean(table1.PE)]),’MPE(TTM)’:([np.median(table1.PE)])}
APE=pd.DataFrame(d)
#yiriduoyin
#table1
APE

建表得到:

APB APE(TTM) APE(TTM+) MPE(TTM) AAPB MAPB
20130329 2.197 42.419 35.085 30.155 2.197 2.197
0628 2.007 -10.013 33.637 28.052 2.102 2.102
0930 2.213 3.198 37.897 32.441 2.139 2.197
1231 2.213 85.249 38.162 33.495 2.158 2.205
20140331 2.197 192.131 37.521 32.450 2.165 2.197
0630 2.186 42.761 37.775 33.237 2.169 2.197
0930 2.440 93.390 41.626 37.074 2.208 2.197
1231 2.556 58.809 42.547 37.958 2.251 2.205
20150331 2.757 66.755 49.653 47.618 2.307 2.213
0630 2.881 35.847 53.343 52.047 2.365 2.213
0930 2.481 47.932 45.082 41.876 2.375 2.213
1231 2.712 -69.645 50.608 48.944 2.403 2.327
20160331 2.528 66.007 47.811 44.766 2.413 2.440
0630 2.479 984.205 47.948 45.780 2.418 2.460
0930 2.543 324.053 49.130 47.051 2.426 2.479
1230 2.587 113.590 48.047 45.374 2.436 2.480
20170331 2.609 122.918 48.525 46.021 2.446 2.481
0630 2.500 71.143 44.864 41.971 2.449 2.491
0929 2.545 74.647 44.857 41.554 2.454 2.500
1229 2.424 775.454 41.037 37.357 2.453 2.491
20180330 2.362 754.877 39.933 35.966 2.448 2.481
0629 2.129 40.982 35.955 30.600 2.434 2.480
0928 2.049 11.527 32.150 27.059 2.417 2.479

可见2016年以后AAPB和MAPB开始稳定,均长期出于2.4至2.5之间,有利于PB值高低的判断。

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