Joel Greenblatt 的神奇公式(Magic Formula)是一个价值投资的选股策略。
这个策略的目标是:找到价格便宜的优质公司。
在 The Little Book that Beats the Market 一书中,Joel Greenblatt 提到,神奇公式在1988年至2009年的20年间,其年化回报率高达23.8%,大幅跑赢标普500指数仅9.6%的同期回报,表现无疑相当惊人。
神奇公式通过两个简单的核心指标,资本报酬率(ROIC)和盈余殖利率(Earning Yield),来寻找「质优」和「价廉」的股票。
具体而言,资本报酬率(ROIC)是用来判断管理层运用公司资产经营能力的高低;当然,买入经营能力好的公司,投资回报自然较高。
而盈余殖利率(Earning Yield)则是用来分析股票的估值;当股票被严重低估时,盈余殖利率就会飙升,投资者在这时候买入股票的潜在回报就会相对较高。
财报说自动计算出上市公司的资本报酬率(ROIC)和盈余殖利率(Earning Yield),并进行综合排名。
该榜单还加入财报说 CBS 评分和体质灯号机制,供您综合参考。
温馨提示:
神奇公式有其局限性,投资者应综合多年财报数据、股价趋势等因素进一步分析考量。
建议结合股价斜率榜、CBS 财报打分榜共同使用。
免责声明:
本榜单仅供公司分析使用,不构成投资建议或推荐;过往业绩不代表未来表现,股市有风险,投资需谨慎。
共 1374 间公司,其中 A 股 267 间公司
序号 | 公司 | 资本报酬率(ROIC) | 盈余殖利率 | CBS | 灯号 |
---|---|---|---|---|---|
1 | [解锁榜单] | 60.6% | 10.53% | 98.3 | 低估 |
2 | [解锁榜单] | 27.0% | 4.25% | 96.43 | 中等 |
3 | [解锁榜单] | 23.5% | 8.45% | 96.37 | 低价 |
4 | [解锁榜单] | 31.2% | 4.00% | 95.85 | 低估 |
5 | [解锁榜单] | 31.5% | 8.99% | 94.87 | 低估 |
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立即开通专业版会员序号 | 公司 | 资本报酬率(ROIC) | 盈余殖利率 | CBS 评分 | 灯号 | 自选 |
---|---|---|---|---|---|---|
1 | [解锁榜单] | 14.3% | 12.67% | 70.08 | 低价 | |
2 | [解锁榜单] | 481.3% | 13.78% | 75.98 | 中等 | |
3 | [解锁榜单] | 52.5% | 27.50% | 93.58 | 低价 | |
4 | [解锁榜单] | 11.9% | 17.54% | 82.06 | 低价 | |
5 | [解锁榜单] | 26.1% | 17.22% | 83.31 | 低价 | |
6 | [解锁榜单] | 20.2% | 10.63% | 86.39 | 中等 | |
7 | [解锁榜单] | 144.7% | 6.06% | 80.5 | 低估 | |
8 | [解锁榜单] | 17.5% | 11.34% | 81.2 | 中等 | |
9 | [解锁榜单] | 12.5% | 8.56% | 82.52 | 低价 | |
10 | [解锁榜单] | 17.8% | 17.00% | 75.16 | 中等 | |
11 | [解锁榜单] | 17.8% | 11.32% | 75.49 | 低价 | |
12 | [解锁榜单] | 24.7% | 18.18% | 91.65 | 低估 | |
13 | [解锁榜单] | 21.2% | 7.01% | 94.2 | 低估 | |
14 | [解锁榜单] | 19.2% | 7.78% | 77.32 | 低价 | |
15 | 承德露露 000848 | 23.5% | 8.45% | 96.37 | 低价 | |
16 | [解锁榜单] | 17.2% | 14.99% | 73.69 | 低价 | |
17 | [解锁榜单] | 21.5% | 8.38% | 75.09 | 低价 | |
18 | [解锁榜单] | 13.3% | 8.72% | 70.88 | 中等 | |
19 | [解锁榜单] | 11.8% | 10.64% | 78.97 | 过热 | |
20 | [解锁榜单] | 18.1% | 6.91% | 81.2 | 过热 | |
21 | [解锁榜单] | 13.5% | 12.19% | 81.26 | 低价 | |
22 | [解锁榜单] | 21.2% | 9.72% | 87.06 | 过热 | |
23 | [解锁榜单] | 14.6% | 10.14% | 81.61 | 中等 | |
24 | [解锁榜单] | 13.2% | 9.77% | 79.81 | 低价 | |
25 | [解锁榜单] | 14.0% | 9.75% | 78.38 | 低估 | |
26 | [解锁榜单] | 31.5% | 8.99% | 94.87 | 低估 | |
27 | [解锁榜单] | 27.2% | 4.76% | 90.23 | 中等 | |
28 | [解锁榜单] | 11.9% | 6.76% | 76.78 | 低估 | |
29 | [解锁榜单] | 14.1% | 7.07% | 70.42 | 中等 | |
30 | [解锁榜单] | 14.9% | 13.76% | 77.22 | 中等 | |
31 | [解锁榜单] | 22.2% | 5.57% | 78.89 | 低价 | |
32 | [解锁榜单] | 20.5% | 17.36% | 76.75 | 低估 | |
33 | [解锁榜单] | 17.6% | 13.04% | 82.45 | 低价 | |
34 | [解锁榜单] | 22.1% | 10.17% | 83.99 | 低价 | |
35 | [解锁榜单] | 18.3% | 15.05% | 86.62 | 低价 | |
36 | [解锁榜单] | 12.7% | 9.18% | 81.72 | 低价 | |
37 | [解锁榜单] | 17.9% | 9.61% | 88.88 | 低价 | |
38 | [解锁榜单] | 17.4% | 10.81% | 77.4 | 低价 | |
39 | [解锁榜单] | 33.3% | 10.38% | 89.18 | 中等 | |
40 | [解锁榜单] | 28.5% | 12.20% | 84.98 | 中等 | |
41 | [解锁榜单] | 41.0% | 11.56% | 93.63 | 中等 | |
42 | [解锁榜单] | 12.1% | 11.76% | 70.83 | 中等 | |
43 | [解锁榜单] | 27.2% | 13.12% | 87.73 | 低价 | |
44 | [解锁榜单] | 20.8% | 3.57% | 74.56 | 低价 | |
45 | [解锁榜单] | 17.8% | 9.18% | 74.16 | 中等 | |
46 | [解锁榜单] | 8.7% | 13.53% | 70.31 | 中等 | |
47 | [解锁榜单] | 26.2% | 4.28% | 91.43 | 低价 | |
48 | [解锁榜单] | 27.9% | 3.32% | 93.21 | 低价 | |
49 | [解锁榜单] | 24.1% | 23.28% | 83.79 | 过热 | |
50 | [解锁榜单] | 20.8% | 6.88% | 87.62 | 中等 | |
51 | [解锁榜单] | 15.8% | 11.53% | 86.38 | 低估 | |
52 | [解锁榜单] | 14.3% | 12.54% | 79.29 | 中等 | |
53 | [解锁榜单] | 35.2% | 26.17% | 83.01 | 低估 | |
54 | [解锁榜单] | 11.7% | 10.93% | 79.9 | 低价 | |
55 | [解锁榜单] | 12.0% | 5.70% | 70.76 | 低价 | |
56 | [解锁榜单] | 29.3% | 9.46% | 87.43 | 中等 | |
57 | [解锁榜单] | 14.4% | 5.00% | 80.62 | 中等 | |
58 | [解锁榜单] | 18.2% | 8.06% | 78.27 | 中等 | |
59 | [解锁榜单] | 11.9% | 9.20% | 79.45 | 过热 | |
60 | 洋河股份 002304 | 19.8% | 4.92% | 90.76 | 低价 | |
61 | [解锁榜单] | 23.4% | 8.72% | 87.77 | 低估 | |
62 | [解锁榜单] | 16.6% | 6.20% | 85.93 | 过热 | |
63 | [解锁榜单] | 25.1% | 19.22% | 72.31 | 低价 | |
64 | [解锁榜单] | 19.9% | 6.29% | 77.04 | 低估 | |
65 | [解锁榜单] | 10.6% | 4.49% | 70.39 | 低价 | |
66 | [解锁榜单] | 11.6% | 5.76% | 71.52 | 过热 | |
67 | [解锁榜单] | 14.3% | 7.57% | 81.83 | 中等 | |
68 | [解锁榜单] | 17.7% | 21.32% | 80.12 | 中等 | |
69 | [解锁榜单] | 42.8% | 5.46% | 83.55 | 低价 | |
70 | [解锁榜单] | 18.7% | 8.77% | 79.7 | 中等 | |
71 | [解锁榜单] | 18.4% | 10.27% | 70.87 | 低价 | |
72 | [解锁榜单] | 18.6% | 7.23% | 82.61 | 低估 | |
73 | [解锁榜单] | 14.8% | 6.31% | 70.17 | 中等 | |
74 | [解锁榜单] | 28.6% | 4.27% | 86.65 | 低价 | |
75 | [解锁榜单] | 11.8% | 7.87% | 74.07 | 过热 | |
76 | [解锁榜单] | 16.5% | 3.10% | 82.19 | 中等 | |
77 | [解锁榜单] | 16.1% | 8.96% | 85.83 | 中等 | |
78 | [解锁榜单] | 15.9% | 5.19% | 85.27 | 低估 | |
79 | [解锁榜单] | 16.6% | 9.70% | 78.72 | 中等 | |
80 | [解锁榜单] | 17.9% | 2.09% | 84.46 | 低价 | |
81 | [解锁榜单] | 13.5% | 1.75% | 70.12 | 低价 | |
82 | [解锁榜单] | 30.5% | 3.78% | 93.14 | 低价 | |
83 | [解锁榜单] | 18.8% | 6.31% | 72.46 | 低价 | |
84 | [解锁榜单] | 9.6% | 14.76% | 71.36 | 中等 | |
85 | [解锁榜单] | 25.8% | 5.21% | 87.6 | 低价 | |
86 | [解锁榜单] | 10.1% | 6.28% | 71.93 | 低价 | |
87 | [解锁榜单] | 15.9% | 13.79% | 75.81 | 低价 | |
88 | [解锁榜单] | 15.8% | 8.32% | 78.12 | 中等 | |
89 | [解锁榜单] | 10.9% | 5.30% | 77.4 | 中等 | |
90 | [解锁榜单] | 23.4% | 5.37% | 85.8 | 中等 | |
91 | 海康威视 002415 | 20.3% | 5.19% | 79.14 | 低价 | |
92 | [解锁榜单] | 10.9% | 5.61% | 72.99 | 中等 | |
93 | 贵州茅台 600519 | 30.9% | 3.33% | 92.08 | 低价 | |
94 | [解锁榜单] | 15.2% | 3.87% | 71.05 | 中等 | |
95 | [解锁榜单] | 10.1% | 9.47% | 75.84 | 低价 | |
96 | [解锁榜单] | 12.9% | 7.56% | 74.4 | 中等 | |
97 | [解锁榜单] | 9.2% | 7.04% | 72.01 | 低价 | |
98 | [解锁榜单] | 25.6% | 22.75% | 71.11 | 中等 | |
99 | [解锁榜单] | 44.6% | 14.78% | 84.78 | 低估 | |
100 | [解锁榜单] | 51.7% | 17.72% | 76.19 | 低价 |