国际配售数据与新股如何卖出
2021-02-02 本文已影响0人
止一量化养家
最近学习了下pdf解析。
为什么？
因为要获取配售结果中国配超额认购的数据。
就是下图的这个值：
如果你看过我之前的文章《根据国际配售卖新股》，应该很清楚国际超配的重要性。
尤其是对于中签的我们来说，应该持有多久，应该怎么卖出，参考价值巨大。
最近把能够获取到的配售结果pdf文件都读取了一遍，再加上人工辅助，一共得到了300+条数据。
我们先来看看统计结果。
前5个交易日和暗盘胜率：
前5个交易日和暗盘平均涨幅：
通过上面的数据能够发现，发行的新股国配超额大部分都是轻微超额认购的，也就是主要集中在[1,5）这个区间。
总体来看随着国配超额上升，胜率和平均涨幅是向上的。
和之前的分析相比，唯一有点不大一样的地方，就是[5,10）这个区间，平均涨幅尤其是暗盘的涨幅相对突出。
详细看了下数据，发现主要是因为毛记葵涌一个新股的巨大涨幅带来的影响，去掉这个新股之后，平均涨幅的情况是这样的：
总的来看，之前得出的结论没有什么变化。
如果只看暗盘的话……
除了[1,5）这个区间的新股，胜率都超过80%：
平均涨幅有着明显向上的趋势：
下面附上整理到的国配超额数据，请大家指正：
| 代码 | 国配超额认购 | 中文描述 |
|---|---|---|
| 01477 | 76.0 | 大幅超額認購 |
| 09633 | 60.0 | 超額認購 |
| 00909 | 45.0 | 超額認購 |
| 09992 | 44.0 | 大幅超額認購 |
| 06989 | 33.4 | 大幅超額認購 |
| 02158 | 33.4 | 大量超額認購 |
| 06998 | 33.0 | 超額認購 |
| 06618 | 31.1 | 大幅超額認購 |
| 09997 | 29.05 | 超額認購 |
| 02126 | 28.5 | 超額認購 |
| 01952 | 27.0 | 超額認購 |
| 06988 | 24.0 | 踴躍超額認購 |
| 02096 | 23.0 | 超額認購 |
| 01981 | 22.13 | 大幅超額認購 |
| 09995 | 22.0 | 超額認購 |
| 01490 | 21.7 | 大幅超額認購 |
| 03347 | 20.0 | 超額認購 |
| 09996 | 20.0 | 極大幅超額認購 |
| 01502 | 20.0 | 大幅超額認購 |
| 06969 | 18.8 | 極大幅超額認購 |
| 09922 | 18.5 | 大幅超額認購 |
| 06958 | 18.1 | 大幅超額認購 |
| 09616 | 18.0 | 大幅超額認購 |
| 03913 | 16.87 | 大幅超額認購 |
| 09990 | 16.0 | 大幅超額認購 |
| 01971 | 15.0 | 大幅超額認購 |
| 09983 | 14.9 | 大幅超額認購 |
| 09999 | 14.0 | 大幅超額認購 |
| 02101 | 13.73 | 大幅超額認購 |
| 06996 | 13.5 | 超額認購 |
| 02125 | 13.41 | 超額認購 |
| 01941 | 13.03 | 大幅超額認購 |
| 09923 | 12.0 | 大幅超額認購 |
| 06993 | 12.0 | 超額認購 |
| 01209 | 11.8 | 大幅超額認購 |
| 09618 | 11.35 | 超額認購 |
| 01167 | 10.93 | 超額認購 |
| 00873 | 10.9 | 大幅超額認購 |
| 01501 | 9.6 | 超額認購 |
| 09911 | 9.18 | 大幅超額認購 |
| 02262 | 8.9 | 適度超額認購 |
| 09987 | 8.74 | 超額認購 |
| 01922 | 8.7 | 大幅超額認購 |
| 02148 | 8.58 | 大幅超額認購 |
| 09698 | 8.4 | 大幅超額認購 |
| 09916 | 8.11 | 大幅超額認購 |
| 02142 | 8.0 | 超額認購 |
| 09939 | 8.0 | 大幅超額認購 |
| 01716 | 7.6 | 大幅超額認購 |
| 09989 | 7.3 | 踴躍超額認購 |
| 01163 | 7.15 | 超額認購 |
| 06978 | 7.0 | 超額認購 |
| 09688 | 6.9 | 大幅超額認購 |
| 01179 | 6.6 | 大幅超額認購 |
| 09909 | 6.52 | 適度超額認購 |
| 09901 | 6.4 | 適度超額認購 |
| 02131 | 6.37 | 超額認購 |
| 02107 | 6.25 | 適度超額認購 |
| 02057 | 5.65 | 適度超額認購 |
| 09928 | 5.55 | 大幅超額認購 |
| 01775 | 5.27 | 適度超額認購 |
| 09991 | 5.1 | 超額認購 |
| 01417 | 5.06 | 適度超額認購 |
| 09979 | 5.0 | 大幅超額認購 |
| 01516 | 4.9 | 超額認購 |
| 09666 | 4.9 | 適度超額認購 |
| 01620 | 4.2 | 適度超額認購 |
| 01740 | 4.19 | 大幅超額認購 |
| 01789 | 3.97 | 適度超額認購 |
| 02225 | 3.94 | 適度超額認購 |
| 01449 | 3.8 | 適度超額認購 |
| 08495 | 3.62 | 適度超額認購 |
| 02660 | 3.45 | 適度超額認購 |
| 02708 | 3.1 | 適度超額認購 |
| 06666 | 3.1 | 大幅超額認購 |
| 08479 | 3.1 | 適度超額認購 |
| 03662 | 3.07 | 適度超額認購 |
| 06677 | 3.07 | 適度超額認購 |
| 08448 | 3.0 | 適度超額認購 |
| 02116 | 3.0 | 適度超額認購 |
| 08473 | 2.83 | 適度超額認購 |
| 01745 | 2.8 | 適度超額認購 |
| 01451 | 2.74 | 適度超額認購 |
| 09958 | 2.68 | 超額認購 |
| 01895 | 2.64 | 超額認購 |
| 02263 | 2.63 | 輕微超額認購 |
| 01705 | 2.6 | 適度超額認購 |
| 01726 | 2.5 | 適度超額認購 |
| 01525 | 2.49 | 適度超額認購 |
| 01706 | 2.46 | 適度超額認購 |
| 08490 | 2.46 | 適度超額認購 |
| 06158 | 2.44 | 適度超額認購 |
| 09600 | 2.4 | 踴躍超額認購 |
| 08372 | 2.4 | 適度超額認購 |
| 08376 | 2.38 | 適度超額認購 |
| 08429 | 2.3 | 超額認購 |
| 08285 | 2.3 | 超額認購 |
| 08400 | 2.29 | 適度超額認購 |
| 02127 | 2.25 | 踴躍超額認購 |
| 01715 | 2.22 | 適度超額認購 |
| 01757 | 2.2 | 適度超額認購 |
| 03868 | 2.19 | 適度超額認購 |
| 08606 | 2.18 | 適度超額認購 |
| 01931 | 2.122 | 足額認購 |
| 00589 | 2.11 | 小幅超額認購 |
| 01939 | 2.11 | 適度超額認購 |
| 08379 | 2.1 | 適度超額認購 |
| 09919 | 2.08 | 輕微超額認購 |
| 08151 | 2.06 | 適度超額認購 |
| 08402 | 2.04 | 適度超額認購 |
| 01691 | 2.0 | 適度超額認購 |
| 08527 | 2.0 | 適度超額認購 |
| 08385 | 2.0 | 適度超額認購 |
| 08491 | 1.99 | 適度超額認購 |
| 06900 | 1.99 | 適度超額認購 |
| 08377 | 1.97 | 適度超額認購 |
| 08168 | 1.95 | 適度超額認購 |
| 01720 | 1.95 | 適度超額認購 |
| 02146 | 1.94 | 適度超額認購 |
| 01950 | 1.92 | 超額認購 |
| 01134 | 1.91 | 適度超額認購 |
| 01651 | 1.9 | 適度超額認購 |
| 08450 | 1.9 | 適度超額認購 |
| 01592 | 1.9 | 超額認購 |
| 01540 | 1.9 | 輕微超額認購 |
| 01731 | 1.9 | 超額認購 |
| 06182 | 1.9 | 適度超額認購 |
| 01503 | 1.9 | 超額認購 |
| 01978 | 1.89 | 超額認購 |
| 01870 | 1.889 | 超額認購 |
| 06919 | 1.86 | 適度超額認購 |
| 01859 | 1.85 | 輕微超額認購 |
| 08375 | 1.82 | 輕微超額認購 |
| 01722 | 1.7790000000000001 | 超額認購 |
| 08447 | 1.76 | 適度超額認購 |
| 08609 | 1.74 | 適度超額認購 |
| 08509 | 1.73 | 超額認購 |
| 01949 | 1.71 | 適度超額認購 |
| 01598 | 1.71 | 適度超額認購 |
| 03390 | 1.7 | 適度超額認購 |
| 08118 | 1.7 | 超額認購 |
| 06820 | 1.7 | 適度超額認購 |
| 01475 | 1.7 | 適度超額認購 |
| 01769 | 1.7 | 輕微超額認購 |
| 01930 | 1.67 | 輕微超額認購 |
| 08392 | 1.67 | 超額認購 |
| 01587 | 1.67 | 輕微超額認購 |
| 02103 | 1.66 | 輕微超額認購 |
| 08525 | 1.64 | 輕微超額認購 |
| 08065 | 1.64 | 超額認購 |
| 01153 | 1.63 | 適度超額認購 |
| 01408 | 1.62 | 超額認購 |
| 08305 | 1.61 | 適度超額認購 |
| 08401 | 1.61 | 適度超額認購 |
| 09977 | 1.6 | 輕微超額認購 |
| 08422 | 1.6 | 適度超額認購 |
| 08199 | 1.58 | 超額認購 |
| 01739 | 1.58 | 輕微超額認購 |
| 01723 | 1.56 | 輕微超額認購 |
| 08501 | 1.55 | 適度超額認購 |
| 01747 | 1.55 | 超額認購 |
| 08391 | 1.55 | 適度超額認購 |
| 01433 | 1.55 | 輕微超額認購 |
| 08612 | 1.54 | 輕微超額認購 |
| 03616 | 1.53 | 略微超額認購 |
| 03928 | 1.52 | 輕微超額認購 |
| 09993 | 1.51 | 適度超額認購 |
| 01427 | 1.51 | 超額認購 |
| 06829 | 1.5 | 適度超額認購 |
| 02129 | 1.5 | 適度超額認購 |
| 03992 | 1.5 | 適度超額認購 |
| 01601 | 1.5 | 輕微超額認購 |
| 08526 | 1.5 | 適度超額認購 |
| 08516 | 1.5 | 輕微超額認購 |
| 08275 | 1.5 | 適當超額認購 |
| 08545 | 1.5 | 適度超額認購 |
| 01645 | 1.5 | 輕微超額認購 |
| 01710 | 1.5 | 適度超額認購 |
| 02258 | 1.49 | 適度超額認購 |
| 02599 | 1.49 | 超額認購 |
| 08383 | 1.47 | 適度超額認購 |
| 01542 | 1.46 | 小幅超額認購 |
| 02360 | 1.44 | 微量超額認購 |
| 08017 | 1.43 | 適度超額認購 |
| 08437 | 1.43 | 超額認購 |
| 03718 | 1.42 | 適度超額認購 |
| 01737 | 1.4 | 適度超額認購 |
| 00784 | 1.4 | 超額認購 |
| 09906 | 1.4 | 輕微超額認購 |
| 06063 | 1.39 | 超額認購 |
| 01147 | 1.39 | 小幅超額認購 |
| 06999 | 1.39 | 適度超額認購 |
| 03681 | 1.38 | 超額認購 |
| 08040 | 1.38 | 適度超額認購 |
| 02182 | 1.37 | 適度超額認購 |
| 06111 | 1.36 | 適度超額認購 |
| 02130 | 1.36 | 輕微超額認購 |
| 02772 | 1.35 | 略微超額認購 |
| 01472 | 1.35 | 超額認購 |
| 01692 | 1.34 | 適度超額認購 |
| 08621 | 1.34 | 適度超額認購 |
| 01851 | 1.34 | 適度超額認購 |
| 01034 | 1.34 | 適度超額認購 |
| 08403 | 1.33 | 超額認購 |
| 02346 | 1.32 | 超額認購 |
| 02680 | 1.32 | 適度超額認購 |
| 09677 | 1.32 | 輕微超額認購 |
| 02117 | 1.32 | 輕微超額認購 |
| 01961 | 1.32 | 輕微超額認購 |
| 09608 | 1.31 | 適度超額認購 |
| 01346 | 1.31 | 輕微超額認購 |
| 06968 | 1.3 | 輕微超額認購 |
| 08406 | 1.3 | 適度超額認購 |
| 01615 | 1.3 | 適當超額認購 |
| 01652 | 1.28 | 輕微超額認購 |
| 08152 | 1.27 | 適度超額認購 |
| 08073 | 1.27 | 小幅超額認購 |
| 08043 | 1.26 | 小幅超額認購 |
| 03938 | 1.26 | 超額認購 |
| 01955 | 1.26 | 輕微超額認購 |
| 01425 | 1.25 | 超額認購 |
| 01920 | 1.24 | 輕微超額認購 |
| 08603 | 1.24 | 輕微超額認購 |
| 01721 | 1.24 | 適度超額認購 |
| 08659 | 1.23 | 輕微超額認購 |
| 01735 | 1.23 | 輕微超額認購 |
| 08219 | 1.23 | 適度超額認購 |
| 08418 | 1.23 | 小幅超額認購 |
| 09908 | 1.22 | 輕微超額認購 |
| 08611 | 1.22 | 適度超額認購 |
| 06036 | 1.22 | 輕微超額認購 |
| 08476 | 1.21 | 輕微超額認購 |
| 01553 | 1.21 | 輕微超額認購 |
| 00797 | 1.21 | 超額認購 |
| 09668 | 1.2 | 超額認購 |
| 01907 | 1.2 | 小幅超額認購 |
| 08140 | 1.2 | 適度超額認購 |
| 01729 | 1.2 | 超額認購 |
| 01865 | 1.2 | 適度超額認購 |
| 08519 | 1.2 | 輕微超額認購 |
| 08627 | 1.2 | 超額認購 |
| 08507 | 1.2 | 適度超額認購 |
| 02230 | 1.18 | 輕微超額認購 |
| 08445 | 1.18 | 超額認購 |
| 08313 | 1.18 | 小幅超額認購 |
| 02232 | 1.17 | 適度超額認購 |
| 01753 | 1.17 | 適度超額認購 |
| 01785 | 1.17 | 輕微超額認購 |
| 03358 | 1.17 | 超額認購 |
| 06090 | 1.17 | 輕微超額認購 |
| 01156 | 1.17 | 輕微超額認購 |
| 01672 | 1.17 | 超額認購 |
| 08511 | 1.15 | 適度超額認購 |
| 08441 | 1.15 | 輕微超額認購 |
| 02022 | 1.15 | 輕微超額認購 |
| 09986 | 1.15 | 超額認購 |
| 08500 | 1.15 | 輕微超額認購 |
| 09918 | 1.14 | 輕微超額認購 |
| 08623 | 1.14 | 輕微超額認購 |
| 02528 | 1.14 | 輕微超額認購 |
| 01640 | 1.14 | 小幅超額認購 |
| 01597 | 1.1388 | 輕微超額認購 |
| 02381 | 1.13 | 略微超額認購 |
| 02159 | 1.13 | 輕微超額認購 |
| 06860 | 1.13 | 輕微超額認購 |
| 08622 | 1.13 | 略微超額認購 |
| 01730 | 1.13 | 超額認購 |
| 01343 | 1.13 | 小幅超額認購 |
| 01842 | 1.13 | 適度超額認購 |
| 09929 | 1.13 | 適度超額認購 |
| 06199 | 1.11 | 超額認購 |
| 01891 | 1.11 | 適度超額認購 |
| 01940 | 1.11 | 輕微超額認購 |
| 01894 | 1.107 | 略微超額認購 |
| 08395 | 1.1 | 輕微超額認購 |
| 01455 | 1.1 | 適度超額認購 |
| 08657 | 1.1 | 超額認購 |
| 02169 | 1.1 | 輕微超額認購 |
| 02885 | 1.1 | 超額認購 |
| 08668 | 1.1 | 超額認購 |
| 01701 | 1.1 | 輕微超額認購 |
| 03877 | 1.1 | 略微超額認購 |
| 00368 | 1.09 | 超額認購 |
| 01746 | 1.09 | 輕微超額認購 |
| 08506 | 1.09 | 適度超額認購 |
| 01725 | 1.09 | 適度超額認購 |
| 08620 | 1.09 | 超額認購 |
| 09913 | 1.08 | 輕微超額認購 |
| 03348 | 1.08 | 輕微超額認購 |
| 09936 | 1.08 | 輕微超額認購 |
| 08367 | 1.08 | 適度超額認購 |
| 02110 | 1.08 | 超額認購 |
| 09968 | 1.08 | 輕微超額認購 |
| 01759 | 1.073 | 超額認購 |
| 01925 | 1.07 | 適度超額認購 |
| 01872 | 1.07 | 略微超額認購 |
| 01412 | 1.07 | 輕微超額認購 |
| 01463 | 1.07 | 輕微超額認購 |
| 03798 | 1.07 | 輕微超額認購 |
| 01379 | 1.06 | 輕微超額認購 |
| 08456 | 1.06 | 適度超額認購 |
| 01935 | 1.06 | 適度超額認購 |
| 01896 | 1.06 | 適度超額認購 |
| 01416 | 1.06 | 輕微超額認購 |
| 01987 | 1.05 | 輕微超額認購 |
| 08042 | 1.05 | 適度超額認購 |
| 08493 | 1.05 | 適度超額認購 |
| 01860 | 1.05 | 適度超額認購 |
| 01760 | 1.05 | 適度超額認購 |
| 01119 | 1.05 | 輕微超額認購 |
| 01857 | 1.05 | 輕微超額認購 |
| 01283 | 1.05 | 超額認購 |
| 03700 | 1.05 | 適度超額認購 |
| 06918 | 1.05 | 輕微超額認購 |
| 01442 | 1.05 | 輕微超額認購 |
| 00301 | 1.05 | 輕微超額認購 |
| 00780 | 1.05 | 輕微超額認購 |
| 06162 | 1.05 | 輕微超額認購 |
| 01936 | 1.04 | 輕微超額認購 |
| 01783 | 1.04 | 輕微超額認購 |
| 08617 | 1.04 | 輕微超額認購 |
| 06093 | 1.04 | 輕微超額認購 |
| 06119 | 1.04 | 適度超額認購 |
| 08357 | 1.04 | 輕微超額認購 |
| 01957 | 1.04 | 略微超額認購 |
| 01906 | 1.034 | 適度超額認購 |
| 08645 | 1.03 | 輕微超額認購 |
| 01943 | 1.03 | 輕微超額認購 |
| 02115 | 1.03 | 全數認購 |
| 01959 | 1.03 | 略微超額認購 |
| 08136 | 1.03 | 適度超額認購 |
| 01351 | 1.03 | 足額認購 |
| 03680 | 1.03 | 輕微超額認購 |
| 09998 | 1.03 | 輕微超額認購 |
| 02189 | 1.03 | 輕微超額認購 |
| 02013 | 1.023 | 輕微超額認購 |
| 08107 | 1.02 | 輕微超額認購 |
| 01780 | 1.02 | 輕微超額認購 |
| 08482 | 1.02 | 小幅超額認購 |
| 06933 | 1.02 | 適度超額認購 |
| 02132 | 1.02 | 輕微超額認購 |
| 08483 | 1.02 | 輕微超額認購 |
| 01781 | 1.02 | 悉數認購 |
| 02153 | 1.02 | 足額認購 |
| 01942 | 1.02 | 輕微超額認購 |
| 08210 | 1.01 | 小幅超額認購 |
| 01855 | 1.01 | 小幅超額認購 |
| 01025 | 1.01 | 適度超額認購 |
| 08036 | 1.01 | 適度超額認購 |
| 02108 | 1.01 | 小幅超額認購 |
| 01790 | 1.01 | 超額認購 |
| 08619 | 1.01 | 輕微超額認購 |
| 08547 | 1.01 | 適度超額認購 |
| 01621 | 1.01 | 適度超額認購 |
| 01376 | 1.01 | 輕微超額認購 |
| 01643 | 1.004 | 超額認購 |
| 08426 | 1.004 | 足額認購 |
| 09933 | 1.002 | 輕微超額認購 |
| 01793 | 1.0004 | 超額認購 |
| 08216 | 1.0 | 足夠認購 |
| 01750 | 1.0 | 輕微超額認購 |
| 08489 | 1.0 | 輕微超額認購 |
| 01158 | 1.0 | 適度超額認購 |
| 09938 | 0.9999 | 認購不足 |
| 08646 | 0.9999 | 認購不足 |
| 01767 | 0.9999 | 認購不足 |
| 01576 | 0.9862 | 認購不足 |
| 08259 | 0.98 | 認購不足 |
| 01429 | 0.972 | 認購不足 |
| 01650 | 0.97 | 認購不足 |
| 01825 | 0.96 | 認購不足 |
| 08496 | 0.96 | 認購不足 |
| 01440 | 0.956 | 認購不足 |
| 08537 | 0.95 | 認購不足 |
| 01802 | 0.95 | 認購不足 |
| 01953 | 0.92 | 認購不足 |
| 08616 | 0.92 | 認購不足 |
| 01795 | 0.9107 | 認購不足 |
| 02296 | 0.91 | 認購不足 |
| 01703 | 0.91 | 認購不足 |
| 01653 | 0.9 | 認購不足 |
| 08635 | 0.9 | 認購不足 |
| 01849 | 0.89 | 認購不足 |
| 01937 | 0.89 | 認購不足 |
| 01593 | 0.873 | 認購不足 |
| 01401 | 0.8 | 認購不足 |
| 01796 | 0.8 | 認購不足 |
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