Value Creation Assessment Technology Research Center
The market performance of stocks makes stocks have trading characteristics such as hot or cold, dynamic or stable, strong or weak, rising or falling, etc., which reflect the degree of game between the two sides of the transaction and reflect the level of stock trading; It not only affects the formation of the current stock price, but also the basis for the formation of the next stock price, which is related to the gains and losses of investors.
To this end, we construct a stock trading evaluation model to quantify stock trading performance from four aspects: volume participation, price vibration, volume price competitiveness, and closing price growth. On the basis of measuring the corresponding value, determine the degree of hot and cold, dynamic and static, strength and weakness, rise and fall of the stock according to the value; Thus, it helps investors judge the trading characteristics and level of stocks, and predicts the trend of stocks in the next period.
According to the trading data of 5176 stocks today (2023.06.16), the stock trading characteristics of the entire stock market are: balance, that is, the participation of the amount is not hot or cold, the degree of balance; the fluctuation of the price is not high or low, the degree is balanced; the volume and price competition, the buyer and seller are not strong, it is also balanced; the closing price growth is not strong or weak, it is also balanced.
The details are as follows:
First, is the amount of participation hot or cold? What are the hottest stocks?
The involvement of buyers and sellers is a prerequisite for trading. Quantitative participation measures the combined force of the total amount and increment of the participation of both parties to the transaction. The stronger the participation, the greater the attraction, the greater the activity, and the higher the popularity of the stock; Conversely, the weaker the participation, the less attractive, the less active, and the lower the popularity of the stock.
In this period, the participation of stock trading in the entire stock market is 0.0918, and the participation is balanced; it is characterized by the trading temperature and the turnover rate of 3.01%; The incremental equilibrium of the deal is only 1.09.
The top 10 hottest stocks are:
Participatory data
Illustrate:
We select the turnover rate reflecting the total number of participants and the volume ratio reflecting the increase in participation as the indicators, taking the normal highest value as the scale, and the correlation coefficient between the index and the stock price as the weight, and weighted the calculation.
According to the measurement, each stock participation has a quantitative score from -1 to 1, and is divided into 9 categories according to the score: extremely hot, very hot, medium hot, hot, equilibrious, cooler, medium cold, very cold, extremely cold. In addition, the turnover rate and volume ratio of the constituent factors were also quantified and classified.
Second, is the price vibration or stability? What are the most vibrating stocks?
Stock prices are vibrating high and low. The greater the volatility of the price, the greater the price movement, which means that the greater the divergence between buyers and sellers, and the greater the opportunity for investors, but the greater the risk.
In this period, the vibration of the entire stock market stock trading is 0.1193, and the degree is balanced; its characteristics are: the amplitude is large, 3.18%; Compared with the previous period, the increase was low, and the amplitude growth rate was 10.07%.
The top 10 stocks with the most vibrations are:
Vibration data
Illustrate:
The vibration of the price is measured according to the value of the high and low amplitude and amplitude growth rate of the stock price, and its correlation coefficient with the stock price is used as the weight; Reflects the degree to which the stock price vibrates from the highest price to the lowest price, and the degree of change in vibration. According to the measurement, each stock has a quantitative score from -1 to 1, and is divided into 9 categories according to the score: polar vibration, high vibration, medium vibration, low vibration, equilibrium, low stability, medium stability, high stability, and extreme stability. In addition, its constituent factors are quantified and categorized.
Third, is the competition between volume and price strong or weak? What are the strongest stocks for buyers?
Stock trading is a competition between volume and price, and the competition in volume is mainly reflected in the ratio of external and internal disks, and the competition in price is mainly manifested in the rise and fall of prices. The volume and price competitiveness reflects the comprehensive competitiveness of volume and price, the larger, the stronger the buyer's power and the weaker the seller's power; A smaller score means stronger sellers and weaker buyers.
In this period, the volume and price competitiveness of the entire stock market stock trading is 0.1170, and the degree is balanced; the average price is 0.5213% lower, and the ratio of external and internal disks is 1.0122, which is balanced.
The top 10 strongest buy-side stocks are:
Competitiveness data
Illustrate:
The volume price competitiveness is measured according to the average price increase and decrease and the external and internal ratio value, and its correlation coefficient with the stock price growth rate as the weight, reflecting the comprehensive competitiveness of the volume price. According to the measurement, each stock has a quantitative score from -1 to 1, and according to the score, it is divided into 9 categories: strong buyer, strong buyer, strong buyer, strong buyer, balanced and strong seller, strong seller, strong seller, strong seller, strong seller. In addition, its constituent factors are quantified and categorized.
4. Is the increase in closing prices increasing or decreasing? What are the stocks with the strongest gains?
The closing price is the price at which the transaction will not continue for one day, which is a price recognized by buyers and sellers under relatively stable conditions, which can not only judge the market sentiment of the current period, but also be the reference basis for the opening price of the next trading day.
The closing price growth force reflects the comprehensive growth force of the closing price, not only reflects the growth of the current closing price and the previous closing price, but also reflects the growth of the current closing price and the average price of the current period. The larger it means, the stronger the growth of the closing price, and the greater the impact on the next stock price; The smaller it is, the weaker the closing price growth and the less impact it has on the next stock price.
In this period, the average closing price growth of the entire stock market stock trading is 0.0304, which is balanced; compared with the average price, the increase is not large, only 0.15%; It was lower than the previous closing price at 0.70%.
The top 10 strongest growth stocks are:
Closing power data
Illustrate:
The closing price growth force is based on the closing price growth rate, closing price and average price growth rate value, measured by its correlation coefficient with the stock price growth rate, comprehensively reflecting the closing price growth force According to the measurement, each stock has a quantitative score from -1 to 1, and according to the score is divided into 9 categories: very strong, very strong, medium strong, strong, balanced, weak, medium weak, very weak, very weak. In addition, its constituent factors are quantified and categorized.
(This article is calculated based on publicly available data, and the individual stocks and industries mentioned do not constitute investment advice, and are for reference only; If you need to know the trading characteristics of individual stocks and industries of listed companies, "follow" and "privately" us. ）