>>>   卡尔曼滤波模型实时信号1.0 (测试中)   >  全A  (2026-05-13 18:25:50) Sever Taken: 0.0 S
选择指数:全A
日期 指数名称 ETF代码 最新价 当前涨幅 预测涨幅 修正涨幅 波动率 量能趋势 量能比率 置信度 信号
1 2026-05-13 中证机床 159667.SZ 2,630.15 2.13% 2.28% 3.36% 1.97% 2.55 1.68 99.92% BUY
2 2026-05-13 房地产 512200.SH 2,268.62 -1.23% 1.74% 2.36% 1.38% 6.24 1.51 99.81% BUY
3 2026-05-13 机器人 562500.SH 2,171.01 2.29% 1.65% 2.42% 1.66% 1.07 1.66 99.67% BUY
4 2026-05-13 建筑材料 159745.SZ 6,848.41 -0.30% 1.38% 1.73% 1.49% 7.01 1.37 96.82% BUY
5 2026-05-13 通信 515880.SH 8,401.13 3.08% 1.98% 2.93% 2.35% 8.59 1.69 93.50% BUY
6 2026-05-13 机械设备 560280.SH 2,583.95 1.80% 1.28% 1.69% 1.59% 5.30 1.47 91.96% BUY
7 2026-05-13 芯片产业 512480.SH 4,473.30 3.03% 1.84% 3.37% 2.31% 6.59 2.19 91.70% BUY
8 2026-05-13 国证航天 159227.SZ 7,682.32 0.55% 1.46% 1.69% 1.86% 8.27 1.21 91.17% BUY
9 2026-05-13 国防军工 512710.SH 2,160.37 1.05% 1.16% 1.37% 1.49% 23.43 1.25 90.34% BUY
10 2026-05-13 科创50 588000.SH 1,770.15 2.69% 1.49% 2.58% 1.97% 4.40 2.04 90.26% BUY
11 2026-05-13 电子 159732.SZ 9,327.77 3.44% 1.57% 2.66% 2.06% 21.00 1.99 89.83% BUY
12 2026-05-13 科创综指 589800.SH 2,150.27 1.97% 1.36% 2.10% 1.84% 12.61 1.78 89.15% BUY
13 2026-05-13 卫星产业 563230.SH 1,290.40 0.81% 1.73% 2.05% 2.42% 17.96 1.26 88.05% BUY
14 2026-05-13 智选船舶产业 560710.SH 1,779.10 4.46% -1.21% -1.30% 1.77% 4.56 1.11 87.14% SELL
15 2026-05-13 半导体材料设备 159516.SZ 7,841.78 3.86% 1.68% 3.06% 2.53% 1.29 2.17 86.60% BUY
16 2026-05-13 CS人工智 159819.SZ 7,010.49 3.55% 1.25% 1.87% 2.03% 5.86 1.71 84.34% BUY
17 2026-05-13 建筑装饰 516970.SH 2,349.80 0.89% 0.71% 0.87% 1.17% 5.00 1.30 84.33% BUY
18 2026-05-13 中证2000 563300.SH 3,753.25 1.47% 0.91% 1.08% 1.41% 87.66 1.26 82.99% BUY
19 2026-05-13 煤炭 515220.SH 3,181.68 -0.63% -1.09% -0.91% 1.48% -3.00 0.77 82.55% SELL
20 2026-05-13 金融科技 159851.SZ 2,785.42 0.09% 1.10% 1.23% 1.97% 5.57 1.16 82.26% BUY
21 2026-05-13 电网设备主题 159326.SZ 3,729.74 2.60% 0.97% 1.47% 1.77% 17.55 1.74 81.36% BUY
22 2026-05-13 创业板指 159915.SZ 4,038.33 2.63% 0.87% 1.10% 1.63% 10.67 1.37 81.03% BUY
23 2026-05-13 非银金融 512880.SH 1,836.29 -1.03% 0.65% 0.79% 1.25% 8.47 1.31 80.63% BUY
24 2026-05-13 中证1000 512100.SH 8,955.45 1.51% 0.82% 0.98% 1.38% 112.07 1.27 80.34% BUY
25 2026-05-13 电力指数 159611.SZ 3,389.73 1.93% 0.59% 1.05% 1.17% 4.27 2.12 80.10% BUY
26 2026-05-13 石油石化 159731.SZ 2,919.14 -0.46% -1.06% -0.78% 1.43% -5.01 0.62 78.24% SELL
27 2026-05-13 中证500 510500.SH 8,918.24 1.51% 0.76% 0.95% 1.42% 115.57 1.34 78.07% BUY
28 2026-05-13 汽车 159512.SZ 8,067.89 0.58% 0.53% 0.59% 1.16% 14.30 1.18 77.70% BUY
29 2026-05-13 光伏产业 515790.SH 3,416.93 2.25% 0.73% 0.85% 1.73% -5.63 1.23 76.70% BUY
30 2026-05-13 CS智汽车 516520.SH 5,838.11 1.51% 0.64% 0.78% 1.54% 15.12 1.31 76.06% BUY
31 2026-05-13 沪深300 510300.SH 4,998.34 1.02% 0.41% 0.53% 0.93% 18.36 1.42 75.85% BUY
32 2026-05-13 家用电器 159996.SZ 9,274.55 0.48% 0.39% 0.43% 0.89% 7.30 1.12 75.52% BUY
33 2026-05-13 公用事业 560190.SH 2,816.99 1.79% 0.39% 0.65% 1.01% 5.78 1.94 75.36% BUY
34 2026-05-13 通用航空 159378.SZ 3,793.96 1.23% 0.64% 0.70% 1.73% 8.75 1.15 74.42% BUY
35 2026-05-13 医药生物 512010.SH 8,144.19 -0.43% 0.43% 0.42% 1.18% -4.14 0.97 73.52% BUY
36 2026-05-13 稀土产业 516150.SH 3,268.34 1.41% 0.68% 0.76% 2.06% 9.19 1.16 73.01% BUY
37 2026-05-13 CS创新药 159992.SZ 1,888.20 -1.25% 0.48% 0.63% 1.49% 1.41 1.44 72.92% BUY
38 2026-05-13 中证现金流 159235.SZ 5,519.51 0.23% -0.35% -0.33% 0.66% 1.81 0.94 72.09% SELL
39 2026-05-13 SSH黄金股票 517520.SH 3,561.18 -0.40% 0.69% 0.73% 2.34% 4.21 1.10 71.57% BUY
40 2026-05-13 食品饮料 515170.SH 15,160.79 -0.63% -0.29% -0.34% 0.81% 6.25 1.24 71.23% SELL
41 2026-05-13 恒生科技 513180.SH 5,093.85 0.46% 0.50% 0.54% 1.80% 4.36 1.13 70.94% BUY
42 2026-05-13 计算机 159998.SZ 5,461.19 1.77% 0.56% 0.71% 1.90% 38.76 1.39 70.56% BUY
43 2026-05-13 有色金属 512400.SH 9,808.78 0.63% 0.52% 0.60% 1.96% 30.82 1.21 69.72% BUY
44 2026-05-13 中证中药 560080.SH 9,013.39 -0.28% 0.24% 0.25% 0.86% 0.47 1.03 69.57% BUY
45 2026-05-13 港股通消费 513590.SH 1,466.52 -0.65% 0.23% 0.24% 1.01% -1.79 1.03 69.16% BUY
46 2026-05-13 中证红利 512890.SH 5,748.08 -0.46% -0.23% -0.23% 0.69% 5.21 1.01 69.09% SELL
47 2026-05-13 CS新能车 515030.SH 5,021.69 0.07% -0.39% -0.45% 1.71% 4.24 1.22 68.99% SELL
48 2026-05-13 中证白酒 512690.SH 7,278.25 -1.61% -0.25% -0.33% 1.13% 2.67 1.43 68.80% SELL
49 2026-05-13 交通运输 159666.SZ 2,249.33 0.20% 0.22% 0.22% 0.84% 0.67 0.99 68.58% BUY
50 2026-05-13 美容护理 516790.SH 4,026.98 0.31% -0.25% -0.27% 1.24% 0.52 1.14 68.06% SELL
51 2026-05-13 中证旅游 159766.SZ 2,645.68 0.17% -0.48% -0.43% 1.52% 0.38 0.85 68.04% SELL
52 2026-05-13 银行 512800.SH 3,934.51 -0.45% -0.25% -0.24% 0.61% 1.53 0.93 67.93% SELL
53 2026-05-13 云计算 516510.SH 7,593.33 3.56% 0.43% 0.60% 2.19% 4.34 1.59 67.68% BUY
54 2026-05-13 环保 512580.SH 2,302.96 1.89% 0.24% 0.30% 1.24% 5.33 1.34 67.60% BUY
55 2026-05-13 农林牧渔 159865.SZ 2,770.43 -0.19% -0.24% -0.24% 1.26% -0.50 1.02 67.58% SELL
56 2026-05-13 基础化工 159870.SZ 5,000.95 0.71% -0.25% -0.26% 1.26% 17.46 1.08 67.31% SELL
57 2026-05-13 中证医疗 512170.SH 6,715.71 -0.09% 0.21% 0.22% 1.23% 1.94 1.06 66.70% BUY
58 2026-05-13 港股通汽车 159323.SZ 2,454.09 -0.40% 0.25% 0.27% 1.60% 0.76 1.15 66.16% BUY
59 2026-05-13 中国教育 513360.SH 1,119.13 0.85% -0.15% -0.16% 1.35% 2.26 1.01 64.50% SELL
60 2026-05-13 新材料 159761.SZ 5,062.47 1.17% 0.16% 0.21% 1.54% 4.26 1.41 64.16% BUY
61 2026-05-13 香港证券 513090.SH 1,333.78 -0.63% 0.31% 0.27% 1.59% -0.37 0.84 62.81% BUY
62 2026-05-13 CS电池 159796.SZ 4,916.93 0.68% -0.13% -0.15% 1.83% 3.87 1.19 62.81% SELL
63 2026-05-13 传媒 512980.SH 825.38 1.08% 0.09% 0.09% 1.97% 11.30 1.08 61.40% HOLD
64 2026-05-13 中概互联 159792.SZ 7,759.34 0.80% -0.01% -0.01% 1.87% 1.56 1.19 60.22% HOLD
65 2026-05-13 恒生医疗保健 513060.SH 3,669.80 -1.12% 0.13% 0.12% 1.74% -2.69 0.90 59.81% BUY
66 2026-05-13 港股通红利 513630.SH 1,485.87 -0.26% -0.09% -0.08% 0.80% -2.48 0.88 59.69% HOLD
67 2026-05-13 动漫游戏 159869.SZ 1,953.43 1.29% -0.06% -0.06% 2.11% 1.73 0.92 58.58% HOLD
68 2026-05-13 钢铁 515210.SH 2,675.47 -0.33% -0.00% -0.00% 1.24% 1.23 0.94 58.20% HOLD
因子说明:
当前涨幅:标的指数当前涨跌幅。
预测涨幅:下一交易日预期收益率,基于卡尔曼滤波预测的原始预期收益率。
修正涨幅:下一交易日的预测涨跌幅(量能修正),表示经过成交量因素调整后的预期收益率,该因子通过将原始预期收益率ER乘以成交量调整因子得到。
波动率:表示当前价格波动范围,通过计算价格序列的波动率得到。
量能趋势:表示量能随时间变化的趋势方向和强度,通过线性回归计算得出,正值表示成交量呈上升趋势,负值表示下降趋势。
量能比率:表示当前成交量与历史平均量能的比值,用于衡量当前市场活跃度相对于平均水平的程度。
置信度:综合考虑收益率、波动率和量能因素计算出的预测可靠性指标,数值在0-1之间,反映模型对预测结果的信心程度。