【学以致用X2】低频量化周报(指数风险溢价比，配债完整数据集，可转债策略，上市公司礼品，交易总结)

低频量化周报2026-04-30指数风险溢价比小规模配债5亿配债完整数据5 批文通过4 发哥通过3 交易所受理2 股东大会通过1 董事会预案可转债策略双低策略低溢价策略小盘低价格策略小盘低溢价策略溢价偏离策略上市公司实物礼品横店影视(603103)2026-04-21历史操作记录本周心得最后指数风险溢价比名称-风险溢价-均值-标准差上证50-6.87-6.02-2.38恒生指数-6.14-6.2-2.08沪深300-5.23-4.53-2.01恒生科技指数-2.63-0.94-1.57万得全A-2.44-2.33-1.4中证500-0.99-0.14-1.42创业板50-0.71--0.62-1.28中证1000-0.16--0.44-1.05北证50--0.1-1.54-1.15科创50--1.2--0.85-0.64注1. 标O为沪市一手党标K为科创板标C为创业板注2. 本表为数据分析表格不构成任何投资建议小规模配债5亿名称-转股价值-规模-亿泰林生物C-92.73-2.3爱科科技OK-102.52-2.67金三江C-104.07-2.9久吾高科C-104.63-3.0金道科技C-103.88-3.06全信股份C-96.64-3.12润禾材料C-103.01-3.7皖仪科技OK-107.22-3.75炬申股份-100.65-3.8盛德鑫泰C-108.41-4.4蓝宇股份C-102.49-4.73配债完整数据当前进展-count6:上市/待上市-45:批文通过-124:发哥通过-103:交易所受理-482:股东大会通过-171:董事会预案-155 批文通过5.1 PE排序名称-天数-PE分位-安全垫金三江C-24-1.82-2.06申能股份O-44-25.61-1.77迪威尔OK-23-44.31-3.17春风动力O-121-46.73-0.87通合科技C-3-48.74-2.33盛德鑫泰C-7-50.74-1.6玉禾田C-9-59.55-3.75宝钛股份O-10-60.32-7.19华峰测控OK-121-80.06-0.34华翔股份O-18-87.41-3.86爱科科技OK-30-88.77-4.05奥士康-29-96.37-1.155.2 安全垫排序名称-天数-安全垫宝钛股份O-10-7.19爱科科技OK-30-4.05华翔股份O-18-3.86玉禾田C-9-3.75迪威尔OK-23-3.17通合科技C-3-2.33金三江C-24-2.06申能股份O-44-1.77盛德鑫泰C-7-1.6奥士康-29-1.15春风动力O-121-0.87华峰测控OK-121-0.345.3 1手党名称-天数-配股数华峰测控OK-121-(182, 200)春风动力O-121-(71, 100)申能股份O-44-(2448, 1500)爱科科技OK-30-(310, 200)迪威尔OK-23-(215, 200)华翔股份O-18-(416, 300)宝钛股份O-10-(137, 100)4 发哥通过4.1 PE排序名称-天数-PE分位-安全垫中汽股份C-9-0.1-2.96科博达O-17-2.88-2.24金帝股份O-27-6.59-4.27三鑫医疗C-7-18.56-2.38维科精密C-9-54.31-2.24四方科技O-29-84.06-8.79南芯科技OK-29-90.19-3.13圣泉集团O-1-91.82-2.05苏州天脉C-7-95.05-0.43豪能股份O-21-95.06-5.454.2 1手党名称-天数-配股数南芯科技OK-29-(270, 200)四方科技O-29-(303, 200)金帝股份O-27-(226, 200)豪能股份O-21-(512, 400)科博达O-17-(271, 200)圣泉集团O-1-(339, 300)3 交易所受理3.1 PE排序名称-天数-PE分位-安全垫佐力药业C-63-0.0-3.16特宝生物OK-7-0.22-2.06瑞鹄模具-133-3.46-2.67中科环保C-16-17.1-2.6润贝航科-6-17.86-2.32商络电子C-112-18.98-1.68华纬科技-148-28.99-2.54震裕科技C-64-30.78-1.09南华期货O-1079-30.79-2.87国科天成C-280-31.98-1.16中鼎股份-4-34.11-2.3彩讯股份C-2-39.68-2.66炬申股份-273-41.61-2.83中科曙光O-6-45.79-1.29长沙银行O-1311-47.58-8.04强达电路C-78-54.0-1.15奥普特OK-27-59.38-1.1湖北宜化-123-59.49-3.56肇民科技C-97-59.78-1.76中仑新材C-183-60.3-2.71久吾高科C-81-61.74-1.7江山股份O-108-61.97-2.77泰林生物C-3-62.5-1.56千红制药-98-63.8-2.64瑞丰银行O-1197-65.2-15.32电工合金C-121-68.31-1.86特变电工O-216-69.9-2.24润禾材料C-81-72.11-1.41三联锻造-29-75.85-2.88常青科技O-183-76.03-2.72隆华新材C-36-77.63-3.51朝阳科技-7-78.09-3.26圣晖集成O-2-84.21-1.23申菱环境C-21-84.37-0.69精达股份O-309-86.9-1.32XD派克新O-2-87.3-2.25赛恩斯OK-28-88.36-1.23振华股份O-23-89.72-1.15厦门银行O-1312-90.12-7.78天山电子C-51-90.23-3.02满坤科技C-121-90.82-3.28莱特光电OK-6-91.66-1.44鼎通科技OK-37-91.75-0.55卡倍亿C-294-92.75-1.05江苏雷利C-143-96.06-1.41丰茂股份C-116-99.8-3.26汇创达C-186-99.83-1.71全信股份C-11-99.92-1.143.2 1手党名称-天数-配股数厦门银行O-1312-(528, 400)长沙银行O-1311-(366, 300)瑞丰银行O-1197-(393, 300)南华期货O-1079-(509, 400)精达股份O-309-(2251, 1400)特变电工O-216-(632, 400)常青科技O-183-(507, 400)江山股份O-108-(359, 300)鼎通科技OK-37-(150, 200)赛恩斯OK-28-(169, 200)奥普特OK-27-(97, 200)振华股份O-23-(862, 600)特宝生物OK-7-(267, 200)中科曙光O-6-(183, 200)莱特光电OK-6-(527, 317)XD派克新O-2-(77, 100)圣晖集成O-2-(182, 200)2 股东大会通过2.1 PE排序名称-天数-PE分位-安全垫松原安全C-155-15.15-2.13壹连科技C-100-15.2-2.23西安银行O-335-19.74-16.28申通快递-29-20.06-2.45百龙创园O-566-21.23-2.21中创智领O-37-35.08-4.29五洲交通O-357-35.42-15.45新易盛C-627-41.9-0.08先锋精科OK-42-49.59-1.8江苏新能O-37-55.0-3.26金道科技C-88-72.68-1.65皖仪科技OK-3-79.24-3.84华通线缆O-175-86.43-1.41富临精工C-511-86.59-0.61迈为股份C-319-88.25-0.5精研科技C-255-99.9-1.45富佳股份O-97-99.9-2.892.2 1手党名称-天数-配股数百龙创园O-566-(562, 400)五洲交通O-357-(537, 400)西安银行O-335-(556, 400)华通线缆O-175-(639, 400)富佳股份O-97-(802, 500)先锋精科OK-42-(270, 200)中创智领O-37-(355, 300)江苏新能O-37-(720, 500)皖仪科技OK-3-(360, 216)1 董事会预案1.1 PE排序名称-天数-PE分位-安全垫汇通控股O-13-0.0-2.77永和股份O-10-0.64-4.47悍高集团-80-1.89-1.05浩通科技C-444-8.86-2.57蓝宇股份C-2-9.16-2.63青岛银行-245-46.31-4.94氯碱化工O-634-46.95-9.34艾比森C-8-48.46-2.94航亚科技OK-77-51.64-2.78艾森股份OK-6-55.67-1.5朗坤科技C-39-57.94-1.8上大股份C-1-58.74-1.51乔锋智能C-4-64.52-1.1固德威OK-2-74.42-1.11争光股份C-2-87.73-1.951.2 1手党名称-天数-配股数氯碱化工O-634-(188, 200)航亚科技OK-77-(433, 260)汇通控股O-13-(253, 200)永和股份O-10-(233, 200)艾森股份OK-6-(169, 200)固德威OK-2-(165, 200)可转债策略双低策略双低值 可转债价格 转股溢价率 * 100转债名称-转债最新价-双低值优彩转债-168.089-129.83皖天转债-142.844-131.08上银转债-124.111-136.3重银转债-128.258-136.57常银转债-131.038-136.64三房转债-82.515-136.81武进转债-145.826-136.96晶澳转债-126.921-137.33美锦转债-116.134-137.59帝欧转债-153.6-138.54天23转债-130.541-139.08文科转债-113.81-141.06金埔转债-140.2-141.91神马转债-124.602-143.85隆22转债-131.021-144.01低溢价策略转债名称-转债最新价-转股溢价率大中转债|583.8|-2.5惠城转债|516.5|-0.45优彩转债|168.089|0.02天23转债|130.541|0.11皖天转债|142.844|0.17万凯转债|318.505|1.68超达转债|218.6|2.62天源转债|235.503|2.88严牌转债|223.034|2.98冠中转债|206.575|3.58武进转债|145.826|4.28豪美转债|223.21|4.29运机转债|326.54|4.55皓元转债|231.805|4.94晶澳转债|126.921|5.1小盘低价格策略剩余市值 3亿转债名称-转股溢价率-转债最新价科华转债-234.71-105.84润达转债-27.48-124.127乐歌转债-194.46-125.103灵康转债-48.87-125.905蒙娜转债-63.39-125.999宝莱转债-240.76-127.45正元转02-49.47-132.48银信转债-19.38-132.66晓鸣转债-22.69-134.509航新转债-21.47-134.688威唐转债-27.21-135.08丝路转债-66.26-135.2章鼓转债-20.91-135.766汇通转债-30.57-136.259艾录转债-57.49-136.639小盘低溢价策略剩余市值 5亿转债名称-转股溢价率-转债最新价冠中转债|3.58|206.575武进转债|4.28|145.826聚隆转债|5.47|196.836集智转债|5.51|288.336福新转债|7.1|380.695金埔转债|7.31|140.2精装转债|8.6|182.0博俊转债|11.2|170.436天壕转债|11.83|138.309泰福转债|14.72|176.3易瑞转债|17.99|137.309山石转债|18.82|142.8京源转债|18.9|153.555恒锋转债|19.44|137.58章鼓转债|20.91|135.766溢价偏离策略溢价偏离主线排行转债名称-转股溢价率-价值偏离-转债最新价柳工转2|17.27|-42.1|137.3博俊转债|11.2|-38.98|170.436三房转债|28.4|-37.86|82.515天23转债|0.11|-36.03|130.541南航转债|15.05|-35.19|110.807晶澳转债|5.1|-32.29|126.921润达转债|27.48|-32.28|124.127神马转债|10.05|-31.53|124.602豪美转债|4.29|-31.32|223.21隆22转债|6.94|-31.22|131.021友发转债|7.38|-29.78|142.889上银转债|9.05|-29.33|124.111国泰转债|6.51|-29.28|137.0聚隆转债|5.47|-28.76|196.836常银转债|6.64|-28.16|131.038上市公司实物礼品横店影视(603103)2026-04-21公告横店影视:横店影视股份有限公司关于股东回馈活动的自愿性信息披露公告网址https://data.eastmoney.com/notices/detail/603103/AN202604201821333805.html历史操作记录名称-时间-买-卖-盈利恒生科技ETF-网格20251118-0.69-N-0豆粕ETF-网格20250827-1.728-N-0酒ETF-网格20240624-0.56-N-0创新药ETF-网格20241121-0.871-N-0旅游ETF-网格20241112-0.44-N-0能源化工ETF-网格20250811-1.253-1.629-12.66%有色ETF-网格20250722-1.609-1.894-9.53%蓝帆转债-20250528-101.327-107.425-3%中装转2-20250528-84.505-100.719-19.18%信创ETF-20250527-1.133-1.17-3.26%中证A100ETF基金-网格20241115-1.748-1.759-0.6%章鼓转债-网格20241216-119.553-126.902-6%中装转2-20250122-75.654-84.866-12.17%华康医疗-配债20241218-20.847-20.91-0.4%传媒ETF-网格20240620-0.517-0.854-65%影视ETF-20240606-0.748-0.939-25.88%三角转债-网格20241218-117.185-118.239-0.89%天箭转债-网格20241226-114.326-114.305--0.02%创业板ETF-20241016-2.003-2.132-6.44%有色金属ETF-20240724-0.911-1.095-20.2%仲景食品-20240724-25.05-29.19-16.5%光伏ETF-20240624-0.713-0.880-23.4%酒ETF-20240624-0.594-0.628-5.35%房地产ETF-20240624-0.432-1.444-9.26%尚荣转债-网格20241218-110.858---4%英搏转债-网格20241216-143.506---4%英搏转债-网格20241122-135.2-152.394-20%双良转债-20241119-94.561-102.197-8%章鼓转债4-网格20241113-99.295-?-6.34%广誉远-20240614-20.1-20.99-4.4%佳禾食品2-20240605-11.783-12.14-3%游戏ETF4-20240422-0.789-1.025-29.97%房地产ETF-20240417-0.427-0.532-24.6%香港证券ETF-20240416-0.86-0.995-15.7%黄金主题LOF-20240422-0.925-0.940-1.62%本周心得学以致用X2。最后本文包括本文所有数表均由作者Python程序而来实属不易~~请帮忙点赞分享和在看谢谢~如有低频量化的交流请留言谢谢~低频量化周报(指数风险溢价比配债完整数据集可转债策略上市公司礼品交易总结)