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我想了解一下因子表现呈现周期变化

2026-3-0
我想了解一下因子表现呈现周期变化
因子表现呈现周期变化乖离率多空组合净值乖离率因子净值2.82.62.42.221.81.61.41.210.81.71.61.51.41.31.21.110.90.80.71.61.51.41.31.21.110.90.84/91028/910221/810221/91024/02028/020221/02024/12028/120221/12024/22028/220221/22024/32028/320221/32024/42028/420221/42024/52028/520221/520221/81024/91028/910221/91024/02028/020221/02024/12028/120221/12024/22028/220221/22024/32028/320221/32024/42028/420221/42024/52028/520221/5202行业收益偏差多空组合净值行业内收益偏差因子净值1.21.151.11.0510.950.94/91028/910221/810221/91024/02028/020221/02024/12028/120221/12024/22028/220221/22024/32028/320221/32024/42028/420221/42024/52028/520221/520221/81024/91028/910221/91024/02028/020221/02024/12028/120221/12024/22028/220221/22024/32028/320221/32024/42028/420221/42024/52028/520221/5202资料来源: wind,长城证券产业金融研究院,数据日期:20260131