window.pageData = {"stock":{"_id":3000000023106,"stockCode":"023106","masterFundShortName":"光大保德信红利量化混合","fundSecondLevel":"hybrid","stockType":"fund","areaCode":"cn","market":"a","tickerId":23106,"currency":"CNY","masterFundFlag":1,"status":"normal","exchange":"jj","shortName":"光大保德信红利量化混合A","name":"光大保德信红利量化选股混合型证券投资基金","pinyin":"gdbdxhllhxghhxzqtzjj","fundCollectionId":4000050360000,"setUpAssetScale":95470120.79,"setUpDate":"2025-03-24T16:00:00.000Z","setUpShares":95470120.79,"inceptionDate":"2025-03-27T16:00:00.000Z","followedNum":5,"memoNum":1,"fundCollection":{"exchange":"jjgs","stockType":"fund_collection","stockCode":"50360000","tickerId":50360000,"name":"光大保德信基金管理有限公司"},"managers":[{"name":"朱剑涛","stockType":"fund_manager","stockCode":"j101019652","exchange":"fm","tickerId":261020244630}],"hotMetrics":{"fss":{"stockId":3000000023106,"type":"fss","last_data_date":"2025-06-29T16:00:00.000Z","f_ins_h_s_r":0.0132,"f_ind_h_s_r":0.9868000000000001,"f_h_a":635},"fpr":{"stockId":3000000023106,"type":"fpr","f_cagr_p_r_fs_ssc":9068,"f_cagr_p_r_fs_ssrp":0.15804566008602625,"f_p_r_m1_ssc":9164,"f_p_r_m1_ssrp":0.9319000327403689,"f_p_r_m3_ssc":9022,"f_p_r_m3_ssrp":0.3501829065513801,"f_p_r_m6_ssc":8759,"f_p_r_m6_ssrp":0.53128568166248,"f_p_r_fys_ssc":9010,"f_p_r_fys_ssrp":0.5528915528915529,"f_p_r_y1_ssc":8328,"f_p_r_y1_ssrp":0.6613426203914975},"fp":{"stockId":3000000023106,"type":"fp","last_data_date":"2026-04-16T16:00:00.000Z","f_cagr_p_r_fs":0.14674253811698534,"f_p_r_m1":-0.032579564489112145,"f_p_r_m3":0.019595727778267902,"f_p_r_m6":0.05536774783005938,"f_p_r_fys":0.03161561132446189,"f_p_r_y1":0.15614052647382626},"ff":{"stockId":3000000023106,"type":"ff","f_fr_d":"2025-06-29T16:00:00.000Z","f_m_fr":0.012,"f_c_fr":0.002,"f_mac_fr":0.014},"f_nlacan":{"stockId":3000000023106,"type":"f_nlacan","f_nv_d":"2026-04-16T16:00:00.000Z","f_nv":1.1551,"f_nv_cr":-0.003966543071483919},"f_as":{"stockId":3000000023106,"type":"f_as","f_tas":33387369.118599996,"f_tas_d":"2025-12-30T16:00:00.000Z"}},"masterSlaveFunds":[{"_id":3000000023107,"name":"光大保德信红利量化选股混合型证券投资基金","fundSecondLevel":"hybrid","stockType":"fund","areaCode":"cn","market":"a","status":"normal","stockCode":"023107","tickerId":23107,"shortName":"光大保德信红利量化混合C","currency":"CNY","__csrcFundId":14813,"exchange":"jj","masterFundFlag":null,"indexFundFlag":null,"activeFundFlag":null,"etfFundFlag":null,"lofFundFlag":null,"pensionTargetFlag":null,"feederFundFlag":null,"classificationFlag":null,"closedEnd":null,"lastUpdated":"2025-04-07T08:25:36.624Z","inceptionDate":"2025-03-27T16:00:00.000Z","pinyin":"gdbdxhllhxghhxzqtzjj","fundCollectionId":4000050360000,"followedNum":6,"memoNum":1}],"shareholdings":[{"date":"2025-12-30T16:00:00.000Z","fundId":3000000023106,"stockId":601168,"holdings":50100,"marketCap":1384764,"netValueRatio":0.0282,"declarationDate":"2026-01-21T16:00:00.000Z","quarterlyChange":0.2563636363636368,"stock":{"stockCode":"601168","exchange":"sh","stockType":"company","tickerId":601168,"name":"西部矿业"}},{"date":"2025-12-30T16:00:00.000Z","fundId":3000000023106,"stockId":601077,"holdings":199500,"marketCap":1288770,"netValueRatio":0.0263,"declarationDate":"2026-01-21T16:00:00.000Z","quarterlyChange":-0.019726858877087028,"stock":{"stockCode":"601077","exchange":"sh","stockType":"company","tickerId":601077,"name":"渝农商行"}},{"date":"2025-12-30T16:00:00.000Z","fundId":3000000023106,"stockId":600546,"holdings":127100,"marketCap":1282439,"netValueRatio":0.0261,"declarationDate":"2026-01-21T16:00:00.000Z","quarterlyChange":0.03064351378958108,"stock":{"stockCode":"600546","exchange":"sh","stockType":"company","tickerId":600546,"name":"山煤国际"}},{"date":"2025-12-30T16:00:00.000Z","fundId":3000000023106,"stockId":600901,"holdings":206500,"marketCap":1263780,"netValueRatio":0.0258,"declarationDate":"2026-01-21T16:00:00.000Z","quarterlyChange":0.10298754743199257,"stock":{"stockCode":"600901","exchange":"sh","stockType":"company","tickerId":600901,"name":"江苏金租"}},{"date":"2025-12-30T16:00:00.000Z","fundId":3000000023106,"stockId":600919,"holdings":121400,"marketCap":1262560,"netValueRatio":0.0257,"declarationDate":"2026-01-21T16:00:00.000Z","quarterlyChange":0.03688933200398847,"stock":{"stockCode":"600919","exchange":"sh","stockType":"company","tickerId":600919,"name":"江苏银行"}},{"date":"2025-12-30T16:00:00.000Z","fundId":3000000023106,"stockId":601939,"holdings":133100,"marketCap":1235168,"netValueRatio":0.0252,"declarationDate":"2026-01-21T16:00:00.000Z","quarterlyChange":0.09999349181911366,"stock":{"stockCode":"601939","exchange":"sh","stockType":"company","tickerId":601939,"name":"建设银行"}},{"date":"2025-12-30T16:00:00.000Z","fundId":3000000023106,"stockId":2043,"holdings":84100,"marketCap":1211881,"netValueRatio":0.0247,"declarationDate":"2026-01-21T16:00:00.000Z","quarterlyChange":0.34171322160148954,"stock":{"stockCode":"002043","exchange":"sz","stockType":"company","tickerId":2043,"name":"兔宝宝"}},{"date":"2025-12-30T16:00:00.000Z","fundId":3000000023106,"stockId":600057,"holdings":140300,"marketCap":1195356,"netValueRatio":0.0244,"declarationDate":"2026-01-21T16:00:00.000Z","quarterlyChange":0.2303195260057922,"stock":{"stockCode":"600057","exchange":"sh","stockType":"company","tickerId":600057,"name":"厦门象屿"}},{"date":"2025-12-30T16:00:00.000Z","fundId":3000000023106,"stockId":601963,"holdings":110300,"marketCap":1194549,"netValueRatio":0.0243,"declarationDate":"2026-01-21T16:00:00.000Z","quarterlyChange":0.21276595744680904,"stock":{"stockCode":"601963","tickerId":601963,"exchange":"sh","stockType":"company","name":"重庆银行"}},{"date":"2025-12-30T16:00:00.000Z","fundId":3000000023106,"stockId":601398,"holdings":150500,"marketCap":1193465,"netValueRatio":0.0243,"declarationDate":"2026-01-21T16:00:00.000Z","quarterlyChange":0.10594369898048561,"stock":{"stockCode":"601398","exchange":"sh","stockType":"company","tickerId":601398,"name":"工商银行"}}],"lastFsMetrics":{"latestTurnoverRate":2.159089038062605,"latestTurnoverRateDate":"2025-06-29T16:00:00.000Z"}},"list":[{"_id":"69aed3de7fea5b3eb054249c","date":"2025-12-30T16:00:00.000Z","declarationDate":"2026-01-21T16:00:00.000Z","stockId":3000000023106,"sao":"本基金采用机器学习量化模型，按产品合同与风格库要求，剔除市值小和流动性差的股票，在限定的具备红利特征的股票池内，选取预期收益高的股票，同时控制好策略组合与基准中证红利指数的风险偏离，构建组合。机器学习模型的输入数据，除了常用的选股指标，例如：估值、成长、量价等，还会借助机器算力，让模型从不同类型输入数据中去学习挖掘低相关性的选股因子，并根据市场风格变化自学习合适的因子配比权重。四季度A股在高位持续波动，风格上，小市值与红利较强，成长风格在十月和十一月有较大调整，十二月开始反弹。和三季度的持续高波动、高beta 风格相比，四季度分散化的行情更适合产品策略的发挥，量化策略偏好的波动率、流动性、估值和市值类选股因子在四季度都有不错表现。来年我们需要关注或有的季节性行情和外部事件对量化策略的冲击，控制好风险敞口暴露，同时也会进一步更新迭代我们的量化模型去适应新的市场环境。","lastUpdated":"2026-03-09T14:06:22.616Z","fund":{"_id":3000000023106,"__csrcFundId":14813,"stockCode":"023106","masterFundShortName":"光大保德信红利量化混合","fundSecondLevel":"hybrid","stockType":"fund","areaCode":"cn","market":"a","tickerId":23106,"currency":"CNY","masterFundFlag":1,"status":"normal","exchange":"jj","shortName":"光大保德信红利量化混合A","lastUpdated":"2025-04-11T17:25:30.532Z","name":"光大保德信红利量化选股混合型证券投资基金","pinyin":"gdbdxhllhxghhxzqtzjj","fundCollectionId":4000050360000,"setUpAssetScale":95470120.79,"setUpDate":"2025-03-24T16:00:00.000Z","setUpShares":95470120.79,"inceptionDate":"2025-03-27T16:00:00.000Z","followedNum":5,"memoNum":1,"managers":[{"stockCode":"j101019652","stockType":"fund_manager","exchange":"fm","tickerId":261020244630,"name":"朱剑涛"}]},"announcement":{"linkText":"光大保德信红利量化选股混合型证券投资基金2025年年度报告","linkUrl":"http://eid.csrc.gov.cn/fund/disclose/instance_show_pdf_id.do?instanceid=1455443","linkType":"PDF","source":"csrc_pdf"}},{"_id":"69aed3de7fea5b3eb054249b","date":"2025-09-29T16:00:00.000Z","declarationDate":"2025-10-27T16:00:00.000Z","stockId":3000000023106,"sao":"本基金采用机器学习量化模型，按产品合同与风格库要求，剔除市值小和流动性差的股票，在限定的具备红利特征的股票池内，选取预期收益高的股票，同时控制好策略组合与基准中证红利指数的风险偏离，构建组合。机器学习模型的输入数据，除了常用的选股指标，例如：估值、成长、量价等，还会借助机器算力，让模型从不同类型输入数据中去学习挖掘低相关性的选股因子，并根据市场风格变化自学习合适的因子配比权重。三季度A股市场呈现机构行情特征，光模块、人工智能、半导体设备等科技板块股票和稀土相关股票大涨，市场偏好强成长、高波动、高beta风格，在机构持仓较多的沪深300、中证500指数成分股内表现尤为突出。大小盘风格上，市场表现出明显的非线性特征，处在中间的中证500指数显著优于市值更大的沪深300指数，和市值较小的中证1000、中证2000指数。本产品三季度业绩跑赢了中证红利指数，但由于红利类股票整体表现弱，产品三季度的绝对收益不理想。不过截至三季度末时，很多热门板块股票估值已经很高，股价也开始高位震荡，展望后市，目前来看，市场风险偏好仍有发生变化的可能。","lastUpdated":"2026-03-09T14:06:22.613Z","fund":{"_id":3000000023106,"__csrcFundId":14813,"stockCode":"023106","masterFundShortName":"光大保德信红利量化混合","fundSecondLevel":"hybrid","stockType":"fund","areaCode":"cn","market":"a","tickerId":23106,"currency":"CNY","masterFundFlag":1,"status":"normal","exchange":"jj","shortName":"光大保德信红利量化混合A","lastUpdated":"2025-04-11T17:25:30.532Z","name":"光大保德信红利量化选股混合型证券投资基金","pinyin":"gdbdxhllhxghhxzqtzjj","fundCollectionId":4000050360000,"setUpAssetScale":95470120.79,"setUpDate":"2025-03-24T16:00:00.000Z","setUpShares":95470120.79,"inceptionDate":"2025-03-27T16:00:00.000Z","followedNum":5,"memoNum":1,"managers":[{"stockCode":"j101019652","stockType":"fund_manager","exchange":"fm","tickerId":261020244630,"name":"朱剑涛"}]},"announcement":{"linkText":"光大保德信红利量化选股混合型证券投资基金2025年第3季度报告","linkUrl":"http://eid.csrc.gov.cn/fund/disclose/instance_show_pdf_id.do?instanceid=1374915","linkType":"PDF","source":"csrc_pdf"}},{"_id":"69aed3de7fea5b3eb054249a","date":"2025-06-29T16:00:00.000Z","stockId":3000000023106,"sao":"本基金采用机器学习量化模型，按产品合同与风格库要求，剔除市值小和流动性差的股票，在限定的具备红利特征的股票池内，选取预期收益高的股票，同时控制好策略组合与基准中证红利指数的风险偏离，构建组合。机器学习模型的输入数据，除了常用的选股指标，例如：估值、成长、量价等，还会借助机器算力，让模型从不同类型输入数据中去学习挖掘低相关性的选股因子，并根据市场风格变化自学习合适的因子配比权重。2025年上半年A股小市值风格尤为突出，万得小市值400指数（月度调仓）区间涨幅38.12%，中证2000和中证1000指数分别涨15.3%和6.7%；红利和价值类策略表现较弱，中证红利指数跌3.1%，沪深300指数基本持平。行业上，上半年涨的最好的行业是有色金属(18.1%), 银行(13.1) 和国防军工(13.0%), 表现最差的是煤炭(-12.3%)，食品饮料(-7.3%)和房地产(-6.9%)。从期权市场期权价格隐含的机构投资者对主流宽基指数未来波动率的预期来看，除了4月7日，外贸政策引起市场短暂波动外，上半年主流宽基指数的隐含波动率都处于下行、低位震荡的格局。产品在成立后的建仓期内，采取了稳健的逐步加仓方案，规避了部分市场下跌风险，再加上量化模型的较强表现，截至二季度末，产品相对业绩基准超额收益较明显。结合过往几年市场经验看，叠加适合量化策略发挥的低波环境，我们将力争进一步提升产品收益稳定性。","declarationDate":"2025-07-20T16:00:00.000Z","lastUpdated":"2026-03-09T14:06:22.610Z","mo":"上半年的市场围绕AI、军工、机器人等相关主题展开，上涨动力主要来自于技术进步带来的预期改善。国内十五五规划聚焦新质生产力，对科技领域重视度显著提高，AI相关的半导体、算力等相关板块景气度有望持续改善；同时在外部客观因素的影响下，军工行业的刚性需求加强，两者或仍有望是下半年主线。另一方面，在经济温和复苏的背景下，红利类资产具有一定防御属性，也是耐心资本长期资金的关注重点，长期来看有望估值修复。","fund":{"_id":3000000023106,"__csrcFundId":14813,"stockCode":"023106","masterFundShortName":"光大保德信红利量化混合","fundSecondLevel":"hybrid","stockType":"fund","areaCode":"cn","market":"a","tickerId":23106,"currency":"CNY","masterFundFlag":1,"status":"normal","exchange":"jj","shortName":"光大保德信红利量化混合A","lastUpdated":"2025-04-11T17:25:30.532Z","name":"光大保德信红利量化选股混合型证券投资基金","pinyin":"gdbdxhllhxghhxzqtzjj","fundCollectionId":4000050360000,"setUpAssetScale":95470120.79,"setUpDate":"2025-03-24T16:00:00.000Z","setUpShares":95470120.79,"inceptionDate":"2025-03-27T16:00:00.000Z","followedNum":5,"memoNum":1,"managers":[{"stockCode":"j101019652","stockType":"fund_manager","exchange":"fm","tickerId":261020244630,"name":"朱剑涛"}]},"announcement":{"linkText":"光大保德信红利量化选股混合型证券投资基金2025年中期报告","linkUrl":"http://eid.csrc.gov.cn/fund/disclose/instance_show_pdf_id.do?instanceid=1342794","linkType":"PDF","source":"csrc_pdf"}}]}