> 数据图表咨询大家因子表现呈现周期变化2026-3-0因子表现呈现周期变化换手率多空组合净值换手率因子净值1.21.110.90.80.70.60.54/91028/910221/810221/91024/02028/02024/12028/120221/02024/22028/220221/120221/22024/32028/32024/42028/420221/320221/42024/52028/520221/5202波动率多空组合净值1.00210.9980.9960.9940.9920.991.0510.950.90.850.80.751.31.251.21.151.11.0510.950.94/91028/910221/81024/02028/020221/910221/02024/12028/120221/12024/22028/220221/22024/32028/320221/32024/42028/420221/42024/52028/520221/5202波动率因子净值4/91028/910221/810221/91024/02028/02024/12028/120221/020221/12024/22028/220221/22024/32028/320221/32024/42028/420221/42024/52028/520221/520221/81024/91028/910221/91024/02028/020221/02024/12028/120221/12024/22028/220221/22024/32028/32024/42028/420221/320221/42024/52028/520221/5202资料来源： wind，长城证券产业金融研究院，数据日期：20260131长城证券综合其他
