以下常用估值指标公式源码(以Python为例,可直接用于Tushare或Wind数据接口):
1. 市盈率(PE)
```python
pe = close / (net_profit_ttm / total_share)
```
2. 市净率(PB)
```python
pb = close / (total_equity / total_share)
```
3. 股息率(DY)
```python
dy = dividend_ttm / close
```
4. EV/EBITDA
```python
ev = market_cap + total_debt - cash
ebitda = operating_income + depreciation + amortization
ev_ebitda = ev / ebitda
```
5. PEG
```python
peg = pe / (net_profit_growth * 100)
```
6. PS(市销率)
```python
ps = market_cap / revenue_ttm
```
7. PCF(市现率)
```python
pcf = market_cap / operating_cash_flow_ttm
```
使用建议:
- 金融股优先用PB,科技股用PS,消费股用PE
- 港股需调整汇率:close = price * fx_rate
- 数据需清洗:剔除净利润为负的PE计算
建议配合分位数回测:取近5年估值分位<30%作为安全边际。
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发布于2025-9-1 08:43 盘锦
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