数据采集之基本面(三):PEE

#PEE
mv=DataAPI.MktStockFactorsOneDayGet(tradeDate=u”20181225″,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 2.6355 235.7534 1.9952 0.000112
572 002109 14.2295 64.5388 0.5410 0.002205
2555 600531 23.2909 41.5478 0.4260 0.005606
50 000066 29.4291 47.8755 0.1259 0.006147
2169 600022 5.3229 7.5589 9.4723 0.007042
2362 600282 3.3126 4.0638 1.5137 0.008151
436 000968 15.8105 17.4137 1.5010 0.009079
2929 601001 12.2165 11.6907 0.3307 0.010450
393 000913 40.3968 35.4884 -0.6358 0.011383
12 000016 1.4696 1.2542 216.1584 0.011717
2919 600971 6.8073 5.7758 0.4807 0.011786
2804 600808 3.7661 3.1599 1.0248 0.011918
2633 600618 7.1528 5.5572 2.9429 0.012871
263 000717 3.2227 2.4993 0.6784 0.012894
2302 600213 35.5461 26.0710 -0.3671 0.013634
115 000520 37.9993 23.7588 1.3193 0.015994
396 000918 5.9643 3.7168 1.7538 0.016047
2586 600569 3.3887 2.1057 1.3002 0.016093
719 002274 20.4383 12.6361 4.6674 0.016175
293 000761 12.1128 7.4877 -0.3471 0.016177
2433 600367 17.9854 11.0910 0.4591 0.016216
335 000822 6.9962 4.0355 0.0272 0.017337
2242 600146 34.8473 19.2915 -1.4814 0.018064
468 002006 21.8681 11.5494 1.9442 0.018934
3017 601866 23.7192 12.4334 0.1946 0.019077
423 000952 16.3739 8.4698 0.5967 0.019332
337 000825 3.6840 1.8092 1.9948 0.020363
2779 600779 28.3855 12.6767 0.9542 0.022392
2318 600231 5.1222 2.0655 0.4339 0.024799
2901 600963 11.5770 4.5543 2.6755 0.025420
2227 600126 6.7786 2.5585 1.1582 0.026494
597 002136 16.8253 6.1345 -0.1954 0.027427
2934 601003 3.6246 1.1985 2.5874 0.030243
2317 600230 5.1185 1.6220 0.2299 0.031557
569 002110 3.5203 1.0760 0.4531 0.032717
1078 002608 11.2645 3.3397 0.3142 0.033729
380 000898 4.1738 1.2082 1.3579 0.034546
44 000059 5.6733 1.5058 -0.1404 0.037676
2782 600782 2.8669 0.7187 2.8078 0.039890
2223 600121 16.8062 3.8170 0.0579 0.044030
2787 600789 27.4069 6.2209 2.8151 0.044056
2106 600010 23.4195 5.0881 1.6572 0.046028
428 000959 7.5386 1.6299 0.2451 0.046252
1474 300081 20.4147 4.3262 1.0966 0.047189
355 000859 18.1283 3.6689 2.8572 0.049411
2902 600966 5.5926 1.1183 0.0180 0.050010
443 000976 15.6752 3.1313 2.5800 0.050060
30 000037 51.6181 8.7964 -0.9593 0.058681
578 002115 29.5932 4.8532 2.2470 0.060977
2541 600516 4.8997 0.8025 2.0607 0.061055

数据来源于网络

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